# EDGAR Filing Document

**Accession Number:** 0001260729
**File Stem:** 0001752724-23-049997
**Filing Date:** 2023-3
**Character Count:** 175764
**Document Hash:** 2061072fd948e5c6599f80926eee6eb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049997.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049997

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GABELLI DIVIDEND & INCOME TRUST
- **CENTRAL INDEX KEY:** 0001260729
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21423
- **FILM NUMBER:** 23692173

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Gabelli Dividend & Income Trust

- **b. Investment Company Act file number:** 811-21423

- **c. CIK number of Registrant:** 0001260729

- **d. LEI of Registrant:** 549300082N1MHBT8NI60

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

  - **Street Address 1:** One Corporate Center

  - **City:** Rye

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10580-1422

  - **Telephone number:** 1-800-422-3554

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

- **a. Name of Series:** Gabelli Dividend & Income Trust

- **c. LEI of Series:** 549300082N1MHBT8NI60

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2530114006.10

**Total Liabilities:** $358763087.65

**Net Assets:** $2171350918.45

**Cash Not Reported:** $170392.55

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 9.36%                | 8.26%                | -5.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4899327.43              | $193152517.73                              |
| Month 2  | $29590087.30             | $135178684.28                              |
| Month 3  | $-23018941.99            | $-81753464.12                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fiserv Inc                     | Fiserv Inc                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      6600 | NS      | $667062.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     49000 | NS      | $1343580.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                        | Sika AG                                              | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |     11000 | NS      | $2637430.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7500 | NS      | $824550.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC           | Rentokil Initial PLC                                 | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    150000 | NS      | $921219.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     13000 | NS      | $6892340.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1300 | NS      | $3206034.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International Inc                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     80000 | NS      | $4077600.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                      | Lear Corp                                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      6000 | NS      | $744120.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                                   | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     12000 | NS      | $3968040.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc                   | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    207700 | NS      | $13292800.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc                        | BCE Inc                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |    168000 | NS      | $7383600.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd      | Liberty Latin America Ltd                            | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     69000 | NS      | $524400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2500 | NS      | $204350.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    265000 | NS      | $16856650.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp                                            | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |    185000 | NS      | $19672900.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Acquisition Corp IV       | Graf Acquisition Corp IV                             | CUSIP: 384272100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180000 | NS      | $1791000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    194200 | NS      | $16283670.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2670000 | PA      | $2645178.37   | 0.12%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd           | Yakult Honsha Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |    235000 | NS      | $15327644.01  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                         | HP Inc                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      5000 | NS      | $134350.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc   | Sinclair Broadcast Group Inc                         | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    120000 | NS      | $1861200.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     30000 | NS      | $1244100.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    134000 | NS      | $6537860.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Corp                   | Telesat Corp                                         | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    101000 | NS      | $757500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     67000 | NS      | $6630990.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Traton SE                      | Traton SE                                            | CUSIP: 000000000<br>LEI: 529900UIMQRKPFN6SV80 | Long             | EC               | CORP              | DE        |     46000 | NS      | $695771.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc         | Energizer Holdings Inc                               | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     57000 | NS      | $1912350.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                     | Vivendi SE                                           | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |    549000 | NS      | $5238553.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd    | Suntory Beverage & Food Ltd                          | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     18000 | NS      | $617189.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp         | National Beverage Corp                               | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      4000 | NS      | $186120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     23000 | NS      | $1095720.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp                  | Kikkoman Corp                                        | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |    332000 | NS      | $17556232.86  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc            | Nathan's Famous Inc                                  | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |     10000 | NS      | $672100.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                  | BlackRock Inc                                        | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     18800 | NS      | $13322244.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                             | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     27100 | NS      | $3170971.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     42500 | NS      | $3446750.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                       | Dana Inc                                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    327632 | NS      | $4957072.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                | Gerresheimer AG                                      | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |     15000 | NS      | $1008363.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                             | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     16000 | NS      | $746880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     31000 | NS      | $2007870.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc                       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      5000 | NS      | $474750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                   | Entegris Inc                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      3000 | NS      | $196770.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                     | CarMax Inc                                           | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $1217800.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    119000 | NS      | $13125700.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                                  | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     24000 | NS      | $2912400.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                      | Repsol SA                                            | CUSIP: 76026T205<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     75000 | NS      | $1194750.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      8400 | NS      | $674688.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                    | Avantor Inc                                          | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185987 | NS      | $3922465.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc         | T Rowe Price Group Inc                               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    128000 | NS      | $13959680.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow              | Altaba Inc Escrow                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $152000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                         | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |    192905 | NS      | $21329505.85  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINE II ACQUISITION CORP -A   | TRINE II ACQ CL A -CW27                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $7990.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcosa Inc                     | Arcosa Inc                                           | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      8000 | NS      | $434720.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     91000 | NS      | $8052590.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     57500 | NS      | $9292575.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     46000 | NS      | $831680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                     | VMware Inc                                           | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      8000 | NS      | $982080.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    413000 | NS      | $14442610.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/T | Kansai Electric Power Co Inc/The                     | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     18000 | NS      | $175419.