# EDGAR Filing Document

**Accession Number:** 0000313850
**File Stem:** 0001752724-23-075072
**Filing Date:** 2023-3
**Character Count:** 171353
**Document Hash:** e3e3e99fadd4ab8d2510fce102774e9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075072.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075072

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD TRUSTEES' EQUITY FUND
- **CENTRAL INDEX KEY:** 0000313850
- **IRS NUMBER:** 232120820
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02968-99
- **FILM NUMBER:** 23784161

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TRUSTEES EQUITY FUNDS
- **DATE OF NAME CHANGE:** 20011121

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TRUSTEES EQUITY FUND
- **DATE OF NAME CHANGE:** 19930303

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTEES COMINGLED FUND
- **DATE OF NAME CHANGE:** 19930302

## Series and Classes Contracts Data

### Vanguard Alternative Strategies Fund (Series ID: S000049301)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000155622 | Investor Shares | VASFX           |

## Nport-Ex

Vanguard<sup>®</sup> Alternative Strategies Fund

#### Consolidated Schedule of Investments (unaudited)
As of January 31, 2023

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks—Long Positions (27.9%)** | **Common Stocks—Long Positions (27.9%)** | **Common Stocks—Long Positions (27.9%)** | **Common Stocks—Long Positions (27.9%)** |
| **Communication Services (1.5%)** | **Communication Services (1.5%)** | **Communication Services (1.5%)** | **Communication Services (1.5%)** |
|  | TEGNA Inc. | 45000 | 897 |
| <sup>\*</sup> | Liberty Media Corp.-Liberty Formula One Class C | 1506 | 106 |
| <sup>1</sup> | Verizon Communications Inc. | 2446 | 102 |
| <sup>1</sup> | Electronic Arts Inc. | 775 | 100 |
| <sup>1</sup> | Comcast Corp. Class A | 2432 | 96 |
| <sup>1</sup> | Madison Square Garden Sports Corp. | 523 | 95 |
|  | Sirius XM Holdings Inc. | 16060 | 93 |
|  |  |  | **1489** |
| **Consumer Discretionary (2.5%)** | **Consumer Discretionary (2.5%)** | **Consumer Discretionary (2.5%)** | **Consumer Discretionary (2.5%)** |
| <sup>\*</sup> | iRobot Corp. | 20500 | 922 |
|  | Leggett & Platt Inc. | 2865 | 105 |
| <sup>1</sup> | Service Corp. International | 1413 | 105 |
| <sup>1</sup> | Gentex Corp. | 3532 | 104 |
| <sup>1</sup> | Starbucks Corp. | 942 | 103 |
| <sup>\*,1</sup> | AutoZone Inc. | 41 | 100 |
|  | Darden Restaurants Inc. | 675 | 100 |
|  | Lowe's Cos. Inc. | 480 | 100 |
| <sup>1</sup> | Columbia Sportswear Co. | 1024 | 98 |
| <sup>1</sup> | Home Depot Inc. | 302 | 98 |
| <sup>\*,1</sup> | O'Reilly Automotive Inc. | 122 | 97 |
| <sup>1</sup> | Dollar General Corp. | 409 | 96 |
| <sup>1</sup> | Genuine Parts Co. | 575 | 96 |
| <sup>1</sup> | Yum! Brands Inc. | 737 | 96 |
| <sup>1</sup> | Wendy's Co. | 4252 | 95 |
| <sup>1</sup> | McDonald's Corp. | 347 | 93 |
|  | Advance Auto Parts Inc. | 55 | 8 |
|  |  |  | **2416** |
| **Consumer Staples (1.9%)** | **Consumer Staples (1.9%)** | **Consumer Staples (1.9%)** | **Consumer Staples (1.9%)** |
| <sup>1</sup> | Philip Morris International Inc. | 982 | 102 |
|  | Casey's General Stores Inc. | 419 | 99 |
| <sup>1</sup> | Flowers Foods Inc. | 3571 | 99 |
| <sup>1</sup> | Altria Group Inc. | 2162 | 97 |
|  | Keurig Dr Pepper Inc. | 2749 | 97 |
|  | Kellogg Co. | 1380 | 95 |
|  | Reynolds Consumer Products Inc. | 3194 | 95 |
| <sup>1</sup> | Mondelez International Inc. Class A | 1443 | 94 |
|  | General Mills Inc. | 1192 | 93 |
|  | Hershey Co. | 413 | 93 |
| <sup>1</sup> | PepsiCo Inc. | 542 | 93 |
| <sup>1</sup> | J M Smucker Co. | 606 | 93 |
| <sup>1</sup> | Coca-Cola Co. | 1508 | 92 |
| <sup>1</sup> | Kimberly-Clark Corp. | 707 | 92 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>1</sup> | Brown-Forman Corp. Class B | 1370 | 91 |
| <sup>1</sup> | Colgate-Palmolive Co. | 1199 | 89 |
| <sup>1</sup> | Procter & Gamble Co. | 622 | 89 |
| <sup>1</sup> | McCormick & Co. Inc. | 1173 | 88 |
| <sup>1</sup> | Church & Dwight Co. Inc. | 1072 | 87 |
| <sup>1</sup> | Archer-Daniels-Midland Co. | 313 | 26 |
|  | Campbell Soup Co. | 185 | 10 |
|  |  |  | **1814** |
| **Financials (2.1%)** | **Financials (2.1%)** | **Financials (2.1%)** | **Financials (2.1%)** |
|  | First Horizon Corp. | 13918 | 344 |
| <sup>1</sup> | White Mountains Insurance Group Ltd. | 68 | 104 |
| <sup>1</sup> | Marsh & McLennan Cos. Inc. | 579 | 101 |
|  | Cboe Global Markets Inc. | 806 | 99 |
| <sup>1</sup> | CNA Financial Corp. | 2283 | 99 |
|  | Starwood Property Trust Inc. | 4709 | 98 |
|  | Aflac Inc. | 1327 | 98 |
| <sup>\*,1</sup> | Berkshire Hathaway Inc. Class B | 310 | 97 |
|  | Travelers Cos. Inc. | 504 | 96 |
| <sup>1</sup> | Hanover Insurance Group Inc. | 706 | 95 |
| <sup>1</sup> | TFS Financial Corp. | 6660 | 95 |
| <sup>1</sup> | Arthur J Gallagher & Co. | 478 | 94 |
| <sup>1</sup> | W R Berkley Corp. | 1324 | 93 |
| <sup>1</sup> | Intercontinental Exchange Inc. | 836 | 90 |
| <sup>1</sup> | Annaly Capital Management Inc. | 3828 | 90 |
|  | Nasdaq Inc. | 1484 | 89 |
|  | Assurant Inc. | 615 | 82 |
|  | Chubb Ltd. | 349 | 79 |
|  | Moody's Corp. | 147 | 47 |
|  | Globe Life Inc. | 152 | 18 |
|  | Ally Financial Inc. | 510 | 17 |
| <sup>\*</sup> | Markel Corp. | 10 | 14 |
| <sup>1</sup> | Allstate Corp. | 83 | 11 |
|  | Willis Towers Watson plc | 45 | 11 |
|  |  |  | **2061** |
| **Health Care (4.2%)** | **Health Care (4.2%)** | **Health Care (4.2%)** | **Health Care (4.2%)** |
| <sup>\*,2</sup> | Meridian Bioscience Inc. | 34400 | 1170 |
| <sup>\*</sup> | Horizon Therapeutics plc | 4500 | 494 |
| <sup>\*,1</sup> | Henry Schein Inc. | 1210 | 104 |
| <sup>\*</sup> | Hologic Inc. | 1250 | 102 |
| <sup>1</sup> | Bristol-Myers Squibb Co. | 1385 | 101 |
| <sup>\*</sup> | Enovis Corp. | 1613 | 101 |
|  | Cigna Corp. | 314 | 99 |
| <sup>1</sup> | Quest Diagnostics Inc. | 664 | 99 |
|  | Stryker Corp. | 392 | 99 |
| <sup>1</sup> | Medtronic plc | 1185 | 99 |
|  | Premier Inc. Class A | 2925 | 98 |
| <sup>\*</sup> | Integra LifeSciences Holdings Corp. | 1689 | 97 |
| <sup>1</sup> | AmerisourceBergen Corp. Class A | 571 | 96 |
|  | Laboratory Corp. of America Holdings | 380 | 96 |
|  | AbbVie Inc. | 643 | 95 |
| <sup>1</sup> | Becton Dickinson and Co. | 375 | 95 |
| <sup>1</sup> | CVS Health Corp. | 1076 | 95 |
| <sup>1</sup> | Abbott Laboratories | 850 | 94 |
|  | Gilead Sciences Inc. | 1119 | 94 |
| <sup>1</sup> | Johnson & Johnson | 578 | 94 |
| <sup>\*,1</sup> | QIAGEN NV | 1929 | 94 |
| <sup>1</sup> | Merck & Co. Inc. | 866 | 93 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | McKesson Corp. | 243 | 92 |
| <sup>1</sup> | UnitedHealth Group Inc. | 185 | 92 |
| <sup>1</sup> | Amgen Inc. | 350 | 88 |
| <sup>1</sup> | Zoetis Inc. | 525 | 87 |
| <sup>1</sup> | Baxter International Inc. | 1656 | 76 |
| <sup>\*</sup> | Boston Scientific Corp. | 407 | 19 |
|  | Elevance Health Inc. | 20 | 10 |
|  |  |  | **4073** |
| **Industrials (4.8%)** | **Industrials (4.8%)** | **Industrials (4.8%)** | **Industrials (4.8%)** |
| <sup>\*</sup> | Atlas Air Worldwide Holdings Inc. | 10000 | 1022 |
|  | Atlas Corp. | 34000 | 504 |
|  | Maxar Technologies Inc. | 9000 | 465 |
| <sup>1</sup> | Ingersoll Rand Inc. (XYNS) | 2250 | 126 |
|  | Lincoln Electric Holdings Inc. | 633 | 106 |
|  | Pentair plc | 1879 | 104 |
| <sup>1</sup> | Fastenal Co. | 2040 | 103 |
| <sup>1</sup> | PACCAR Inc. | 944 | 103 |
| <sup>1</sup> | Illinois Tool Works Inc. | 433 | 102 |
|  | MSC Industrial Direct Co. Inc. Class A | 1215 | 100 |
|  | Otis Worldwide Corp. | 1212 | 100 |
|  | MSA Safety Inc. | 721 | 98 |
| <sup>1</sup> | Hubbell Inc. Class B | 423 | 97 |
|  | MDU Resources Group Inc. | 3125 | 97 |
|  | Nordson Corp. | 398 | 97 |
| <sup>1</sup> | General Dynamics Corp. | 410 | 96 |
| <sup>1</sup> | IDEX Corp. | 402 | 96 |
| <sup>1</sup> | Lockheed Martin Corp. | 208 | 96 |
| <sup>1</sup> | Republic Services Inc. Class A | 772 | 96 |
| <sup>1</sup> | AMETEK Inc. | 655 | 95 |
| <sup>1</sup> | Cummins Inc. | 382 | 95 |
|  | Snap-on Inc. | 383 | 95 |
| <sup>1</sup> | Verisk Analytics Inc. Class A | 523 | 95 |
| <sup>1</sup> | Waste Management Inc. | 613 | 95 |
| <sup>\*</sup> | FTI Consulting Inc. | 588 | 94 |
|  | Eaton Corp. plc | 578 | 94 |
| <sup>1</sup> | Honeywell International Inc. | 448 | 93 |
| <sup>1</sup> | Norfolk Southern Corp. | 362 | 89 |
|  | 3M Co. | 761 | 88 |
|  | Union Pacific Corp. | 419 | 86 |
|  | Donaldson Co. Inc. | 863 | 54 |
| <sup>1</sup> | Expeditors International of Washington Inc. | 186 | 20 |
|  |  |  | **4701** |
| **Information Technology (5.0%)** | **Information Technology (5.0%)** | **Information Technology (5.0%)** | **Information Technology (5.0%)** |
| <sup>\*</sup> | ForgeRock Inc. Class A | 42700 | 848 |
| <sup>\*</sup> | Evo Payments Inc. Class A | 18902 | 640 |
| <sup>\*</sup> | Coupa Software Inc. | 5500 | 439 |
| <sup>\*</sup> | MoneyGram International Inc. | 30000 | 323 |
| <sup>1</sup> | Dolby Laboratories Inc. Class A | 1296 | 103 |
| <sup>1</sup> | Microsoft Corp. | 414 | 103 |
| <sup>1</sup> | SS&C Technologies Holdings Inc. | 1710 | 103 |
| <sup>1</sup> | Visa Inc. Class A | 444 | 102 |
| <sup>1</sup> | Amdocs Ltd. | 1105 | 102 |
| <sup>1</sup> | Analog Devices Inc. | 587 | 101 |
|  | Cisco Systems Inc. | 2078 | 101 |
|  | NetApp Inc. | 1521 | 101 |
| <sup>1</sup> | CDW Corp. | 509 | 100 |
|  | Cognizant Technology Solutions Corp. Class A | 1496 | 100 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>1</sup> | Juniper Networks Inc. | 3094 | 100 |
| <sup>1</sup> | Texas Instruments Inc. | 562 | 100 |
| <sup>1</sup> | Jack Henry & Associates Inc. | 545 | 98 |
| <sup>1</sup> | Paychex Inc. | 843 | 98 |
| <sup>\*</sup> | Teledyne Technologies Inc. | 231 | 98 |
|  | Genpact Ltd. | 2066 | 98 |
| <sup>1</sup> | Amphenol Corp. Class A | 1218 | 97 |
| <sup>1</sup> | Broadridge Financial Solutions Inc. | 645 | 97 |
| <sup>\*,1</sup> | Keysight Technologies Inc. | 544 | 97 |
| <sup>\*,1</sup> | Fiserv Inc. | 900 | 96 |
| <sup>1</sup> | International Business Machines Corp. | 680 | 92 |
| <sup>1</sup> | Roper Technologies Inc. | 216 | 92 |
| <sup>1</sup> | Automatic Data Processing Inc. | 402 | 91 |
| <sup>1</sup> | Motorola Solutions Inc. | 355 | 91 |
| <sup>1</sup> | Western Union Co. | 6459 | 91 |
| <sup>\*,1</sup> | Akamai Technologies Inc. | 1004 | 89 |
| <sup>\*</sup> | Trimble Inc. | 1465 | 85 |
|  |  |  | **4876** |
| **Materials (1.6%)** | **Materials (1.6%)** | **Materials (1.6%)** | **Materials (1.6%)** |
|  | International Paper Co. | 2536 | 106 |
|  | AptarGroup Inc. | 877 | 101 |
| <sup>1</sup> | Air Products and Chemicals Inc. | 312 | 100 |
| <sup>1</sup> | Packaging Corp. of America | 697 | 100 |
| <sup>1</sup> | Avery Dennison Corp. | 520 | 99 |
| <sup>1</sup> | Ecolab Inc. | 641 | 99 |
|  | PPG Industries Inc. | 758 | 99 |
|  | Silgan Holdings Inc. | 1844 | 99 |
|  | Amcor plc | 8244 | 99 |
|  | Linde plc | 295 | 98 |
| <sup>1</sup> | Sonoco Products Co. | 1593 | 97 |
|  | Ashland Inc. | 879 | 96 |
|  | Sealed Air Corp. | 1760 | 96 |
| <sup>1</sup> | Sherwin-Williams Co. | 401 | 95 |
|  | International Flavors & Fragrances Inc. | 827 | 93 |
| <sup>1</sup> | RPM International Inc. | 992 | 89 |
|  | Eastman Chemical Co. | 87 | 8 |
|  |  |  | **1574** |
| **Real Estate (2.5%)** | **Real Estate (2.5%)** | **Real Estate (2.5%)** | **Real Estate (2.5%)** |
|  | STORE Capital Corp. | 18000 | 580 |
|  | Spirit Realty Capital Inc. | 2297 | 101 |
|  | Healthpeak Properties Inc. | 3686 | 101 |
|  | National Retail Properties Inc. | 2107 | 100 |
|  | Realty Income Corp. | 1469 | 100 |
| <sup>1</sup> | CubeSmart | 2172 | 99 |
|  | WP Carey Inc. | 1162 | 99 |
| <sup>1</sup> | Sun Communities Inc. | 616 | 97 |
|  | First Industrial Realty Trust Inc. | 1808 | 96 |
|  | Gaming and Leisure Properties Inc. | 1764 | 94 |
| <sup>1</sup> | American Homes 4 Rent Class A | 2726 | 93 |
| <sup>1</sup> | AvalonBay Communities Inc. | 526 | 93 |
| <sup>1</sup> | Mid-America Apartment Communities Inc. | 558 | 93 |
| <sup>1</sup> | Invitation Homes Inc. | 2826 | 92 |
| <sup>1</sup> | Public Storage | 291 | 89 |
| <sup>1</sup> | Life Storage Inc. | 807 | 87 |
| <sup>1</sup> | Camden Property Trust | 697 | 86 |
| <sup>1</sup> | Equity Residential | 1317 | 84 |
| <sup>1</sup> | UDR Inc. | 1979 | 84 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Healthcare Realty Trust Inc. Class A | 3772 | 81 |
| <sup>1</sup> | Extra Space Storage Inc. | 472 | 75 |
|  | Essex Property Trust Inc. | 60 | 14 |
|  | Apartment Income REIT Corp. | 301 | 12 |
|  |  |  | **2450** |
| **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** |
| <sup>1</sup> | Consolidated Edison Inc. | 1043 | 99 |
| <sup>1</sup> | IDACORP Inc. | 932 | 99 |
| <sup>1</sup> | Alliant Energy Corp. | 1811 | 98 |
| <sup>1</sup> | Avangrid Inc. | 2317 | 98 |
| <sup>1</sup> | CMS Energy Corp. | 1545 | 98 |
| <sup>1</sup> | American Electric Power Co. Inc. | 1034 | 97 |
|  | PPL Corp. | 3288 | 97 |
| <sup>1</sup> | Atmos Energy Corp. | 815 | 96 |
| <sup>1</sup> | Duke Energy Corp. | 942 | 96 |
| <sup>1</sup> | OGE Energy Corp. | 2431 | 96 |
|  | Xcel Energy Inc. | 1389 | 96 |
| <sup>1</sup> | DTE Energy Co. | 810 | 94 |