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                        | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     40000 | NS      | $3108800.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     88000 | NS      | $8729600.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc      | Rogers Communications Inc                            | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |     90000 | NS      | $4215600.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co       | American States Water Co                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     11000 | NS      | $1018050.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharol SGPS SA                 | Pharol SGPS SA                                       | CUSIP: 000000000<br>LEI: 549300JNP3LA8FWLU630 | Long             | EC               | CORP              | PT        |     50000 | NS      | $2799.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA CORP                      | XOMA Corp                                            | CUSIP: 98419J305<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EP               | CORP              | US        |      2296 | NS      | $57216.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                                  | CUSIP: 369604129<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       700 | NS      | $45080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Mengniu Dairy Co Ltd     | China Mengniu Dairy Co Ltd                           | CUSIP: 000000000<br>LEI: 2549005Q343BSJ8RSS21 | Long             | EC               | CORP              | HK        |    950000 | NS      | $4308528.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                      | SJW Group                                            | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22000 | NS      | $1786180.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    294000 | NS      | $20815200.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      8000 | NS      | $714880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In | Fidelity National Financial Inc                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     37000 | NS      | $1391940.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corp                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $1494000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga Milk Industry Co Ltd  | Morinaga Milk Industry Co Ltd                        | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |     30000 | NS      | $1141801.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Or | Hellenic Telecommunications Organization SA          | CUSIP: 423325307<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |    195000 | NS      | $1515930.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                 | Proto Labs Inc                                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     10678 | NS      | $272609.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc       | Elanco Animal Health Inc                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     55000 | NS      | $672100.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC             | Liberty Global PLC                                   | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |    323000 | NS      | $6275890.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     50000 | NS      | $7000000.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     27220 | NS      | $5766829.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group Inc                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      6500 | NS      | $609440.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                      | Shell PLC                                            | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     90000 | NS      | $5125500.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION INC             | Garrett Motion Inc                                   | CUSIP: 366505204<br>LEI: 549300LS5WT7EMBNV724 | Long             | EP               | CORP              | CH        |    123160 | NS      | $1071492.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                | Brookfield Corp                                      | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     28500 | NS      | $896610.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors NV                                | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1500 | NS      | $237045.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                | Masterbrand Inc                                      | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     78200 | NS      | $590410.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trine II Acquisition Corp      | Trine II Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140000 | NS      | $1442700.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp               | QuidelOrtho Corp                                     | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     11127 | NS      | $953250.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                                | CUSIP: 579780107<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      6000 | NS      | $493020.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    179000 | NS      | $13885030.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL   | WEATHERFORDINTERNATIONA-CW23                         | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |      3081 | NS      | $677.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp         | Universal Display Corp                               | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $378140.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd               | Schlumberger Ltd                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    166000 | NS      | $8874360.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     67000 | NS      | $17257190.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                                      | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      4600 | NS      | $2513440.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In | Aerojet Rocketdyne Holdings Inc                      | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    230000 | NS      | $12863900.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12165000 | PA      | $12064237.31  | 0.56%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crane Holdings Co              | Crane Holdings Co                                    | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      4500 | NS      | $452025.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc             | Evolent Health Inc                                   | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    191140 | NS      | $5367211.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                            | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     46000 | NS      | $2897540.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                    | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    140000 | NS      | $2242699.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     24271 | NS      | $2083665.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keweenaw Land Association Ltd  | Keweenaw Land Association Ltd                        | CUSIP: 493026108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $4050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc             | Cohen & Steers Inc                                   | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     50000 | NS      | $3228000.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC             | Vodafone Group PLC                                   | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     41000 | NS      | $414920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp              | DISH Network Corp                                    | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |    250090 | NS      | $3511263.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                      | Nestle SA                                            | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     22000 | NS      | $2549159.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     37000 | NS      | $5407180.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Counter Press Acquisition Corp | Counter Press Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145000 | NS      | $1487700.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd                       | Flex Ltd                                             | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     50000 | NS      | $1073000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                    | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |   1378000 | NS      | $22130680.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                   | Arconic Corp                                         | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      4000 | NS      | $84640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The                 | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    146500 | NS      | $23138210.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp              | NorthWestern Corp                                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      4000 | NS      | $237360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     55000 | NS      | $16989500.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                     | TELUS Corp                                           | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |    270000 | NS      | $5213700.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      9900 | NS      | $829521.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medmix AG                      | Medmix AG                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2000 | NS      | $38068.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc       | F&G Annuities & Life Inc                             | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1496 | NS      | $29934.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     12000 | NS      | $4501440.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                           | Taiwan Semiconductor Manufacturing Co Ltd            | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     11000 | NS      | $819390.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc      | Sally Beauty Holdings Inc                            | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    247000 | NS      | $3092440.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                  | Valvoline Inc                                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    115810 | NS      | $3781196.