|  | Public Service Enterprise Group Inc. | 1508 | 93 |
| <sup>1</sup> | Southern Co. | 1374 | 93 |
| <sup>1</sup> | Ameren Corp. | 1060 | 92 |
| <sup>1</sup> | Exelon Corp. | 2188 | 92 |
| <sup>1</sup> | Dominion Energy Inc. | 1352 | 86 |
|  | Hawaiian Electric Industries Inc. | 1853 | 78 |
| <sup>1</sup> | NextEra Energy Inc. | 851 | 64 |
|  |  |  | **1762** |
| **Total Common Stocks—Long Positions (Cost $23,674)** | **Total Common Stocks—Long Positions (Cost $23,674)** | **Total Common Stocks—Long Positions (Cost $23,674)** | **27216** |
| **Temporary Cash Investments (46.2%)** | **Temporary Cash Investments (46.2%)** | **Temporary Cash Investments (46.2%)** | **Temporary Cash Investments (46.2%)** |
| **Money Market Fund (46.2%)** | **Money Market Fund (46.2%)** | **Money Market Fund (46.2%)** | **Money Market Fund (46.2%)** |
| <sup>3</sup> | Vanguard Market Liquidity Fund, 4.437% **(Cost $45,068)** | 449498 | **45075** |
| **Common Stocks Sold Short (-8.8%)** | **Common Stocks Sold Short (-8.8%)** | **Common Stocks Sold Short (-8.8%)** | **Common Stocks Sold Short (-8.8%)** |
| **Communication Services (-0.7%)** | **Communication Services (-0.7%)** | **Communication Services (-0.7%)** | **Communication Services (-0.7%)** |
| <sup>\*</sup> | Netflix Inc. | (308) | (109) |
| <sup>\*</sup> | Roblox Corp. Class A | (2710) | (101) |
| <sup>\*</sup> | Pinterest Inc. Class A | (3779) | (100) |
| <sup>\*</sup> | Altice USA Inc. Class A | (20274) | (99) |
| <sup>\*</sup> | Roku Inc. | (1684) | (97) |
| <sup>\*</sup> | Trade Desk Inc. Class A | (1917) | (97) |
| <sup>\*</sup> | ZoomInfo Technologies Inc. Class A | (3230) | (91) |
|  |  |  | **(694)** |
| **Consumer Discretionary (-1.2%)** | **Consumer Discretionary (-1.2%)** | **Consumer Discretionary (-1.2%)** | **Consumer Discretionary (-1.2%)** |
| <sup>\*</sup> | Wayfair Inc. Class A | (1843) | (111) |
| <sup>\*</sup> | Peloton Interactive Inc. Class A | (8425) | (109) |
| <sup>\*</sup> | DoorDash Inc. Class A | (1847) | (107) |
| <sup>\*</sup> | Victoria's Secret & Co. | (2529) | (107) |
| <sup>\*</sup> | Capri Holdings Ltd. | (1588) | (106) |
|  | Macy's Inc. | (4393) | (104) |
| <sup>\*</sup> | Etsy Inc. | (759) | (104) |
| <sup>\*</sup> | DraftKings Inc. Class A | (6530) | (98) |
|  | Kohl's Corp. | (2981) | (96) |
| <sup>\*</sup> | YETI Holdings Inc. | (2056) | (92) |
| <sup>\*</sup> | Under Armour Inc. Class A | (6740) | (83) |
| <sup>\*</sup> | Rivian Automotive Inc. Class A | (3120) | (61) |
|  |  |  | **(1178)** |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **Consumer Staples (-0.2%)** | **Consumer Staples (-0.2%)** | **Consumer Staples (-0.2%)** | **Consumer Staples (-0.2%)** |
| <sup>\*</sup> | Freshpet Inc. | (1563) | (99) |
| <sup>\*</sup> | Olaplex Holdings Inc. | (15668) | (99) |
|  |  |  | **(198)** |
| **Energy (-0.6%)** | **Energy (-0.6%)** | **Energy (-0.6%)** | **Energy (-0.6%)** |
|  | APA Corp. | (2105) | (93) |
|  | Ovintiv Inc. (XNYS) | (1837) | (91) |
|  | Range Resources Corp. | (3388) | (85) |
| <sup>\*</sup> | Antero Resources Corp. | (2916) | (84) |
|  | EQT Corp. | (2529) | (83) |
|  | New Fortress Energy Inc. Class A | (1930) | (75) |
| <sup>\*</sup> | Southwestern Energy Co. | (13656) | (75) |
|  |  |  | **(586)** |
| **Health Care (-1.3%)** | **Health Care (-1.3%)** | **Health Care (-1.3%)** | **Health Care (-1.3%)** |
| <sup>\*</sup> | agilon health Inc. | (5091) | (111) |
| <sup>\*</sup> | 10X Genomics Inc. Class A | (2319) | (109) |
| <sup>\*</sup> | Oak Street Health Inc. | (3462) | (101) |
| <sup>\*</sup> | Natera Inc. | (2325) | (100) |
| <sup>\*</sup> | Definitive Healthcare Corp. Class A | (8022) | (99) |
| <sup>\*</sup> | Sotera Health Co. | (5771) | (99) |
| <sup>\*</sup> | Teladoc Health Inc. | (3203) | (94) |
| <sup>\*</sup> | Sarepta Therapeutics Inc. | (743) | (93) |
| <sup>\*</sup> | Moderna Inc. | (528) | (93) |
| <sup>\*</sup> | Tandem Diabetes Care Inc. | (2199) | (89) |
| <sup>\*</sup> | Mirati Therapeutics Inc. | (1511) | (81) |
| <sup>\*</sup> | Novocure Ltd. | (890) | (81) |
| <sup>\*</sup> | Guardant Health Inc. | (1980) | (62) |
| <sup>\*</sup> | Maravai LifeSciences Holdings Inc. Class A | (3744) | (55) |
|  |  |  | **(1267)** |
| **Industrials (-1.1%)** | **Industrials (-1.1%)** | **Industrials (-1.1%)** | **Industrials (-1.1%)** |
|  | Ingersoll Rand Inc. | (2250) | (126) |
| <sup>\*</sup> | Lyft Inc. Class A | (7010) | (114) |
| <sup>\*</sup> | Uber Technologies Inc. | (3404) | (105) |
| <sup>\*</sup> | AZEK Co. Inc. Class A | (4343) | (105) |
| <sup>\*</sup> | Hertz Global Holdings Inc. | (5541) | (100) |
| <sup>\*</sup> | Generac Holdings Inc. | (807) | (97) |
|  | Vertiv Holdings Co. Class A | (6724) | (96) |
| <sup>\*</sup> | Avis Budget Group Inc. | (454) | (91) |
| <sup>\*</sup> | Sunrun Inc. | (3353) | (88) |
| <sup>\*</sup> | Plug Power Inc. | (4311) | (73) |
|  | Spirit AeroSystems Holdings Inc. Class A | (1242) | (45) |
|  |  |  | **(1040)** |
| **Information Technology (-3.1%)** | **Information Technology (-3.1%)** | **Information Technology (-3.1%)** | **Information Technology (-3.1%)** |
| <sup>\*</sup> | Block Inc. (XNYS) | (1339) | (109) |
| <sup>\*</sup> | Cloudflare Inc. Class A | (2034) | (108) |
| <sup>\*</sup> | Kyndryl Holdings Inc. | (7996) | (107) |
| <sup>\*</sup> | Atlassian Corp. Ltd. Class A | (658) | (106) |
| <sup>\*</sup> | MongoDB Inc. Class A | (490) | (105) |
| <sup>\*</sup> | UiPath Inc. Class A | (6852) | (105) |
| <sup>\*</sup> | Okta Inc. | (1412) | (104) |
| <sup>\*</sup> | New Relic Inc. | (1703) | (104) |
| <sup>\*</sup> | Palantir Technologies Inc. Class A | (13327) | (104) |
| <sup>\*</sup> | SentinelOne Inc. Class A | (6893) | (104) |
| <sup>\*</sup> | RingCentral Inc. Class A | (2632) | (103) |
| <sup>\*</sup> | Toast Inc. Class A | (4618) | (103) |
| <sup>\*</sup> | Wix.com Ltd. | (1170) | (102) |
| <sup>\*</sup> | nCino Inc. | (3553) | (102) |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | DocuSign Inc. Class A | (1662) | (101) |
| <sup>\*</sup> | Snowflake Inc. Class A | (646) | (101) |
| <sup>\*</sup> | Smartsheet Inc. Class A | (2322) | (100) |
| <sup>\*</sup> | Shift4 Payments Inc. Class A | (1557) | (100) |
| <sup>\*</sup> | Confluent Inc. Class A | (4340) | (100) |
| <sup>\*</sup> | Twilio Inc. Class A | (1604) | (96) |
| <sup>\*</sup> | Elastic NV | (1633) | (96) |
| <sup>\*</sup> | Bill.com Holdings Inc. | (830) | (96) |
| <sup>\*</sup> | NCR Corp. | (3419) | (94) |
| <sup>\*</sup> | Zscaler Inc. | (749) | (93) |
| <sup>\*</sup> | ViaSat Inc. | (2714) | (93) |
| <sup>\*</sup> | Wolfspeed Inc. | (1187) | (91) |
| <sup>\*</sup> | EPAM Systems Inc. | (272) | (90) |
| <sup>\*</sup> | Crowdstrike Holdings Inc. Class A | (850) | (90) |
| <sup>\*</sup> | Enphase Energy Inc. | (355) | (79) |
| <sup>\*</sup> | Datadog Inc. Class A | (1032) | (77) |
| <sup>\*</sup> | Jamf Holding Corp. | (2693) | (54) |
| <sup>\*</sup> | Five9 Inc. | (142) | (11) |
|  |  |  | **(3028)** |
| **Materials (-0.3%)** | **Materials (-0.3%)** | **Materials (-0.3%)** | **Materials (-0.3%)** |
| <sup>\*</sup> | Cleveland-Cliffs Inc. | (4808) | (103) |
|  | US Steel Corp. | (3579) | (102) |
|  | Alcoa Corp. | (1543) | (80) |
|  |  |  | **(285)** |
| **Real Estate (-0.2%)** | **Real Estate (-0.2%)** | **Real Estate (-0.2%)** | **Real Estate (-0.2%)** |
| <sup>\*</sup> | Zillow Group Inc. Class A | (2156) | (93) |
| <sup>\*</sup> | Opendoor Technologies Inc. | (31627) | (69) |
| <sup>\*</sup> | Zillow Group Inc. Class C | (251) | (11) |
|  |  |  | **(173)** |
| **Utilities (-0.1%)** | **Utilities (-0.1%)** | **Utilities (-0.1%)** | **Utilities (-0.1%)** |
|  | Constellation Energy Corp. | (1169) | (100) |
| **Total Common Stocks Sold Short<br> (Proceeds $9,221)** | **Total Common Stocks Sold Short<br> (Proceeds $9,221)** | **Total Common Stocks Sold Short<br> (Proceeds $9,221)** | **(8549)** |
| **Other Assets and Other Liabilities—Net (34.7%)** | **Other Assets and Other Liabilities—Net (34.7%)** | **Other Assets and Other Liabilities—Net (34.7%)** | **33849** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **97591** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Long security positions with a value of $11,441,000 are held in a segregated account at the fund's custodian bank and pledged to a broker-dealer as collateral for the fund's obligation to return borrowed securities. For so long as such obligations continue, the fund's access to these assets is subject to authorization from the broker-dealer. |
| 2 | Security value determined using significant unobservable inputs. |
| 3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | REIT—Real Estate Investment Trust. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;258 | 53057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| 5-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;116 | 12672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| Corn<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| Cotton No.2<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| FTSE MIB Index | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| FTSE Taiwan Index | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67) |
| IBEX 35 Index | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| LME Aluminum<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| LME Lead<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19) |
| LME Nickel<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| LME Tin<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Low Sulphur Gasoil<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| NY Harbor ULSD<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;1321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| S&P ASX 200 Index | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;4193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| S&P TSX 60 Index | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;4147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| Soybean<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| Soybean Meal<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| Soybean Oil<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Sugar #11<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| Topix Index | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;4098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;2038 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Short Futures Contracts |  |  |  |  |
| CAC 40 Index | February 2023 | &nbsp;&nbsp;&nbsp;(54) | &nbsp;&nbsp;(4163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| Cattle Feeder<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;(279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Cocoa<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;(258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Copper<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;&nbsp;(845) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79) |
| DAX 30 Index | March 2023 | &nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;(4124) | &nbsp;&nbsp;&nbsp;&nbsp;(215) |
| E-Mini S&P 500 Index | March 2023 | &nbsp;&nbsp;&nbsp;(21) | &nbsp;&nbsp;(4295) | &nbsp;&nbsp;&nbsp;&nbsp;(128) |
| KOSPI 200 Index | March 2023 | &nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;(4139) | &nbsp;&nbsp;&nbsp;&nbsp;(378) |
| Lean Hogs<sup>1</sup> | April 2023 | &nbsp;&nbsp;&nbsp;(39) | &nbsp;&nbsp;(1348) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Live Cattle<sup>1</sup> | April 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;(261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| LME Aluminum<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;(13) | &nbsp;&nbsp;&nbsp;&nbsp;(851) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) |
| LME Aluminum<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;(22) | &nbsp;&nbsp;(1446) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57) |
| LME Lead<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;(532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| LME Nickel<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;(1449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) |
| LME Nickel<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;(1452) | &nbsp;&nbsp;&nbsp;&nbsp;(138) |
| LME Tin<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;(590) | &nbsp;&nbsp;&nbsp;&nbsp;(106) |
| LME Tin<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;(590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21) |
| MSCI Singapore Index | February 2023 | (180) | &nbsp;&nbsp;(4172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) |
| Natural Gas<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;&nbsp;(456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| OMX Stockholm 30 Index | February 2023 | (189) | &nbsp;&nbsp;(3978) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Wheat<sup>1</sup> | March 2023 | &nbsp;&nbsp;&nbsp;(37) | &nbsp;&nbsp;(1408) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| WTI Crude Oil<sup>1</sup> | February 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  |  |  |  | &nbsp;&nbsp;(1026) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;1012 |