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc                  | Backblaze Inc                                        | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4520 | NS      | $27798.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      9000 | NS      | $1961100.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84000 | NS      | $15077160.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     12000 | NS      | $3790320.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp     | Lattice Semiconductor Corp                           | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     57000 | NS      | $3698160.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     25000 | NS      | $278250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku Electric Power Co Inc   | Tohoku Electric Power Co Inc                         | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |     50000 | NS      | $263258.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                  | EchoStar Corp                                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     10000 | NS      | $166800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                             | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     46000 | NS      | $1308700.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     14000 | NS      | $1898960.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC           | Rentokil Initial PLC                                 | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |     29000 | NS      | $893490.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                     | Entain PLC                                           | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |     20000 | NS      | $319525.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                                | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     76700 | NS      | $14380483.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      9000 | NS      | $3784410.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    190226 | NS      | $16173014.52  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     78000 | NS      | $12887160.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV            | Heineken Holding NV                                  | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |     18000 | NS      | $1388266.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Reinsurance Ltd     | Brookfield Reinsurance Ltd                           | CUSIP: 000000000<br>LEI: 9845004583U3B8E06924 | Long             | EC               | CORP              | CA        |       196 | NS      | $6132.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                     | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     70000 | NS      | $4345600.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc        | Essential Utilities Inc                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     14000 | NS      | $668220.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co       | Molson Coors Beverage Co                             | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     35000 | NS      | $1803200.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    106100 | NS      | $18742565.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     36400 | NS      | $7252336.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                   | Visteon Corp                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     14000 | NS      | $1831620.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc             | Ingles Markets Inc                                   | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     99000 | NS      | $9549540.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                      | Olin Corp                                            | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     83000 | NS      | $4394020.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     27000 | NS      | $14868630.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                  | Dril-Quip Inc                                        | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     20000 | NS      | $543400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC     | United Utilities Group PLC                           | CUSIP: 91311E102<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      8000 | NS      | $188800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd              | FTAI Aviation Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     80000 | NS      | $1369600.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                               | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     30000 | NS      | $2418300.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     38700 | NS      | $2887407.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     53000 | NS      | $10095970.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5000 | NS      | $293900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group Inc                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     75000 | NS      | $4743000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                     | Cigna Corp                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     52000 | NS      | $17229680.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc   | MSC Industrial Direct Co Inc                         | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      7500 | NS      | $612750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd                  | Stratasys Ltd                                        | CUSIP: 000000000<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | US        |     12000 | NS      | $142320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                        | Eni SpA                                              | CUSIP: 26874R108<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    123000 | NS      | $3525180.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                   | Bel Fuse Inc                                         | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |     13000 | NS      | $427960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                     | Conn's Inc                                           | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |    200000 | NS      | $1376000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc            | Resona Holdings Inc                                  | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     80000 | NS      | $440841.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc        | Activision Blizzard Inc                              | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     26000 | NS      | $1990300.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                     | HEICO Corp                                           | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     13500 | NS      | $2074140.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc            | DENTSPLY SIRONA Inc                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    100000 | NS      | $3184000.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd              | Telstra Group Ltd                                    | CUSIP: 8796VP105<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    110000 | NS      | $1476200.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                  | Telefonica SA                                        | CUSIP: 879382208<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     30000 | NS      | $107100.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                    | Pentair PLC                                          | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |     15000 | NS      | $674700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                 | Stericycle Inc                                       | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     25000 | NS      | $1247250.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co      | Edgewell Personal Care Co                            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    359000 | NS      | $13835860.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                        | RPC Inc                                              | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    430000 | NS      | $3822700.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp    | United States Cellular Corp                          | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     49000 | NS      | $1021650.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                   | Avangrid Inc                                         | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |    110000 | NS      | $4727800.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc        | SkyWater Technology Inc                              | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $21330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr | Hartford Financial Services Group Inc/The            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     90000 | NS      | $6824700.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc    | BioMarin Pharmaceutical Inc                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2500 | NS      | $258725.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21995000 | PA      | $21959661.29  | 1.01%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     19500 | NS      | $937365.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      2500 | NS      | $53575.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor | Pacific Biosciences of California Inc                | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    100000 | NS      | $818000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd      | Seven & i Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    120000 | NS      | $5175251.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc       | Cullen/Frost Bankers Inc                             | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     18500 | NS      | $2473450.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp         | Liberty Broadband Corp                               | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     31121 | NS      | $2373598.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC              | National Grid PLC                                    | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     30000 | NS      | $361742.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG            | Deutsche Telekom AG                                  | CUSIP: 251566105<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    430000 | NS      | $8591400.