---

---

| | |
|:---|:---|
| 1 | Security is owned by the Vanguard ASF Portfolio, which is a wholly owned subsidiary of the Alternative Strategies Fund. |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 2/9/23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 2/9/23 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11981 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 2/9/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 2/9/23 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;1933271 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 2/9/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4716 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 2/9/23 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851453 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 2/9/23 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44221 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/9/23 | &nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38611 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(53) |
| Bank of America, N.A. | 2/9/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(90) |
| Bank of America, N.A. | 2/9/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(140) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Morgan Stanley Capital Services Inc. | 2/9/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(41) |
| Bank of America, N.A. | 2/9/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5771 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/9/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;2869443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(70) |
| Bank of America, N.A. | 2/9/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(47) |
| BNP Paribas | 2/9/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(79) |
| Royal Bank of Canada | 2/9/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(43) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;(563) |

---

---

| |
|:---|
| AUD—Australian dollar. |
| BRL—Brazilian real. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| CLP—Chilean peso. |
| EUR—euro. |
| GBP—British pound. |
| HUF—Hungarian forint. |
| ILS—Israeli shekel. |
| JPY—Japanese yen. |
| KRW—Korean won. |
| MXN—Mexican peso. |
| SGD—Singapore dollar. |
| THB—Thai baht. |
| TWD—Taiwanese dollar. |
| USD—U.S. dollar. |
| ZAR—South African rand. |

---

At January 31, 2023, the counterparties had deposited in segregated accounts cash of $420,000 in connection with open forward currency contracts.

A. Basis for Consolidation: Vanguard ASF Portfolio ("the subsidiary") commenced operations on August 11, 2015. The subsidiary is wholly owned by the fund and is a unit trust established in the Cayman Islands under the Trusts Law (2011 Revision) of the Cayman Islands, which is organized to invest in certain commodity-linked investments on behalf of the fund, consistent with the fund's investment objectives and policies. The commodity-linked investments and other investments held by the subsidiary are subject to the same risks that apply to similar investments if held directly by the fund. As of January 31, 2023, the fund held $15,495,000 in the subsidiary, representing 16% of the fund's net assets. All inter-fund transactions and balances (including the fund's investment in the subsidiary) have been eliminated, and the Consolidated Schedule of Investments includes all investments and other accounts of the subsidiary as if held directly by the fund.

B. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

C. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the

------

securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

D. Short Sales: Short sales are the sales of securities that the fund does not own. The fund sells a security it does not own in anticipation of a decline in the value of that security. In order to deliver the security to the purchaser, the fund borrows the security from a broker-dealer. The fund must segregate, as collateral for its obligation to return the borrowed security, an amount of cash and long security positions at least equal to the market value of the security sold short. In the absence of a default, the collateral segregated by the fund cannot be repledged, resold or rehypothecated. This results in the fund holding a significant portion of its assets in cash. The fund later closes out the position by returning the security to the lender, typically by purchasing the security in the open market. Long security positions segregated as collateral are shown in the Consolidated Schedule of Investments.

E. Futures Contracts: The fund gains exposure to commodities through the subsidiary's investment in exchange-traded commodity futures contracts. The fund also uses interest rate futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The fund uses global equity index futures contracts to capture excess return opportunities. The primary risk associated with the use of futures contracts are imperfect correlation between changes in market values of the underlying securities or commodities and the prices of futures contracts, and the possibility of an illiquid market. In addition, commodity futures trading is volatile, and even a small movement in market prices could cause large losses. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any assets pledged as initial margin for open contracts are noted in the Consolidated Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded consolidated as an asset (liability).

F. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund's risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Consolidated Schedule of Investments. The value of collateral received

------

or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. Fluctuations in the value of the contracts are recorded as an asset (liability).

G. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Consolidated Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of January 31, 2023, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 26046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;27216 |
| Temporary Cash Investments | 45075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45075 |
| Total | &nbsp;&nbsp;71121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;72291 |
| Liabilities |  |  |  |  |
| Common Stocks | &nbsp;&nbsp;&nbsp;8549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8549 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;2394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2394 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1029 |
| Total | &nbsp;&nbsp;&nbsp;2394 | &nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3423 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;1382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1382 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 |
| Total | &nbsp;&nbsp;&nbsp;1382 | &nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1945 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Consolidated Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD TRUSTEES' EQUITY FUND

- **b. Investment Company Act file number:** 811-02968-99

- **c. CIK number of Registrant:** 0000313850

- **d. LEI of Registrant:** 549300EQOO1PY5885755

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD ALTERNATIVE STRATEGIES FUND

- **b. EDGAR series identifier (if any):** S000049301

- **c. LEI of Series:** 5493007EHSL6JWO6OR38

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $108020508.84

**Total Liabilities:** $10651978.64

**Net Assets:** $97368530.20

**Amount of Assets Invested in Other Investment Companies:** $15490797.58

**Cash Not Reported:** $32226213.34

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155622 | 0.76%                | -0.60%               | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $864266.47               | $621720.69                                 |
| Month 2  | $-297366.18              | $297679.92                                 |
| Month 3  | $1125771.45              | $-2219950.10                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Liberty Media Corp-Liberty Formula One            | LIBERTY MEDIA-C                | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1506 | NS      | $106624.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | OMXS30 IND FUTURE Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      -189 | NC      | $31899.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                    | MSA SAFETY INC                 | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       721 | NS      | $98337.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                       | HOLOGIC INC                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1250 | NS      | $101712.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       942 | NS      | $96507.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | NETFLIX INC                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |      -308 | NS      | $-108988.88   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       613 | NS      | $94849.49     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                     | WOLFSPEED INC                  | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |     -1187 | NS      | $-91410.87    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | CAMDEN PROP TR                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       697 | NS      | $85877.37     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LIVE CATTLE FUTR  Apr23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        -4 | NC      | $-2929.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | USD/ZAR FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-52962.91    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Street Health Inc                             | OAK STREET HEALT               | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Short            | EC               | CORP              | US        |     -3462 | NS      | $-100605.72   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      1185 | NS      | $99172.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | OVINTIV INC                    | CUSIP: 69047Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1837 | NS      | $-90435.51    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                         | TEGNA INC                      | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     45000 | NS      | $896850.00    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                          | SAREPTA THERAPEU               | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |      -743 | NS      | $-92852.71    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                      | MSC INDL DIRECT                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      1215 | NS      | $100480.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       622 | NS      | $88560.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1389 | NS      | $95521.53     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1484 | NS      | $89321.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       258 | NC      | $205189.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                           | EXTRA SPACE STOR               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $74495.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                    | ATLASSIAN CORP-A               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Short            | EC               | CORP              | US        |      -658 | NS      | $-106345.96   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                | TELADOC HEALTH I               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Short            | EC               | CORP              | US        |     -3203 | NS      | $-94168.20    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                       | MARKEL CORP                    | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        10 | NS      | $14089.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       664 | NS      | $98590.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                                 | AGILON HEALTH IN               | CUSIP: 00857U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5091 | NS      | $-110780.16   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp                                 | JAMF HOLDING COR               | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Short            | EC               | CORP              | US        |     -2693 | NS      | $-53509.91    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |     -3388 | NS      | $-84767.76    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Short            | EC               | CORP              | US        |    -13656 | NS      | $-75381.12    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1811 | NS      | $97848.33     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       350 | NS      | $88340.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2536 | NS      | $106055.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                      | NORDSON CORP                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       398 | NS      | $96833.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       643 | NS      | $95003.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       575 | NS      | $96496.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                                        | UIPATH INC -CL A               | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Short            | EC               | CORP              | US        |     -6852 | NS      | $-105246.72   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       587 | NS      | $100652.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | ETSY INC                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |      -759 | NS      | $-104423.22   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME PRI ALUM FUTR Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        13 | NC      | $33677.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                        | VIASAT INC                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Short            | EC               | CORP              | US        |     -2714 | NS      | $-93497.30    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                        | SUNRUN INC                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |     -3353 | NS      | $-88116.84    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                      | STRYKER CORP                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       392 | NS      | $99493.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | AMPHENOL CORP-A                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1218 | NS      | $97159.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | SOUTHERN CO                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1374 | NS      | $92992.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                   | OGE ENERGY CORP                | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      2431 | NS      | $95586.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | VERTIV HOLDINGS                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |     -6724 | NS      | $-95615.28    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | WILLIS TOWERS WA               | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |        45 | NS      | $11438.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       414 | NS      | $102593.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                      | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | US        |      1929 | NS      | $94521.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                       | PREMIER INC-CL A               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2925 | NS      | $97578.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                       | ROBLOX CORP - A                | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2710 | NS      | $-100839.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       186 | NS      | $20115.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                           | NEW FORTRESS ENE               | CUSIP: 644393100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1930 | NS      | $-74864.70    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CATTLE FEEDER FUT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        -3 | NC      | $-3956.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | VISA INC-CLASS A               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       444 | NS      | $102213.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                      | DOORDASH INC-A                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |     -1847 | NS      | $-106978.24   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                       | MONGODB INC                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |      -490 | NS      | $-104962.90   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1212 | NS      | $99662.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1385 | NS      | $100620.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       314 | NS      | $99434.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                       | TRIMBLE INC                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1465 | NS      | $85057.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                         | AMCOR PLC                      | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |      8244 | NS      | $99422.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                             | AVIS BUDGET GROU               | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |      -454 | NS      | $-90818.16    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                   | HANOVER INSURANC               | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       706 | NS      | $95013.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M CO                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       761 | NS      | $87575.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        41 | NS      | $99992.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | YUM! BRANDS INC                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       737 | NS      | $96185.87     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                               | SUN COMMUNITIES                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       616 | NS      | $96625.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       707 | NS      | $91917.07     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1327 | NS      | $97534.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                        | TWILIO INC - A                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Short            | EC               | CORP              | US        |     -1604 | NS      | $-95983.36    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                      | NOVOCURE LTD                   | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Short            | EC               | CORP              | US        |      -890 | NS      | $-81150.20    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | KRW/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-70505.62    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp                                         | IDEX CORP                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       402 | NS      | $96351.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                    | NATIONAL RETAIL                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      2107 | NS      | $99766.45     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $63510.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                       | HONEYWELL INTL                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       448 | NS      | $93399.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                         | CUBESMART                      | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2172 | NS      | $99455.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                       | ENOVIS CORP                    | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1613 | NS      | $101538.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                     | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       944 | NS      | $103188.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | BRL/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $140344.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust Inc                 | FIRST IND REALTY               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1808 | NS      | $96456.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                       | KOHLS CORP                     | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | EC               | CORP              | US        |     -2981 | NS      | $-96494.97    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | AMERICAN ELECTRI               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1034 | NS      | $97154.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                                | STORE CAPITAL                  | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     18000 | NS      | $579780.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                | FTI CONSULTING                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       588 | NS      | $93797.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -B                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1370 | NS      | $91214.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                   | SPIRIT AEROSYS-A               | CUSIP: 848574109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1242 | NS      | $-44898.30    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                            | DOLBY LABORATO-A               | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1296 | NS      | $103109.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SOYBEAN MEAL FUTR Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        28 | NC      | $49527.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                      | AVANGRID INC                   | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      2317 | NS      | $97707.89     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                      | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |       349 | NS      | $79394.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       578 | NS      | $93757.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       410 | NS      | $95554.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       775 | NS      | $99727.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                             | RIVIAN AUTOMOT-A               | CUSIP: 76954A103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3120 | NS      | $-60528.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME LEAD FUTURE   Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       -10 | NC      | $9155.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME NICKEL FUTURE Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        -8 | NC      | $-138121.28   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                         | SPIRIT REALTY                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      2297 | NS      | $100792.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       866 | NS      | $93017.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       544 | NS      | $97566.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                          | ROKU INC                       | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |     -1684 | NS      | $-96830.00    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                    | PUBLIC STORAGE                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       291 | NS      | $88562.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | MSCI SING IX ETS  Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      -180 | NC      | $-25131.10    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1352 | NS      | $86041.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1192 | NS      | $93405.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | LOWE'S COS INC                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       480 | NS      | $99960.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       402 | NS      | $90775.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                        | ELASTIC NV                     | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Short            | EC               | CORP              | US        |     -1633 | NS      | $-96085.72    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                                        | ATLAS CORP                     | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34000 | NS      | $503540.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CLP/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $157266.97    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1656 | NS      | $75662.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                | INGERSOLL-RAND I               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |     -2250 | NS      | $-126000.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME TIN FUTURE    Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        -4 | NC      | $-20752.64    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Short            | EC               | CORP              | US        |     -2916 | NS      | $-84097.44    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SPI 200 FUTURES   Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        32 | NC      | $267283.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                           | PELOTON INTERA-A               | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |     -8425 | NS      | $-108935.25   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       606 | NS      | $92596.