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global               | Paramount Global                                     | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    223000 | NS      | $3764240.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                | Weyerhaeuser Co                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     85000 | NS      | $2635000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1515000 | PA      | $1510199.56   | 0.07%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB             | Grupo Televisa SAB                                   | CUSIP: 40049J206<br>LEI: 549300O4AF0C816ILN62 | Long             | EC               | CORP              | MX        |    525000 | NS      | $2394000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                       | UGI Corp                                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     74000 | NS      | $2743180.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc  | Interactive Brokers Group Inc                        | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     22249 | NS      | $1609715.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd              | PetroChina Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    100000 | NS      | $45737.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners L | Enterprise Products Partners LP                      | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    200000 | NS      | $4824000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    114000 | NS      | $11951760.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                     | ALLETE Inc                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     11000 | NS      | $709610.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                  | Sempra Energy                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     37500 | NS      | $5795250.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc    | Chubu Electric Power Co Inc                          | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     20000 | NS      | $207558.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6235000 | PA      | $6187287.29   | 0.28%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises Inc                                 | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     37500 | NS      | $2110125.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     31850 | NS      | $3832829.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    143000 | NS      | $15865850.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd     | Axalta Coating Systems Ltd                           | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     10000 | NS      | $254700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                 | Cloudflare Inc                                       | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |     36000 | NS      | $1627560.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPCO-PITTSBURGH CORP          | AMPCO-PITTSBURGH CORP -CW25                          | CUSIP: 032037111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32000 | NS      | $5040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    174900 | NS      | $14691600.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc  | Oceaneering International Inc                        | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    116000 | NS      | $2028840.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    297000 | NS      | $11686950.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                    | Bouygues SA                                          | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     95000 | NS      | $2851464.71   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     27800 | NS      | $7378676.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc           | Astec Industries Inc                                 | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     26000 | NS      | $1057160.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp             | Bausch + Lomb Corp                                   | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |     89727 | NS      | $1391665.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EL PASO ENERGY CAP TRST        | El Paso Energy Capital Trust I                       | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    123000 | NS      | $5539809.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC               | Severn Trent PLC                                     | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     36000 | NS      | $1153773.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugoku Electric Power Co Inc/ | Chugoku Electric Power Co Inc/The                    | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |     44000 | NS      | $226302.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc         | Penn Entertainment Inc                               | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $148500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc | Telephone and Data Systems Inc                       | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105000 | NS      | $1101450.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp              | Barrick Gold Corp                                    | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    110000 | NS      | $1889800.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc          | Arlo Technologies Inc                                | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     86530 | NS      | $303720.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                 | Iveco Group NV                                       | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | IT        |    306000 | NS      | $1820565.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     76000 | NS      | $2427440.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                  | Snowflake Inc                                        | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     17800 | NS      | $2555012.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc | Fortune Brands Innovations Inc                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     78200 | NS      | $4466002.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc         | Trinity Industries Inc                               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     36000 | NS      | $1064520.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                    | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     12500 | NS      | $821000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd   | Canadian Pacific Railway Ltd                         | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     28840 | NS      | $2151175.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                | OGE Energy Corp                                      | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     57500 | NS      | $2274125.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                   | Organon & Co                                         | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      1000 | NS      | $27930.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    388588 | NS      | $19911249.12  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The      | Scotts Miracle-Gro Co/The                            | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      5000 | NS      | $242950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                 | Perrigo Co PLC                                       | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |    173000 | NS      | $5897570.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                     | Fastly Inc                                           | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      5000 | NS      | $40950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                       | EVgo Inc                                             | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43700 | NS      | $195339.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp          | Integer Holdings Corp                                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     47371 | NS      | $3243018.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP              | DISH Network Corp                                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    600000 | PA      | $377400.00    | 0.02%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                      | Apple Inc                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    137800 | NS      | $17904354.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                | Nomad Foods Ltd                                      | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | GB        |     69982 | NS      | $1206489.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     46900 | NS      | $17157896.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     37000 | NS      | $2955190.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                   | AES Corp/The                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     60000 | NS      | $1725600.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co   | Portland General Electric Co                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      5000 | NS      | $245000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The   | Hain Celestial Group Inc/The                         | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    116525 | NS      | $1885374.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC              | National Grid PLC                                    | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     22000 | NS      | $1327040.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Partners Holdings LP     | Steel Partners Holdings LP                           | CUSIP: 85814R107<br>LEI: 5493009U8Z59G5SIZ389 | Long             | EC               | CORP              | US        |     30003 | NS      | $1284128.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp        | Marathon Petroleum Corp                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    135500 | NS      | $15770845.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                      | Monro Inc                                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $813600.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    118000 | NS      | $18511840.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP     | NextEra Energy Partners LP                           | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     65000 | NS      | $4555850.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                      | Vimeo Inc                                            | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     39514 | NS      | $135533.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6845000 | PA      | $6839066.21   | 0.31%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                                        | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     96000 | NS      | $6784320.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc             | Garrett Motion Inc                                   | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | CH        |    135000 | NS      | $1028700.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                      | Orange SA                                            | CUSIP: 684060106<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     50000 | NS      | $494000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling | Hyster-Yale Materials Handling Inc                   | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $379650.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I | Hawaiian Electric Industries Inc                     | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     23000 | NS      | $962550.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV       | Davide Campari-Milano NV                             | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | IT        |   2027000 | NS      | $20578403.59  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp/The                     | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    620000 | NS      | $28222400.00  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                          | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      6000 | NS      | $914520.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd  | Jardine Matheson Holdings Ltd                        | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |     15000 | NS      | $763500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandarin Oriental Internationa | Mandarin Oriental International Ltd                  | CUSIP: 000000000<br>LEI: 213800KQ1UMKZ1JXJR80 | Long             | EC               | CORP              | HK        |    400000 | NS      | $768000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sulzer AG                      | Sulzer AG                                            | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |      6500 | NS      | $506137.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd            | TE Connectivity Ltd                                  | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |     38000 | NS      | $4362400.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    231500 | NS      | $7787660.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    336086 | NS      | $13241788.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                                       | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     22700 | NS      | $3562765.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc        | Lifecore Biomedical Inc                              | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |     10000 | NS      | $64800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc    | Qualtrics International Inc                          | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               | CORP              | US        |       200 | NS      | $2076.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC      | Janus Henderson Group PLC                            | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     12500 | NS      | $294000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC              | Ashtead Group PLC                                    | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     22000 | NS      | $1255373.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     18000 | NS      | $5548680.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                 | AutoNation Inc                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114000 | NS      | $12232200.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     20000 | NS      | $16880600.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    500000 | NS      | $7980000.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc              | Flowers Foods Inc                                    | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     70954 | NS      | $2039217.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                | ICU Medical Inc                                      | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     30000 | NS      | $4724400.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA        | Veolia Environnement SA                              | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     27380 | NS      | $703414.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     70000 | NS      | $12646200.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     42000 | NS      | $6092520.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                      | Nestle SA                                            | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     35000 | NS      | $4036900.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV       | Universal Music Group NV                             | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |    125000 | NS      | $3011978.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp        | Texas Pacific Land Corp                              | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $2344230.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co               | Campbell Soup Co                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     73000 | NS      | $4142750.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3000 | NS      | $407250.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc   | Wyndham Hotels & Resorts Inc                         | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      5000 | NS      | $356550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    260000 | NS      | $4227600.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                          | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    155000 | NS      | $2788450.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     38100 | NS      | $7915656.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc   | Walgreens Boots Alliance Inc                         | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     50000 | NS      | $1868000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd      | Alibaba Group Holding Ltd                            | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      1000 | NS      | $88090.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc               | Ajinomoto Co Inc                                     | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     12000 | NS      | $368576.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bank of Lo | Farmers & Merchants Bank of Long Beach/Long Beach CA | CUSIP: 308243104<br>LEI: 25490049RRVB8S6CG210 | Long             | EC               | CORP              | US        |       124 | NS      | $925660.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                              | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     14900 | NS      | $3536217.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc           | Keurig Dr Pepper Inc                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    120000 | NS      | $4279200.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     40000 | NS      | $5100000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group Inc                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     30000 | NS      | $1838100.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Electric Power Co Inc   | Kyushu Electric Power Co Inc                         | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |     23000 | NS      | $130387.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                      | PetIQ Inc                                            | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     75000 | NS      | $691500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    194800 | NS      | $41745640.00  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                       | Enel SpA                                             | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    228000 | NS      | $1227634.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA         | Petroleo Brasileiro SA                               | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     25000 | NS      | $266250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     51176 | NS      | $4766020.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    341000 | NS      | $13196700.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    153000 | NS      | $2816730.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai | Madison Square Garden Entertainment Corp             | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64880 | NS      | $2917653.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     10000 | NS      | $2887800.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTER PRESS ACQUISITION CO   | COUNTER PRESS ACQ -CW27                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87500 | NS      | $5250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10330000 | PA      | $10327916.75  | 0.48%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Lt | Brookfield Asset Management Ltd                      | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7174 | NS      | $205678.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL INC              | Qurate Retail Inc                                    | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |     70450 | NS      | $2413617.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    208000 | NS      | $24544000.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co  | Electric Power Development Co Ltd                    | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |     29000 | NS      | $463151.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc           | Kyndryl Holdings Inc                                 | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     61000 | NS      | $678320.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     61333 | NS      | $1862683.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc                      | Edgio Inc                                            | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |    150610 | NS      | $170189.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     42500 | NS      | $10198300.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2957774.88   | 0.14%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Graco Inc                      | Graco Inc                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    126000 | NS      | $8474760.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                     | Diageo PLC                                           | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    100000 | NS      | $17819000.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International      | MGM Resorts International                            | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     47000 | NS      | $1575910.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corp          | Ampco-Pittsburgh Corp                                | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237000 | NS      | $594870.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc            | Diebold Nixdorf Inc                                  | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     25000 | NS      | $35500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                 | Blackstone Inc                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     80000 | NS      | $5935200.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     14300 | NS      | $939510.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    522000 | NS      | $34791300.00  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    220000 | NS      | $9950600.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd      | Liberty Latin America Ltd                            | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |      1000 | NS      | $7530.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                | 3D Systems Corp                                      | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      5000 | NS      | $37000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     88780 | NS      | $7833059.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                    | Rogers Corp                                          | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     15000 | NS      | $1790100.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC              | HSBC Holdings PLC                                    | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      7000 | NS      | $218120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co Ltd   | Nissin Foods Holdings Co Ltd                         | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |    128000 | NS      | $10162755.26  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Vroom Inc                      | Vroom Inc                                            | CUSIP: 92918V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $73.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra | Liberty Media Corp-Liberty Braves                    | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    209077 | NS      | $6830545.59   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                    | Ashland Inc                                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     30000 | NS      | $3225900.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co               | Genuine Parts Co                                     | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    279400 | NS      | $48478694.00  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree Specialty Lending Corp | Oaktree Specialty Lending Corp                       | CUSIP: 67401P108<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |    429952 | NS      | $2953770.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    549500 | NS      | $22688855.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                   | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145500 | NS      | $12163800.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                       | Hera SpA                                             | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |    410000 | NS      | $1105550.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                                    | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     65000 | NS      | $3998150.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20255000 | PA      | $20116835.78  | 0.93%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc               | AMC Networks Inc                                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     15000 | NS      | $235050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc    | South Jersey Industries Inc                          | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     30000 | NS      | $1065900.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure I | Radius Global Infrastructure Inc                     | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |     80000 | NS      | $945600.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                       | CTS Corp                                             | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      3000 | NS      | $118260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                  | H&R Block Inc                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     40000 | NS      | $1460400.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC               | Smiths Group PLC                                     | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      2000 | NS      | $38650.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Sir | Liberty Media Corp-Liberty SiriusXM                  | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85000 | NS      | $3326050.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc | New York Community Bancorp Inc                       | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     60000 | NS      | $516000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    178849 | NS      | $42891567.18  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                   | Catalent Inc                                         | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55000 | NS      | $2475550.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JCDecaux SE                    | JCDecaux SE                                          | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | EC               | CORP              | FR        |     60000 | NS      | $1138102.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    200000 | NS      | $7600000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                     | DaVita Inc                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     35000 | NS      | $2613450.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     15900 | NS      | $4219065.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Authentic Equity Acquisition C | Authentic Equity Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115000 | NS      | $1163225.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Hol | Laboratory Corp of America Holdings                  | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     24500 | NS      | $5769260.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      8000 | NS      | $1854000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                   | KKR & Co Inc                                         | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     55000 | NS      | $2553100.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     17500 | NS      | $874650.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                   | Griffon Corp                                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    181000 | NS      | $6477990.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    267000 | NS      | $12602400.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ito En Ltd                     | Ito En Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    260000 | NS      | $9489484.91   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $2004280.38   | 0.09%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp         | AmerisourceBergen Corp                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     51723 | NS      | $8571018.33   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                                   | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    269000 | NS      | $10950990.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc       | CIRCOR International Inc                             | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     80000 | NS      | $1916800.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc            | BellRing Brands Inc                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     87050 | NS      | $2231962.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc               | WideOpenWest Inc                                     | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     90000 | NS      | $819900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      6000 | NS      | $123900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc       | Resideo Technologies Inc                             | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    160000 | NS      | $2632000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     20000 | NS      | $2835800.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                    | Equinor ASA                                          | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    375000 | NS      | $13428750.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc          | Silk Road Medical Inc                                | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     10000 | NS      | $528500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                              | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     48500 | NS      | $4038110.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    308000 | NS      | $28702520.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc    | American Outdoor Brands Inc                          | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5555 | NS      | $55661.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG       | Daimler Truck Holding AG                             | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     15000 | NS      | $464762.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                  | Proximus SADP                                        | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     42000 | NS      | $404450.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                     | Loews Corp                                           | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     76000 | NS      | $4433080.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12150000 | PA      | $12076965.26  | 0.56%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Remy Cointreau SA              | Remy Cointreau SA                                    | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |     24500 | NS      | $4133221.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Maple Leaf Foods Inc           | Maple Leaf Foods Inc                                 | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |    108000 | NS      | $1950221.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                     | Enviva Inc                                           | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |     40000 | NS      | $2118800.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Resource Partners LP  | Alliance Resource Partners LP                        | CUSIP: 01877R108<br>LEI: 529900T4Q5UPWOUFG783 | Long             | EC               | CORP              | US        |     20000 | NS      | $406400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shikoku Electric Power Co Inc  | Shikoku Electric Power Co Inc                        | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |     50000 | NS      | $291450.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     13000 | NS      | $6668610.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                | Sealed Air Corp                                      | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     90000 | NS      | $4489200.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      7400 | NS      | $2873198.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                | SolarWinds Corp                                      | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90354 | NS      | $845713.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Cor | Comtech Telecommunications Corp                      | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     15000 | NS      | $182100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      9000 | NS      | $2232990.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     58000 | NS      | $1532940.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                                  | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     26000 | NS      | $1072500.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                | Nintendo Co Ltd                                      | CUSIP: 654445303<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      3995 | NS      | $41627.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co             | Graham Holdings Co                                   | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1200 | NS      | $725052.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Starrett Co/The             | LS Starrett Co/The                                   | CUSIP: 855668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25800 | NS      | $189888.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc         | Franklin Resources Inc                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     41000 | NS      | $1081580.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    403000 | NS      | $13347360.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc             | Teladoc Health Inc                                   | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      4000 | NS      | $94600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                           | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      7445 | NS      | $2524599.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp             | Franco-Nevada Corp                                   | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     36000 | NS      | $4907326.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     65000 | NS      | $13533650.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     55800 | NS      | $3974076.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13800 | NS      | $4069344.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd    | National Australia Bank Ltd                          | CUSIP: 632525408<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     70000 | NS      | $711900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global               | Paramount Global                                     | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     72800 | NS      | $1427608.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     95038 | NS      | $13927818.90  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     11000 | NS      | $951280.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      5000 | NS      | $251950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenet Group Holding NV       | Telenet Group Holding NV                             | CUSIP: 000000000<br>LEI: 213800FA3K4S56INQI67 | Long             | EC               | CORP              | BE        |     28000 | NS      | $457082.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp     | Sensient Technologies Corp                           | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      5000 | NS      | $364600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C | Madison Square Garden Sports Corp                    | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46500 | NS      | $8524845.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC       | Rolls-Royce Holdings PLC                             | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |   1050000 | NS      | $1183078.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26290000 | PA      | $26159422.57  | 1.20%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4980000 | PA      | $4967669.47   | 0.23%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                             | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      2500 | NS      | $611450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The              | York Water Co/The                                    | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $337350.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd      | Woodside Energy Group Ltd                            | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      2891 | NS      | $69991.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    319500 | NS      | $28349235.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp               | Boyd Gaming Corp                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     80000 | NS      | $4362400.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     30500 | NS      | $3348595.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc              | PNM Resources Inc                                    | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     20000 | NS      | $975800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     67000 | NS      | $28726920.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc           | Toray Industries Inc                                 | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |    300000 | NS      | $1683785.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     36000 | NS      | $12361680.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc                           | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52000 | NS      | $3217760.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc              | Herc Holdings Inc                                    | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |    120193 | NS      | $15813793.01  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                      | Hess Corp                                            | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     15700 | NS      | $2226574.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     17400 | NS      | $1811862.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                       | Accor SA                                             | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |     19000 | NS      | $474905.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                        | KeyCorp                                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     65000 | NS      | $1132300.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                   | Unilever PLC                                         | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     25000 | NS      | $1258750.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc            | Avid Technology Inc                                  | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      5000 | NS      | $132950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTHENTIC EQUITY ACQUISITI-A   | AUTHENTIC EQUITY ACQ -CW27                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $1170.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hokkaido Electric Power Co Inc | Hokkaido Electric Power Co Inc                       | CUSIP: 000000000<br>LEI: 353800XDXIIZDHUO0J51 | Long             | EC               | CORP              | JP        |     16000 | NS      | $56811.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc              | Patterson Cos Inc                                    | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     68000 | NS      | $1906040.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I | Ryman Hospitality Properties Inc                     | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     15000 | NS      | $1226700.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA               | Pernod Ricard SA                                     | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     61000 | NS      | $11998406.44  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                        | EXOR NV                                              | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |     11000 | NS      | $804229.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc     | Cardiovascular Systems Inc                           | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     15119 | NS      | $205920.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co        | Becton Dickinson and Co                              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     10000 | NS      | $2543000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     10000 | NS      | $402200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                     | N-able Inc                                           | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $771000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                     | Demant A/S                                           | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |      1000 | NS      | $27717.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |     97222 | NS      | $12887748.32  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                       | FMC Corp                                             | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     19000 | NS      | $2371200.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                   | Iberdrola SA                                         | CUSIP: 450737101<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     45000 | NS      | $2104200.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     45000 | NS      | $3909600.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    181000 | NS      | $23347190.00  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc            | Cannae Holdings Inc                                  | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     22000 | NS      | $454300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP      | OCCIDENTAL PETROLEUM-CW27                            | CUSIP: 674599162<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     12257 | NS      | $505356.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment Inc                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3000 | NS      | $124800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    130000 | NS      | $9353500.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                | Sony Group Corp                                      | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    382000 | NS      | $29138960.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    325417 | NS      | $43638419.70  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    166500 | NS      | $10539450.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     10900 | NS      | $4975850.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VEON Ltd                       | VEON Ltd                                             | CUSIP: 91822M106<br>LEI: 5493008CA3NMHYEVT131 | Long             | EC               | CORP              | NL        |    200000 | NS      | $98000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                           | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1040 | NS      | $1442989.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      4000 | NS      | $2620120.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                 | MGE Energy Inc                                       | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28000 | NS      | $1971200.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc Inc                  | Twin Disc Inc                                        | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |     40000 | NS      | $388800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc     | Mueller Water Products Inc                           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    178000 | NS      | $1915280.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries I | Bassett Furniture Industries Inc                     | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19000 | NS      | $330220.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                   | Navient Corp                                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    130000 | NS      | $2138500.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     50000 | NS      | $581500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4000 | NS      | $1860680.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp               | W R Berkley Corp                                     | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     93750 | NS      | $6803437.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                 | Flowserve Corp                                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     89000 | NS      | $2730520.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Inc                     | Cogeco Inc                                           | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               | CORP              | CA        |     15000 | NS      | $704246.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                | Hanesbrands Inc                                      | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     99000 | NS      | $629640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Co                                  | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      7000 | NS      | $254800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc       | Crowdstrike Holdings Inc                             | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     17000 | NS      | $1789930.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                | AstraZeneca PLC                                      | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     42486 | NS      | $2880550.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     17500 | NS      | $4278575.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S         | Chr Hansen Holding A/S                               | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |     59000 | NS      | $4244011.63   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                    | Phillips 66                                          | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     52000 | NS      | $5412160.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                                    | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     50000 | NS      | $4192000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                          | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16320000 | PA      | $16254975.41  | 0.75%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    157000 | NS      | $54593610.00  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                      | Endesa SA                                            | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     20000 | NS      | $377547.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     26300 | NS      | $3239634.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                 | Astronics Corp                                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      2428 | NS      | $25008.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    178000 | NS      | $11201540.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc         | Option Care Health Inc                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    190000 | NS      | $5717100.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     14500 | NS      | $7401235.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc               | Black Knight Inc                                     | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     25000 | NS      | $1543750.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria AG             | Telekom Austria AG                                   | CUSIP: 000000000<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |    295000 | NS      | $1825224.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      6500 | NS      | $2310230.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10000 | NS      | $384700.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    100000 | NS      | $948000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc      | Kimball International Inc                            | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     16000 | NS      | $104000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                        | AZZ Inc                                              | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      7000 | NS      | $281400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    299108 | NS      | $44193207.00  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      5500 | NS      | $430705.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     73000 | NS      | $11063880.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc     | H&E Equipment Services Inc                           | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      4000 | NS      | $181600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                      | Block Inc                                            | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     25000 | NS      | $1571000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                  | BHP Group Ltd                                        | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      8000 | NS      | $496400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     75000 | NS      | $2955750.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc            | MKS Instruments Inc                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     10500 | NS      | $889665.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technolog | Check Point Software Technologies Ltd                | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      4000 | NS      | $504640.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    401000 | NS      | $27520630.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                      | Danone SA                                            | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |    157500 | NS      | $8299974.93   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnevik AB                    | Kinnevik AB                                          | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |     30000 | NS      | $411697.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                         | SAP SE                                               | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4500 | NS      | $464355.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      8300 | NS      | $2793199.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                           | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     12000 | NS      | $912480.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc         | Mueller Industries Inc                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    135000 | NS      | $7965000.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc         | Advance Auto Parts Inc                               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     18500 | NS      | $2720055.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                               | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     65000 | NS      | $3379350.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                     | Kaman Corp                                           | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     35000 | NS      | $780500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2790 | NS      | $1085923.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc              | Post Holdings Inc                                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     51000 | NS      | $4603260.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     13500 | NS      | $4521690.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp      | Korea Electric Power Corp                            | CUSIP: 500631106<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |    115000 | NS      | $993600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Gabelli Dividend & Income Trust

**Signature:** John C. Ball

**Name of Signer:** John C. Ball

**Title:** Treasurer