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       312 | NS      | $99999.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | UNION PAC CORP                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       419 | NS      | $85555.61     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                         | HEALTHPEAK PROPE               | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      3686 | NS      | $101291.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                                  | EVO PAYMENTS-A                 | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     18902 | NS      | $640210.74    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME TIN FUTURE    Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         4 | NC      | $20307.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CORN FUTURE       Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        25 | NC      | $35639.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                              | CLEVELAND-CLIFFS               | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |     -4808 | NS      | $-102650.80   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                    | SMARTSHEET INC-A               | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Short            | EC               | CORP              | US        |     -2322 | NS      | $-100333.62   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                          | CROWDSTRIKE HO-A               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |      -850 | NS      | $-90015.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P/TSX 60 IX FUT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        22 | NC      | $149273.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       520 | NS      | $98508.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                            | COLUMBIA SPORTSW               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1024 | NS      | $98201.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | ZILLOW GRO-C                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |      -251 | NS      | $-11096.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                       | PENTAIR PLC                    | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |      1879 | NS      | $104059.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                | HOME DEPOT INC                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       302 | NS      | $97899.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |      -528 | NS      | $-92959.68    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                         | OPENDOOR TECHNOL               | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |    -31627 | NS      | $-69263.13    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc                 | MARAVAI LIFESC-A               | CUSIP: 56600D107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3744 | NS      | $-54887.04    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | NATURAL GAS FUTR  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       -17 | NC      | $96999.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                       | FASTENAL CO                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      2040 | NS      | $103122.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1199 | NS      | $89361.47     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       409 | NS      | $95542.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1043 | NS      | $99408.33     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       942 | NS      | $102809.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | KOSPI2 INX FUT    Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       -64 | NC      | $-378449.09   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                          | TANDEM DIABETES                | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |     -2199 | NS      | $-89587.26    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       382 | NS      | $95324.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT CORP                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |     -2529 | NS      | $-82622.43    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                    | PLUG POWER INC                 | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |     -4311 | NS      | $-73373.22    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1173 | NS      | $88115.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                       | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Short            | EC               | CORP              | US        |     -2105 | NS      | $-93314.65    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                     | SNOWFLAKE INC-A                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -646 | NS      | $-101060.24   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       579 | NS      | $101272.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                     | CONFLUENT INC-A                | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |     -4340 | NS      | $-100254.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                     | PINTEREST INC -A               | CUSIP: 72352L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3779 | NS      | $-99349.91    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | WHEAT FUTURE(CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       -37 | NC      | $120051.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                      | DOCUSIGN INC                   | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Short            | EC               | CORP              | US        |     -1662 | NS      | $-100783.68   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Short            | EC               | CORP              | US        |     -4393 | NS      | $-103806.59   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | COCOA FUTURE      Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       -10 | NC      | $-4264.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | COPPER FUTURE     Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        -8 | NC      | $-79139.56    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                       | GENTEX CORP                    | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3532 | NS      | $104229.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L               | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Short            | EC               | CORP              | US        |     -1588 | NS      | $-105586.12   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                | PPG INDS INC                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       758 | NS      | $98797.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                         | NCINO INC                      | CUSIP: 63947X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3553 | NS      | $-101615.80   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                               | GUARDANT HEALTH                | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |     -1980 | NS      | $-62231.40    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1060 | NS      | $92082.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                              | GENERAC HOLDINGS               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |      -807 | NS      | $-97324.20    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        20 | NS      | $9999.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1413 | NS      | $104773.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | EQUITY RESIDENTI               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      1317 | NS      | $83827.05     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | MXN/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $78618.69     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SentinelOne Inc                                   | SENTINELONE IN-A               | CUSIP: 81730H109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6893 | NS      | $-104015.37   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1545 | NS      | $97628.55     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                       | IDACORP INC                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       932 | NS      | $98614.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                     | NEW RELIC INC                  | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Short            | EC               | CORP              | US        |     -1703 | NS      | $-103968.15   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                  | SOTERA HEALTH CO               | CUSIP: 83601L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5771 | NS      | $-99492.04    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1443 | NS      | $94429.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                    | ALTICE USA INC-A               | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Short            | EC               | CORP              | US        |    -20274 | NS      | $-99342.60    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                     | ANNALY CAPITAL M               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      3828 | NS      | $89843.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      3094 | NS      | $99936.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | HENRY SCHEIN INC               | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1210 | NS      | $104241.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | EASTMAN CHEMICAL               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        87 | NS      | $7670.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SOYBEAN FUTURE    Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        18 | NC      | $36183.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                       | HEALTHCARE REALT               | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      3772 | NS      | $81211.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                              | WESTERN UNION                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      6459 | NS      | $91524.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       478 | NS      | $93554.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | COTTON NO.2 FUTR  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         7 | NC      | $738.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                         | TOAST INC-A                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |     -4618 | NS      | $-103027.58   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'REILLY AUTOMOT               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       122 | NS      | $96666.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                       | ZSCALER INC                    | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |      -749 | NS      | $-92995.84    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                  | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       380 | NS      | $95805.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                | INGERSOLL-RAND I               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2250 | NS      | $126000.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                    | REYNOLDS CONSUME               | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |      3194 | NS      | $95085.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                        | CASEY'S GENERAL                | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       419 | NS      | $98846.29     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                | CNA FINL CORP                  | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      2283 | NS      | $99447.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | ROPER TECHNOLOGI               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       216 | NS      | $92178.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | TWD/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-43308.14    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        72 | NC      | $135037.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1324 | NS      | $92865.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SGD/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-47088.27    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Bioscience Inc                           | MERIDIAN BIOSCI                | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     34400 | NS      | $1169600.00   | 1.20%             |  |  |  | No            |                  3 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  44949818 | NS      | $44945323.13  | 46.16%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       827 | NS      | $93004.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                            | BOSTON SCIENTIFC               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       407 | NS      | $18823.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | FISERV INC                     | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       900 | NS      | $96012.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                    | APTARGROUP INC                 | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       877 | NS      | $101416.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                              | VERISK ANALYTI                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       523 | NS      | $95076.17     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                | FIRST HORIZON CO               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     13918 | NS      | $344192.14    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1508 | NS      | $92470.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | CHURCH & DWIGHT                | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1072 | NS      | $86681.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       850 | NS      | $93967.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       413 | NS      | $92759.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                      | WP CAREY INC                   | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1162 | NS      | $99385.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | WTI CRUDE FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        -7 | NC      | $1127.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS FINANCIAL CO               | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6660 | NS      | $94905.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                            | VICTORIA'S SECRE               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Short            | EC               | CORP              | US        |     -2529 | NS      | $-106597.35   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                  | ATLAS AIR WORLDW               | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     10000 | NS      | $1022100.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | INTERCONTINENTAL               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       836 | NS      | $89911.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                          | US STEEL CORP                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Short            | EC               | CORP              | US        |     -3579 | NS      | $-101965.71   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2432 | NS      | $95699.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                        | APARTMENT INCOME               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $11516.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       562 | NS      | $99592.02     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                           | SHERWIN-WILLIAMS               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       401 | NS      | $94872.59     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SUGAR #11 (WORLD) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        62 | NC      | $262174.53    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       433 | NS      | $102205.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       383 | NS      | $95263.59     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                         | FIVE9 INC                      | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |      -142 | NS      | $-11186.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                | BROADRIDGE FINL                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       645 | NS      | $96982.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                        | ZOETIS INC                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       525 | NS      | $86882.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                   | AZEK CO INC/THE                | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Short            | EC               | CORP              | US        |     -4343 | NS      | $-104796.59   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       558 | NS      | $93029.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                       | DATADOG INC-A                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |     -1032 | NS      | $-77203.92    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-B               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       310 | NS      | $96571.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME NICKEL FUTURE Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        -8 | NC      | $-55993.28    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2446 | NS      | $101680.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       982 | NS      | $102363.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                     | LINCOLN ELECTRIC               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       633 | NS      | $105628.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Short            | EC               | CORP              | US        |     -7996 | NS      | $-107066.44   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                    | CLOUDFLARE INC-A               | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |     -2034 | NS      | $-107618.94   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                             | UBER TECHNOLOGIE               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |     -3404 | NS      | $-105285.72   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                           | MIRATI THERAPEUT               | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Short            | EC               | CORP              | US        |     -1511 | NS      | $-80702.51    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                       | IROBOT CORP                    | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     20500 | NS      | $922500.00    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       243 | NS      | $92019.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       208 | NS      | $96358.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                             | AMERICAN HOMES-A               | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      2726 | NS      | $93474.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | REALTY INCOME                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1469 | NS      | $99642.27     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM SYSTEMS INC               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Short            | EC               | CORP              | US        |      -272 | NS      | $-90480.80    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | FTSE Taiwan Index Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        76 | NC      | $-66492.04    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                 | GAMING AND LEISU               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1764 | NS      | $94479.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                         | TELEDYNE TECH                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       231 | NS      | $98004.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                         | PALANTIR TECHN-A               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |    -13327 | NS      | $-103684.06   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                            | SIRIUS XM HOLDIN               | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     16060 | NS      | $92987.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Low Su Gasoil G   Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        15 | NC      | $10258.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       185 | NS      | $9607.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       806 | NS      | $99041.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       510 | NS      | $16569.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                        | NATERA INC                     | CUSIP: 632307104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2325 | NS      | $-99812.25    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        83 | NS      | $10663.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                    | DRAFTKINGS INC                 | CUSIP: 26142V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6530 | NS      | $-97884.70    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        55 | NS      | $8375.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc                       | MONEYGRAM INTERN               | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     30000 | NS      | $323100.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       423 | NS      | $96828.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       347 | NS      | $92787.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      2865 | NS      | $104744.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                       | WAYFAIR INC- A                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |     -1843 | NS      | $-111501.50   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                                | COUPA SOFTWARE I               | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      5500 | NS      | $439560.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                       | ASHLAND INC                    | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       879 | NS      | $96048.33     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                 | MADISON SQUARE G               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       523 | NS      | $95102.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | AUD/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $240347.08    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | LME TIN FUTURE    Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        -4 | NC      | $-105932.64   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                         | ZOOMINFO TECH                  | CUSIP: 98980F104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3230 | NS      | $-91182.90    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       -21 | NC      | $-127519.57   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1508 | NS      | $93390.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       697 | NS      | $99461.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       815 | NS      | $95795.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       509 | NS      | $99779.27     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                  | LIFE STORAGE INC               | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       807 | NS      | $87188.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | KEURIG DR PEPPER               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2749 | NS      | $96984.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME LEAD FUTURE   Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        10 | NC      | $-19219.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                       | WIX.COM LTD                    | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | US        |     -1170 | NS      | $-101766.60   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       375 | NS      | $94582.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       504 | NS      | $96324.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME NICKEL FUTURE Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |         8 | NC      | $138454.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | SONOCO PRODUCTS                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1593 | NS      | $97348.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       680 | NS      | $91616.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                          | HORIZON THERAPEU               | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      4500 | NS      | $493740.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp                        | DEFINITIVE HEALT               | CUSIP: 24477E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8022 | NS      | $-99312.36    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                          | OKTA INC                       | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |     -1412 | NS      | $-103937.32   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                    | WENDY'S CO/THE                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      4252 | NS      | $94819.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |     -1169 | NS      | $-99785.84    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CAC40 10 EURO FUT Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       -54 | NC      | $-16292.13    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3125 | NS      | $96593.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                               | SILGAN HOLDINGS                | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1844 | NS      | $99373.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                 | YETI HOLDINGS IN               | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |     -2056 | NS      | $-92026.56    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1076 | NS      | $94924.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | HUF/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $142589.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       355 | NS      | $91238.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                       | STARWOOD PROPERT               | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      4709 | NS      | $98371.01     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LME PRI ALUM FUTR Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       -22 | NC      | $-56582.02    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                         | HERTZ GLOBAL HLD               | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Short            | EC               | CORP              | US        |     -5541 | NS      | $-99848.82    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CAD/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $129949.31    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | ECOLAB INC                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       641 | NS      | $99246.03     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LEAN HOGS FUTURE  Apr23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       -39 | NC      | $6789.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                        | AMDOCS LTD                     | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |      1105 | NS      | $101582.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR INC                        | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1979 | NS      | $84285.61     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                             | NORFOLK SOUTHERN               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       362 | NS      | $88983.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                      | ASSURANT INC                   | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       615 | NS      | $81542.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                         | BLOCK INC                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |     -1339 | NS      | $-109423.08   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Short            | EC               | CORP              | US        |     -2632 | NS      | $-102726.96   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        60 | NS      | $13564.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      3288 | NS      | $97324.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                        | ALCOA CORP                     | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |     -1543 | NS      | $-80606.32    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | PAYCHEX INC                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       843 | NS      | $97669.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                          | NCR CORP                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |     -3419 | NS      | $-93748.98    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       152 | NS      | $18369.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                      | FRESHPET INC                   | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |     -1563 | NS      | $-98984.79    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                  | DONALDSON CO INC               | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       863 | NS      | $53808.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | NY Harb ULSD Fut  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        10 | NC      | $8562.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                  | 10X GENOMICS I-A               | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Short            | EC               | CORP              | US        |     -2319 | NS      | $-108598.77   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       655 | NS      | $94922.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | LYFT INC-A                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |     -7010 | NS      | $-113912.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                  | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       810 | NS      | $94259.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       313 | NS      | $25932.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                | TRADE DESK INC-A               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |     -1917 | NS      | $-97191.90    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | DAX INDEX FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       -10 | NC      | $-214813.78   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CHF/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-90365.89    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | THB/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-79167.08    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       542 | NS      | $92692.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                              | OLAPLEX HOLDINGS               | CUSIP: 679369108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -15668 | NS      | $-98865.08    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                               | SHIFT4 PAYMENT-A               | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1557 | NS      | $-99710.28    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1119 | NS      | $93928.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1521 | NS      | $100735.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       185 | NS      | $92350.15     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | GBP/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $127266.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2188 | NS      | $92311.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                       | GENPACT LTD                    | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      2066 | NS      | $97680.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMOUR-A                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |     -6740 | NS      | $-83508.60    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                             | RPM INTL INC                   | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       992 | NS      | $89190.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       675 | NS      | $99879.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2162 | NS      | $97376.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SOYBEAN OIL FUTR  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |        22 | NC      | $-3905.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | JPY/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13387.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |      -355 | NS      | $-78589.90    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                                     | FORGEROCK INC-A                | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42700 | NS      | $848022.00    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      3571 | NS      | $98880.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |        68 | NS      | $103901.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                            | MAXAR TECHNOLOGI               | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      9000 | NS      | $465030.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | ZILLOW GROUP I-A               | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |     -2156 | NS      | $-92621.76    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       545 | NS      | $98149.05     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       571 | NS      | $96476.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       578 | NS      | $94456.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                              | INVITATION HOMES               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2826 | NS      | $91845.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                  | HAWAIIAN ELEC                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      1853 | NS      | $78326.31     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                   | SEALED AIR CORP                | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1760 | NS      | $96377.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                | INTEGRA LIFESCIE               | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      1689 | NS      | $96779.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       116 | NC      | $149080.49    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2078 | NS      | $101136.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                      | MOODY'S CORP                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       147 | NS      | $47444.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | IBEX 35 INDX FUTR Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        42 | NC      | $70819.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1710 | NS      | $103198.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1496 | NS      | $99858.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | EUR/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-139893.51   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       772 | NS      | $96361.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | ILS/USD FWD 20230209           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-40827.13    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | LME PRI ALUM FUTR Feb23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |       -13 | NC      | $-62441.08    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AVALONBAY COMMUN               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       526 | NS      | $93333.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | FTSE/MIB IDX FUT  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        29 | NC      | $345951.05    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                           | AKAMAI TECHNOLOG               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1004 | NS      | $89305.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1380 | NS      | $94640.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | LINDE PLC                      | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |       295 | NS      | $97627.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                             | BILL.COM HOLDING               | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |      -830 | NS      | $-95964.60    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | TOPIX INDX FUTR   Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        27 | NC      | $209945.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD TRUSTEES' EQUITY FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer