# EDGAR Filing Document

**Accession Number:** 0000746687
**File Stem:** 0001410368-26-055559
**Filing Date:** 2026-5
**Character Count:** 2484207
**Document Hash:** 6d7fd977aa3283462fb9a79aa6a618ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055559.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055559

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC
- **CENTRAL INDEX KEY:** 0000746687

**ORGANIZATION NAME:**
- **EIN:** 541278621
- **STATE OF INCORPORATION:** VA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04041
- **FILM NUMBER:** 261035770

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 8002420134

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GE INVESTMENTS FUNDS INC
- **DATE OF NAME CHANGE:** 20110921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GE INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19970501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIFE OF VIRGINIA SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### State Street Total Return V.I.S. Fund (Series ID: S000001637)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000004439 | Class 1 Shares | SSTIX           |
| C000033161 | Class 3 Shares | SSTTX           |

## Nport-Ex

Quarterly Report

March 31, 2026

**State Street Variable Insurance Series Funds, Inc.**![](imgc02431631.gif)

------

State Street Variable Insurance Series Funds, Inc.

Quarterly Report

March 31, 2026

**Table of Contents** (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | Page |
| [Schedules of Investments (Unaudited)](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_SOI-CC-Continued-1540_1) |  |
| &nbsp;&nbsp;&nbsp; [State Street U.S. Equity V.I.S. Fund](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_SOI-CC-Continued-1540_1) | 1 |
| &nbsp;&nbsp;&nbsp; [State Street S&P 500 Index V.I.S. Fund](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_SOI-CC-Continued-1536_1) | 4 |
| &nbsp;&nbsp;&nbsp; [State Street Premier Growth Equity V.I.S. Fund](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_SOI-CC-Continued-1538_1) | 12 |
| &nbsp;&nbsp;&nbsp; [State Street Small-Cap Equity V.I.S. Fund](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_SOI-CC-Continued-1543_1) | 14 |
| &nbsp;&nbsp;&nbsp; [State Street Income V.I.S. Fund](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_SOI-CC-Continued-1541_1) | 20 |
| &nbsp;&nbsp;&nbsp; [State Street Total Return V.I.S. Fund](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_SOI-CC-Continued-1539_1) | 32 |
| &nbsp;&nbsp;&nbsp; [State Street Real Estate Securities V.I.S. Fund](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_SOI-CC-Continued-1537_1) | 90 |
| [Notes to Schedules of Investments (Unaudited)](#xx_f2928856-0e0f-48a0-b4b1-9c24291ca3a1_NTSOI-CC-Continued-1540_1) | 92 |

---

------

**State Street U.S. Equity V.I.S. Fund**

Schedule of Investments

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>| **Fair** <br>**Value**<br>|
| **Common Stock - 98.1% †** | **Common Stock - 98.1% †** | **Common Stock - 98.1% †** |
| Aerospace & Defense - 0.7%  | Aerospace & Defense - 0.7%  | Aerospace & Defense - 0.7%  |
| RTX Corp. | &nbsp;&nbsp; 680 | &nbsp;&nbsp; $131172 |
| Application Software - 2.2%  | Application Software - 2.2%  | Application Software - 2.2%  |
| Adobe, Inc. (a) | &nbsp;&nbsp; 211 | &nbsp;&nbsp; 51290 |
| Intuit, Inc. | &nbsp;&nbsp; 82 | &nbsp;&nbsp; 35455 |
| Salesforce, Inc. | &nbsp;&nbsp; 794 | &nbsp;&nbsp; 148216 |
| Synopsys, Inc. (a) | &nbsp;&nbsp; 402 | &nbsp;&nbsp; 159385 |
|  |  | &nbsp;&nbsp; 394346 |
| Automobile Manufacturers - 1.1%  | Automobile Manufacturers - 1.1%  | Automobile Manufacturers - 1.1%  |
| General Motors Co. | &nbsp;&nbsp; 1399 | &nbsp;&nbsp; 104225 |
| Tesla, Inc. (a) | &nbsp;&nbsp; 268 | &nbsp;&nbsp; 99629 |
|  |  | &nbsp;&nbsp; 203854 |
| Automotive Retail - 0.5%  | Automotive Retail - 0.5%  | Automotive Retail - 0.5%  |
| O'Reilly Automotive, Inc. (a) | &nbsp;&nbsp; 995 | &nbsp;&nbsp; 91848 |
| Biotechnology - 0.3%  | Biotechnology - 0.3%  | Biotechnology - 0.3%  |
| &nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 131 | &nbsp;&nbsp; 58497 |
| Broadline Retail - 4.6%  | Broadline Retail - 4.6%  | Broadline Retail - 4.6%  |
| Amazon.com, Inc. (a) | &nbsp;&nbsp; 3945 | &nbsp;&nbsp; 821625 |
| Building Products - 0.6%  | Building Products - 0.6%  | Building Products - 0.6%  |
| Trane Technologies PLC | &nbsp;&nbsp; 243 | &nbsp;&nbsp; 101268 |
| Construction & Engineering - 0.1%  | Construction & Engineering - 0.1%  | Construction & Engineering - 0.1%  |
| MasTec, Inc. (a) | &nbsp;&nbsp; 48 | &nbsp;&nbsp; 15444 |
| Construction Machinery & Heavy Transportation <br> Equipment - 1.2%  | Construction Machinery & Heavy Transportation <br> Equipment - 1.2%  | Construction Machinery & Heavy Transportation <br> Equipment - 1.2%  |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake <br> Technologies Corp.<br>| &nbsp;&nbsp; 869 | &nbsp;&nbsp; 217172 |
| Construction Materials - 0.7%  | Construction Materials - 0.7%  | Construction Materials - 0.7%  |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp; 214 | &nbsp;&nbsp; 125977 |
| Consumer Staples Merchandise Retail - 2.1%  | Consumer Staples Merchandise Retail - 2.1%  | Consumer Staples Merchandise Retail - 2.1%  |
| &nbsp;&nbsp;&nbsp; BJ's Wholesale Club Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 1415 | &nbsp;&nbsp; 139264 |
| Costco Wholesale Corp. | &nbsp;&nbsp; 67 | &nbsp;&nbsp; 66761 |
| Walmart, Inc. | &nbsp;&nbsp; 1321 | &nbsp;&nbsp; 164174 |
|  |  | &nbsp;&nbsp; 370199 |
| Copper - 0.3%  | Copper - 0.3%  | Copper - 0.3%  |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp; 882 | &nbsp;&nbsp; 51844 |
| Data Center REITs - 0.9%  | Data Center REITs - 0.9%  | Data Center REITs - 0.9%  |
| Equinix, Inc. | &nbsp;&nbsp; 169 | &nbsp;&nbsp; 165661 |
| Data Processing & Outsourced Services - 0.2%  | Data Processing & Outsourced Services - 0.2%  | Data Processing & Outsourced Services - 0.2%  |
| &nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| &nbsp;&nbsp; 175 | &nbsp;&nbsp; 28434 |
| Diversified Banks - 3.3%  | Diversified Banks - 3.3%  | Diversified Banks - 3.3%  |
| Bank of America Corp. | &nbsp;&nbsp; 5277 | &nbsp;&nbsp; 257254 |
| JPMorgan Chase & Co. | &nbsp;&nbsp; 1145 | &nbsp;&nbsp; 336813 |
|  |  | &nbsp;&nbsp; 594067 |
| Electric Utilities - 1.1%  | Electric Utilities - 1.1%  | Electric Utilities - 1.1%  |
| NextEra Energy, Inc. | &nbsp;&nbsp; 2148 | &nbsp;&nbsp; 199506 |
| Electrical Components & Equipment - 2.0%  | Electrical Components & Equipment - 2.0%  | Electrical Components & Equipment - 2.0%  |
| Eaton Corp. PLC | &nbsp;&nbsp; 377 | &nbsp;&nbsp; 134842 |
| Emerson Electric Co. | &nbsp;&nbsp; 1704 | &nbsp;&nbsp; 223258 |
|  |  | &nbsp;&nbsp; 358100 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Electronic Components - 0.9%  | Electronic Components - 0.9%  | Electronic Components - 0.9%  |
| Amphenol Corp., Class A | &nbsp;&nbsp; 1201 | &nbsp;&nbsp; $151746 |
| Environmental & Facilities Services - 1.5%  | Environmental & Facilities Services - 1.5%  | Environmental & Facilities Services - 1.5%  |
| Tetra Tech, Inc. | &nbsp;&nbsp; 1587 | &nbsp;&nbsp; 47800 |
| Waste Management, Inc. | &nbsp;&nbsp; 915 | &nbsp;&nbsp; 210258 |
|  |  | &nbsp;&nbsp; 258058 |
| Financial Exchanges & Data - 3.3%  | Financial Exchanges & Data - 3.3%  | Financial Exchanges & Data - 3.3%  |
| CME Group, Inc. | &nbsp;&nbsp; 203 | &nbsp;&nbsp; 59956 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp; 1460 | &nbsp;&nbsp; 229629 |
| S&P Global, Inc. | &nbsp;&nbsp; 703 | &nbsp;&nbsp; 299014 |
|  |  | &nbsp;&nbsp; 588599 |
| Healthcare Equipment - 2.1%  | Healthcare Equipment - 2.1%  | Healthcare Equipment - 2.1%  |
| Abbott Laboratories | &nbsp;&nbsp; 714 | &nbsp;&nbsp; 73306 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp; 2783 | &nbsp;&nbsp; 174633 |
| Dexcom, Inc. (a) | &nbsp;&nbsp; 693 | &nbsp;&nbsp; 43521 |
| Intuitive Surgical, Inc. (a) | &nbsp;&nbsp; 170 | &nbsp;&nbsp; 78368 |
|  |  | &nbsp;&nbsp; 369828 |
| Healthcare Supplies - 0.4%  | Healthcare Supplies - 0.4%  | Healthcare Supplies - 0.4%  |
| Cooper Cos., Inc. (a) | &nbsp;&nbsp; 915 | &nbsp;&nbsp; 65422 |
| Home Improvement Retail - 1.6%  | Home Improvement Retail - 1.6%  | Home Improvement Retail - 1.6%  |
| Home Depot, Inc. | &nbsp;&nbsp; 813 | &nbsp;&nbsp; 267388 |
| Lowe's Cos., Inc. | &nbsp;&nbsp; 80 | &nbsp;&nbsp; 18902 |
|  |  | &nbsp;&nbsp; 286290 |
| Household Products - 0.6%  | Household Products - 0.6%  | Household Products - 0.6%  |
| Procter & Gamble Co. | &nbsp;&nbsp; 685 | &nbsp;&nbsp; 98941 |
| Independent Power Producers & Energy Traders - 0.3%  | Independent Power Producers & Energy Traders - 0.3%  | Independent Power Producers & Energy Traders - 0.3%  |
| Vistra Corp. | &nbsp;&nbsp; 340 | &nbsp;&nbsp; 51112 |
| Industrial Gases - 1.3%  | Industrial Gases - 1.3%  | Industrial Gases - 1.3%  |
| Linde PLC | &nbsp;&nbsp; 466 | &nbsp;&nbsp; 231024 |
| Industrial Machinery & Supplies & Components - 1.3%  | Industrial Machinery & Supplies & Components - 1.3%  | Industrial Machinery & Supplies & Components - 1.3%  |
| Parker-Hannifin Corp. | &nbsp;&nbsp; 266 | &nbsp;&nbsp; 238134 |
| Insurance Brokers - 0.9%  | Insurance Brokers - 0.9%  | Insurance Brokers - 0.9%  |
| Marsh & McLennan Cos., Inc. | &nbsp;&nbsp; 873 | &nbsp;&nbsp; 151422 |
| Integrated Oil & Gas - 2.9%  | Integrated Oil & Gas - 2.9%  | Integrated Oil & Gas - 2.9%  |
| Chevron Corp. | &nbsp;&nbsp; 868 | &nbsp;&nbsp; 179589 |
| Exxon Mobil Corp. | &nbsp;&nbsp; 2018 | &nbsp;&nbsp; 342374 |
|  |  | &nbsp;&nbsp; 521963 |
| Interactive Media & Services - 9.3%  | Interactive Media & Services - 9.3%  | Interactive Media & Services - 9.3%  |
| Alphabet, Inc., Class A | &nbsp;&nbsp; 3344 | &nbsp;&nbsp; 961600 |
| Alphabet, Inc., Class C | &nbsp;&nbsp; 502 | &nbsp;&nbsp; 144004 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp; 970 | &nbsp;&nbsp; 554966 |
|  |  | &nbsp;&nbsp; 1660570 |
| Investment Banking & Brokerage - 0.3%  | Investment Banking & Brokerage - 0.3%  | Investment Banking & Brokerage - 0.3%  |
| &nbsp;&nbsp;&nbsp; Robinhood Markets, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 722 | &nbsp;&nbsp; 50035 |
| IT Consulting & Other Services - 0.2%  | IT Consulting & Other Services - 0.2%  | IT Consulting & Other Services - 0.2%  |
| Accenture PLC, Class A | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 32123 |
| Life Sciences Tools & Services - 2.1%  | Life Sciences Tools & Services - 2.1%  | Life Sciences Tools & Services - 2.1%  |
| Agilent Technologies, Inc. | &nbsp;&nbsp; 577 | &nbsp;&nbsp; 65766 |
| Danaher Corp. | &nbsp;&nbsp; 735 | &nbsp;&nbsp; 139356 |
| Repligen Corp. (a) | &nbsp;&nbsp; 363 | &nbsp;&nbsp; 42769 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp; 234 | &nbsp;&nbsp; 115018 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street U.S. Equity V.I.S. Fund 1

------

**State Street U.S. Equity V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Waters Corp. (a) | &nbsp;&nbsp; 22 | &nbsp;&nbsp; $6552 |
|  |  | &nbsp;&nbsp; 369461 |
| Movies & Entertainment - 1.2%  | Movies & Entertainment - 1.2%  | Movies & Entertainment - 1.2%  |
| Netflix, Inc. (a) | &nbsp;&nbsp; 1432 | &nbsp;&nbsp; 137687 |
| Walt Disney Co. | &nbsp;&nbsp; 694 | &nbsp;&nbsp; 66887 |
|  |  | &nbsp;&nbsp; 204574 |
| Multi-Sector Holdings - 1.1%  | Multi-Sector Holdings - 1.1%  | Multi-Sector Holdings - 1.1%  |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., <br> Class B (a)(b)<br>| &nbsp;&nbsp; 425 | &nbsp;&nbsp; 203660 |
| Multi-Utilities - 1.3%  | Multi-Utilities - 1.3%  | Multi-Utilities - 1.3%  |
| CMS Energy Corp. | &nbsp;&nbsp; 688 | &nbsp;&nbsp; 53375 |
| Sempra | &nbsp;&nbsp; 1882 | &nbsp;&nbsp; 182874 |
|  |  | &nbsp;&nbsp; 236249 |
| Oil & Gas Exploration & Production - 0.4%  | Oil & Gas Exploration & Production - 0.4%  | Oil & Gas Exploration & Production - 0.4%  |
| EQT Corp. | &nbsp;&nbsp; 1106 | &nbsp;&nbsp; 70386 |
| Packaged Foods & Meats - 0.2%  | Packaged Foods & Meats - 0.2%  | Packaged Foods & Meats - 0.2%  |
| &nbsp;&nbsp;&nbsp; Mondelez International, Inc., <br> Class A<br>| &nbsp;&nbsp; 582 | &nbsp;&nbsp; 33546 |
| Passenger Ground Transportation - 1.2%  | Passenger Ground Transportation - 1.2%  | Passenger Ground Transportation - 1.2%  |
| Uber Technologies, Inc. (a) | &nbsp;&nbsp; 3036 | &nbsp;&nbsp; 218379 |
| Pharmaceuticals - 4.1%  | Pharmaceuticals - 4.1%  | Pharmaceuticals - 4.1%  |
| AstraZeneca PLC ADR | &nbsp;&nbsp; 466 | &nbsp;&nbsp; 91905 |
| Eli Lilly & Co. | &nbsp;&nbsp; 343 | &nbsp;&nbsp; 315481 |
| Johnson & Johnson | &nbsp;&nbsp; 846 | &nbsp;&nbsp; 206796 |
| Merck & Co., Inc. | &nbsp;&nbsp; 992 | &nbsp;&nbsp; 119328 |
|  |  | &nbsp;&nbsp; 733510 |
| Property & Casualty Insurance - 0.9%  | Property & Casualty Insurance - 0.9%  | Property & Casualty Insurance - 0.9%  |
| &nbsp;&nbsp;&nbsp; American International Group, <br> Inc.<br>| &nbsp;&nbsp; 397 | &nbsp;&nbsp; 29874 |
| Chubb Ltd. | &nbsp;&nbsp; 229 | &nbsp;&nbsp; 74638 |
| Progressive Corp. | &nbsp;&nbsp; 264 | &nbsp;&nbsp; 52336 |
|  |  | &nbsp;&nbsp; 156848 |
| Real Estate Services - 0.7%  | Real Estate Services - 0.7%  | Real Estate Services - 0.7%  |
| CBRE Group, Inc., Class A (a) | &nbsp;&nbsp; 901 | &nbsp;&nbsp; 122049 |
| Regional Banks - 0.5%  | Regional Banks - 0.5%  | Regional Banks - 0.5%  |
| Regions Financial Corp. | &nbsp;&nbsp; 3630 | &nbsp;&nbsp; 94816 |
| Restaurants - 0.5%  | Restaurants - 0.5%  | Restaurants - 0.5%  |
| McDonald's Corp. | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 93237 |
| Semiconductor Materials & Equipment - 1.9%  | Semiconductor Materials & Equipment - 1.9%  | Semiconductor Materials & Equipment - 1.9%  |
| Applied Materials, Inc. | &nbsp;&nbsp; 729 | &nbsp;&nbsp; 249165 |
| Lam Research Corp. | &nbsp;&nbsp; 385 | &nbsp;&nbsp; 82259 |
|  |  | &nbsp;&nbsp; 331424 |
| Semiconductors - 14.9%  | Semiconductors - 14.9%  | Semiconductors - 14.9%  |
| &nbsp;&nbsp;&nbsp; Advanced Micro Devices, <br> Inc. (a)<br>| &nbsp;&nbsp; 1323 | &nbsp;&nbsp; 269138 |
| Broadcom, Inc. | &nbsp;&nbsp; 1918 | &nbsp;&nbsp; 593640 |
| Micron Technology, Inc. (b) | &nbsp;&nbsp; 298 | &nbsp;&nbsp; 100676 |
| NVIDIA Corp. | &nbsp;&nbsp; 9196 | &nbsp;&nbsp; 1603783 |
| Texas Instruments, Inc. | &nbsp;&nbsp; 434 | &nbsp;&nbsp; 84257 |
|  |  | &nbsp;&nbsp; 2651494 |
| Soft Drinks & Non-alcoholic Beverages - 0.8%  | Soft Drinks & Non-alcoholic Beverages - 0.8%  | Soft Drinks & Non-alcoholic Beverages - 0.8%  |
| Monster Beverage Corp. (a) | &nbsp;&nbsp; 1125 | &nbsp;&nbsp; 81517 |
| PepsiCo, Inc. | &nbsp;&nbsp; 430 | &nbsp;&nbsp; 66775 |
|  |  | &nbsp;&nbsp; 148292 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Specialty Chemicals - 0.3%  | Specialty Chemicals - 0.3%  | Specialty Chemicals - 0.3%  |
| Ecolab, Inc. | &nbsp;&nbsp; 106 | &nbsp;&nbsp; $28198 |
| &nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| &nbsp;&nbsp; 234 | &nbsp;&nbsp; 16977 |
|  |  | &nbsp;&nbsp; 45175 |
| Systems Software - 6.7%  | Systems Software - 6.7%  | Systems Software - 6.7%  |
| &nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 98 | &nbsp;&nbsp; 38260 |
| Microsoft Corp. | &nbsp;&nbsp; 2761 | &nbsp;&nbsp; 1022039 |
| Oracle Corp. | &nbsp;&nbsp; 615 | &nbsp;&nbsp; 90473 |
| ServiceNow, Inc. (a) | &nbsp;&nbsp; 392 | &nbsp;&nbsp; 40984 |
|  |  | &nbsp;&nbsp; 1191756 |
| Technology Hardware, Storage & Peripherals - 5.5%  | Technology Hardware, Storage & Peripherals - 5.5%  | Technology Hardware, Storage & Peripherals - 5.5%  |
| Apple, Inc. | &nbsp;&nbsp; 3873 | &nbsp;&nbsp; 982929 |
| Telecom Tower REITs - 0.3%  | Telecom Tower REITs - 0.3%  | Telecom Tower REITs - 0.3%  |
| American Tower Corp. | &nbsp;&nbsp; 270 | &nbsp;&nbsp; 46597 |
| Tobacco - 0.8%  | Tobacco - 0.8%  | Tobacco - 0.8%  |
| Philip Morris International, Inc. | &nbsp;&nbsp; 805 | &nbsp;&nbsp; 133099 |
| Trading Companies & Distributors - 1.3%  | Trading Companies & Distributors - 1.3%  | Trading Companies & Distributors - 1.3%  |
| United Rentals, Inc. | &nbsp;&nbsp; 210 | &nbsp;&nbsp; 152998 |
| WW Grainger, Inc. | &nbsp;&nbsp; 74 | &nbsp;&nbsp; 80720 |
|  |  | &nbsp;&nbsp; 233718 |
| Transaction & Payment Processing Services - 2.4%  | Transaction & Payment Processing Services - 2.4%  | Transaction & Payment Processing Services - 2.4%  |
| Mastercard, Inc., Class A | &nbsp;&nbsp; 309 | &nbsp;&nbsp; 154395 |
| Visa, Inc., Class A | &nbsp;&nbsp; 919 | &nbsp;&nbsp; 277758 |
|  |  | &nbsp;&nbsp; 432153 |
| Wireless Telecommunication Services - 0.2%  | Wireless Telecommunication Services - 0.2%  | Wireless Telecommunication Services - 0.2%  |
| T-Mobile U.S., Inc. | &nbsp;&nbsp; 187 | &nbsp;&nbsp; 39276 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br>(Cost $10,101,931)<br>|  | &nbsp;&nbsp; 17456909 |
| **Short-Term Investment - 1.8%**  | **Short-Term Investment - 1.8%**  | **Short-Term Investment - 1.8%**  |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares 3.64% (c)(d) <br>(Cost $320,080)<br>| &nbsp;&nbsp; 320080 | &nbsp;&nbsp; 320080 |
| &nbsp;&nbsp;&nbsp; **Total Investments** <br>(Cost $10,422,011)<br>|  | &nbsp;&nbsp; 17776989 |
| **Other Assets and Liabilities, net - 0.1%** | **Other Assets and Liabilities, net - 0.1%** | &nbsp;&nbsp; 20858 |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp; $17797847 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

2 State Street U.S. Equity V.I.S. Fund

------

**State Street U.S. Equity V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

------

**Other Information:**

------

The Fund had the following long futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Micro E-mini S&P 500 Futures | June 2026 | &nbsp;&nbsp; 9 | &nbsp;&nbsp; $301238 | &nbsp;&nbsp; $295684 | &nbsp;&nbsp; $(5554)<br>|

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) At March 31, 2026, all or a portion of this security was pledged to cover collateral requirements for futures contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Sponsored by SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and accounting agent.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Coupon amount represents effective yield.

&nbsp;&nbsp;&nbsp;&nbsp;† Percentages are based on net assets as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Abbreviations:** |
| ADR - American Depositary Receipt |
| REIT - Real Estate Investment Trust |

---

The following table presents the Fund's investments measured at fair value on a recurring basis at March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| Common Stock | $17456909 | $— | $— | $17456909 |
| Short-Term Investment | 320080 |  |  | 320080 |
| Total Investments in Securities | $17776989 | $— | $— | $17776989 |
| Other Financial Instruments |  |  |  |  |
| Long Futures Contracts - Unrealized Depreciation | (5554)<br>|  |  | (5554)<br>|
| Total Other Financial Instruments | $(5554)<br>| $— | $— | $(5554)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Affiliate Table**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number** <br>**of Shares** <br>**Held at** <br>**12/31/25**<br>| **Value at** <br>**12/31/25**<br>| **Cost of** <br>**Purchases**<br>| **Proceeds** <br>**from** <br>**Shares** <br>**Sold**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Number of** <br>**Shares** <br>**Held at** <br>**3/31/26**<br>| **Value at** <br>**3/31/26**<br>| **Dividend** <br>**Income**<br>|
| &nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government <br> Money Market Fund - Class G Shares<br>| 256361 | $256361 | $1191425 | $1127706 | $— | $— | 320080 | $320080 | $3911 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street U.S. Equity V.I.S. Fund 3

------

**State Street S&P 500 Index V.I.S. Fund**

Schedule of Investments

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>| **Fair** <br>**Value**<br>|
| **Common Stock - 99.0% †** | **Common Stock - 99.0% †** | **Common Stock - 99.0% †** |
| Advertising - 0.1%  | Advertising - 0.1%  | Advertising - 0.1%  |
| Omnicom Group, Inc. | &nbsp;&nbsp; 1016 | &nbsp;&nbsp; $76515 |
| Trade Desk, Inc., Class A (a) | &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 36304 |
|  |  | &nbsp;&nbsp; 112819 |
| Aerospace & Defense - 2.3%  | Aerospace & Defense - 2.3%  | Aerospace & Defense - 2.3%  |
| Axon Enterprise, Inc. (a) | &nbsp;&nbsp; 279 | &nbsp;&nbsp; 118488 |
| Boeing Co. (a) | &nbsp;&nbsp; 2630 | &nbsp;&nbsp; 523449 |
| General Dynamics Corp. | &nbsp;&nbsp; 832 | &nbsp;&nbsp; 285559 |
| General Electric Co. | &nbsp;&nbsp; 3496 | &nbsp;&nbsp; 992060 |
| Howmet Aerospace, Inc. | &nbsp;&nbsp; 1338 | &nbsp;&nbsp; 308355 |
| &nbsp;&nbsp;&nbsp; Huntington Ingalls Industries, <br> Inc.<br>| &nbsp;&nbsp; 131 | &nbsp;&nbsp; 49767 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp; 634 | &nbsp;&nbsp; 218825 |
| Lockheed Martin Corp. | &nbsp;&nbsp; 679 | &nbsp;&nbsp; 410381 |
| Northrop Grumman Corp. | &nbsp;&nbsp; 440 | &nbsp;&nbsp; 300186 |
| RTX Corp. | &nbsp;&nbsp; 4477 | &nbsp;&nbsp; 863613 |
| Textron, Inc. | &nbsp;&nbsp; 602 | &nbsp;&nbsp; 52711 |
| TransDigm Group, Inc. | &nbsp;&nbsp; 185 | &nbsp;&nbsp; 214408 |
|  |  | &nbsp;&nbsp; 4337802 |
| Agricultural & Farm Machinery - 0.2%  | Agricultural & Farm Machinery - 0.2%  | Agricultural & Farm Machinery - 0.2%  |
| Deere & Co. | &nbsp;&nbsp; 840 | &nbsp;&nbsp; 473172 |
| Agricultural Products & Services - 0.1%  | Agricultural Products & Services - 0.1%  | Agricultural Products & Services - 0.1%  |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp; 1617 | &nbsp;&nbsp; 117540 |
| Bunge Global SA | &nbsp;&nbsp; 427 | &nbsp;&nbsp; 54314 |
|  |  | &nbsp;&nbsp; 171854 |
| Air Freight & Logistics - 0.3%  | Air Freight & Logistics - 0.3%  | Air Freight & Logistics - 0.3%  |
| CH Robinson Worldwide, Inc. | &nbsp;&nbsp; 352 | &nbsp;&nbsp; 58457 |
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| &nbsp;&nbsp; 428 | &nbsp;&nbsp; 61303 |
| FedEx Corp. | &nbsp;&nbsp; 691 | &nbsp;&nbsp; 246120 |
| &nbsp;&nbsp;&nbsp; United Parcel Service, Inc., <br> Class B<br>| &nbsp;&nbsp; 2543 | &nbsp;&nbsp; 250180 |
|  |  | &nbsp;&nbsp; 616060 |
| Apparel Retail - 0.4%  | Apparel Retail - 0.4%  | Apparel Retail - 0.4%  |
| Ross Stores, Inc. | &nbsp;&nbsp; 1110 | &nbsp;&nbsp; 240459 |
| TJX Cos., Inc. | &nbsp;&nbsp; 3717 | &nbsp;&nbsp; 593605 |
|  |  | &nbsp;&nbsp; 834064 |
| Apparel, Accessories & Luxury Goods - 0.1%  | Apparel, Accessories & Luxury Goods - 0.1%  | Apparel, Accessories & Luxury Goods - 0.1%  |
| Lululemon Athletica, Inc. (a) | &nbsp;&nbsp; 391 | &nbsp;&nbsp; 59862 |
| Ralph Lauren Corp. | &nbsp;&nbsp; 137 | &nbsp;&nbsp; 47127 |
| Tapestry, Inc. | &nbsp;&nbsp; 654 | &nbsp;&nbsp; 92286 |
|  |  | &nbsp;&nbsp; 199275 |
| Application Software - 2.1%  | Application Software - 2.1%  | Application Software - 2.1%  |
| Adobe, Inc. (a) | &nbsp;&nbsp; 1359 | &nbsp;&nbsp; 330346 |
| AppLovin Corp., Class A (a) | &nbsp;&nbsp; 898 | &nbsp;&nbsp; 357404 |
| Autodesk, Inc. (a) | &nbsp;&nbsp; 707 | &nbsp;&nbsp; 169256 |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, <br> Inc. (a)<br>| &nbsp;&nbsp; 930 | &nbsp;&nbsp; 258419 |
| Datadog, Inc., Class A (a) | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 129855 |
| Fair Isaac Corp. (a) | &nbsp;&nbsp; 77 | &nbsp;&nbsp; 82200 |
| Intuit, Inc. | &nbsp;&nbsp; 928 | &nbsp;&nbsp; 401249 |
| &nbsp;&nbsp;&nbsp; Palantir Technologies, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 7613 | &nbsp;&nbsp; 1113630 |
| PTC, Inc. (a) | &nbsp;&nbsp; 431 | &nbsp;&nbsp; 61413 |
| Roper Technologies, Inc. | &nbsp;&nbsp; 336 | &nbsp;&nbsp; 118897 |
| Salesforce, Inc. | &nbsp;&nbsp; 3141 | &nbsp;&nbsp; 586330 |
| Synopsys, Inc. (a) | &nbsp;&nbsp; 639 | &nbsp;&nbsp; 253351 |
| Trimble, Inc. (a) | &nbsp;&nbsp; 641 | &nbsp;&nbsp; 41812 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Tyler Technologies, Inc. (a) | &nbsp;&nbsp; 152 | &nbsp;&nbsp; $52042 |
| Workday, Inc., Class A (a) | &nbsp;&nbsp; 762 | &nbsp;&nbsp; 98999 |
|  |  | &nbsp;&nbsp; 4055203 |
| Asset Management & Custody Banks - 0.9%  | Asset Management & Custody Banks - 0.9%  | Asset Management & Custody Banks - 0.9%  |
| Ameriprise Financial, Inc. | &nbsp;&nbsp; 304 | &nbsp;&nbsp; 135098 |
| &nbsp;&nbsp;&nbsp; ARES Management Corp., <br> Class A<br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 76370 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon <br> Corp.<br>| &nbsp;&nbsp; 2296 | &nbsp;&nbsp; 272375 |
| Blackrock, Inc. | &nbsp;&nbsp; 489 | &nbsp;&nbsp; 470276 |
| Blackstone, Inc. | &nbsp;&nbsp; 2545 | &nbsp;&nbsp; 292650 |
| Franklin Resources, Inc. | &nbsp;&nbsp; 991 | &nbsp;&nbsp; 23407 |
| Invesco Ltd. | &nbsp;&nbsp; 1674 | &nbsp;&nbsp; 40661 |
| KKR & Co., Inc. | &nbsp;&nbsp; 2292 | &nbsp;&nbsp; 212010 |
| Northern Trust Corp. | &nbsp;&nbsp; 634 | &nbsp;&nbsp; 88487 |
| State Street Corp. (b) | &nbsp;&nbsp; 841 | &nbsp;&nbsp; 106437 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp; 578 | &nbsp;&nbsp; 52101 |
|  |  | &nbsp;&nbsp; 1769872 |
| Automobile Manufacturers - 2.1%  | Automobile Manufacturers - 2.1%  | Automobile Manufacturers - 2.1%  |
| Ford Motor Co. | &nbsp;&nbsp; 13470 | &nbsp;&nbsp; 155444 |
| General Motors Co. | &nbsp;&nbsp; 3017 | &nbsp;&nbsp; 224766 |
| Tesla, Inc. (a) | &nbsp;&nbsp; 9420 | &nbsp;&nbsp; 3501885 |
|  |  | &nbsp;&nbsp; 3882095 |
| Automotive Parts & Equipment - 0.0%\*  | Automotive Parts & Equipment - 0.0%\*  | Automotive Parts & Equipment - 0.0%\*  |
| Aptiv PLC (a) | &nbsp;&nbsp; 781 | &nbsp;&nbsp; 54233 |
| Automotive Retail - 0.3%  | Automotive Retail - 0.3%  | Automotive Retail - 0.3%  |
| AutoZone, Inc. (a) | &nbsp;&nbsp; 57 | &nbsp;&nbsp; 192534 |
| Carvana Co. (a) | &nbsp;&nbsp; 480 | &nbsp;&nbsp; 150902 |
| O'Reilly Automotive, Inc. (a) | &nbsp;&nbsp; 2904 | &nbsp;&nbsp; 268068 |
|  |  | &nbsp;&nbsp; 611504 |
| Biotechnology - 1.7%  | Biotechnology - 1.7%  | Biotechnology - 1.7%  |
| AbbVie, Inc. | &nbsp;&nbsp; 5870 | &nbsp;&nbsp; 1276666 |
| Amgen, Inc. | &nbsp;&nbsp; 1795 | &nbsp;&nbsp; 631571 |
| Biogen, Inc. (a) | &nbsp;&nbsp; 486 | &nbsp;&nbsp; 89098 |
| Gilead Sciences, Inc. | &nbsp;&nbsp; 4139 | &nbsp;&nbsp; 576853 |
| Incyte Corp. (a) | &nbsp;&nbsp; 518 | &nbsp;&nbsp; 48754 |
| Moderna, Inc. (a) | &nbsp;&nbsp; 1046 | &nbsp;&nbsp; 53137 |
| &nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 325 | &nbsp;&nbsp; 251108 |
| &nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 846 | &nbsp;&nbsp; 377773 |
|  |  | &nbsp;&nbsp; 3304960 |
| Brewers - 0.0%\*  | Brewers - 0.0%\*  | Brewers - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., <br> Class B<br>| &nbsp;&nbsp; 610 | &nbsp;&nbsp; 26267 |
| Broadcasting - 0.0%\*  | Broadcasting - 0.0%\*  | Broadcasting - 0.0%\*  |
| Fox Corp., Class A | &nbsp;&nbsp; 572 | &nbsp;&nbsp; 33405 |
| Fox Corp., Class B | &nbsp;&nbsp; 495 | &nbsp;&nbsp; 26284 |
| &nbsp;&nbsp;&nbsp; Paramount Skydance Corp., <br> Class B<br>| &nbsp;&nbsp; 796 | &nbsp;&nbsp; 7180 |
|  |  | &nbsp;&nbsp; 66869 |
| Broadline Retail - 3.7%  | Broadline Retail - 3.7%  | Broadline Retail - 3.7%  |
| Amazon.com, Inc. (a) | &nbsp;&nbsp; 32555 | &nbsp;&nbsp; 6780230 |
| eBay, Inc. | &nbsp;&nbsp; 1496 | &nbsp;&nbsp; 136166 |
|  |  | &nbsp;&nbsp; 6916396 |
| Building Products - 0.5%  | Building Products - 0.5%  | Building Products - 0.5%  |
| A.O. Smith Corp. | &nbsp;&nbsp; 355 | &nbsp;&nbsp; 23409 |
| Allegion PLC | &nbsp;&nbsp; 179 | &nbsp;&nbsp; 26007 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

4 State Street S&P 500 Index V.I.S. Fund

------

**State Street S&P 500 Index V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Builders FirstSource, Inc. (a) | &nbsp;&nbsp; 400 | &nbsp;&nbsp; $32932 |
| Carrier Global Corp. | &nbsp;&nbsp; 2749 | &nbsp;&nbsp; 154796 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International <br> PLC<br>| &nbsp;&nbsp; 2077 | &nbsp;&nbsp; 271983 |
| Lennox International, Inc. | &nbsp;&nbsp; 113 | &nbsp;&nbsp; 52447 |
| Masco Corp. | &nbsp;&nbsp; 766 | &nbsp;&nbsp; 46243 |
| Trane Technologies PLC | &nbsp;&nbsp; 738 | &nbsp;&nbsp; 307554 |
|  |  | &nbsp;&nbsp; 915371 |
| Cable & Satellite - 0.1%  | Cable & Satellite - 0.1%  | Cable & Satellite - 0.1%  |
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 296 | &nbsp;&nbsp; 63900 |
| EchoStar Corp., Class A (a) | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 46828 |
|  |  | &nbsp;&nbsp; 110728 |
| Cargo Ground Transportation - 0.1%  | Cargo Ground Transportation - 0.1%  | Cargo Ground Transportation - 0.1%  |
| &nbsp;&nbsp;&nbsp; JB Hunt Transport Services, <br> Inc.<br>| &nbsp;&nbsp; 256 | &nbsp;&nbsp; 54246 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp; 630 | &nbsp;&nbsp; 123102 |
|  |  | &nbsp;&nbsp; 177348 |
| Casinos & Gaming - 0.1%  | Casinos & Gaming - 0.1%  | Casinos & Gaming - 0.1%  |
| Las Vegas Sands Corp. | &nbsp;&nbsp; 1025 | &nbsp;&nbsp; 55227 |
| MGM Resorts International (a) | &nbsp;&nbsp; 634 | &nbsp;&nbsp; 23464 |
| Wynn Resorts Ltd. | &nbsp;&nbsp; 311 | &nbsp;&nbsp; 31582 |
|  |  | &nbsp;&nbsp; 110273 |
| Commodity Chemicals - 0.1%  | Commodity Chemicals - 0.1%  | Commodity Chemicals - 0.1%  |
| Dow, Inc. | &nbsp;&nbsp; 2348 | &nbsp;&nbsp; 97794 |
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, <br> Class A<br>| &nbsp;&nbsp; 852 | &nbsp;&nbsp; 68637 |
|  |  | &nbsp;&nbsp; 166431 |
| Communications Equipment - 1.1%  | Communications Equipment - 1.1%  | Communications Equipment - 1.1%  |
| Arista Networks, Inc. (a) | &nbsp;&nbsp; 3441 | &nbsp;&nbsp; 422486 |
| Ciena Corp. (a) | &nbsp;&nbsp; 470 | &nbsp;&nbsp; 182468 |
| Cisco Systems, Inc. | &nbsp;&nbsp; 13231 | &nbsp;&nbsp; 1026593 |
| F5, Inc. (a) | &nbsp;&nbsp; 203 | &nbsp;&nbsp; 58734 |
| Lumentum Holdings, Inc. (a) | &nbsp;&nbsp; 239 | &nbsp;&nbsp; 167960 |
| Motorola Solutions, Inc. | &nbsp;&nbsp; 562 | &nbsp;&nbsp; 243891 |
|  |  | &nbsp;&nbsp; 2102132 |
| Computer & Electronics Retail - 0.0%\*  | Computer & Electronics Retail - 0.0%\*  | Computer & Electronics Retail - 0.0%\*  |
| Best Buy Co., Inc. | &nbsp;&nbsp; 660 | &nbsp;&nbsp; 42372 |
| Construction & Engineering - 0.3%  | Construction & Engineering - 0.3%  | Construction & Engineering - 0.3%  |
| Comfort Systems USA, Inc. | &nbsp;&nbsp; 120 | &nbsp;&nbsp; 165479 |
| EMCOR Group, Inc. | &nbsp;&nbsp; 142 | &nbsp;&nbsp; 104840 |
| Quanta Services, Inc. | &nbsp;&nbsp; 498 | &nbsp;&nbsp; 273412 |
|  |  | &nbsp;&nbsp; 543731 |
| Construction Machinery & Heavy Transportation <br> Equipment - 0.9%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.9%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.9%  |
| Caterpillar, Inc. | &nbsp;&nbsp; 1564 | &nbsp;&nbsp; 1108032 |
| Cummins, Inc. | &nbsp;&nbsp; 470 | &nbsp;&nbsp; 252869 |
| PACCAR, Inc. | &nbsp;&nbsp; 1753 | &nbsp;&nbsp; 202472 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake <br> Technologies Corp.<br>| &nbsp;&nbsp; 496 | &nbsp;&nbsp; 123955 |
|  |  | &nbsp;&nbsp; 1687328 |
| Construction Materials - 0.3%  | Construction Materials - 0.3%  | Construction Materials - 0.3%  |
| CRH PLC | &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 241776 |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp; 190 | &nbsp;&nbsp; 111849 |
| Vulcan Materials Co. | &nbsp;&nbsp; 474 | &nbsp;&nbsp; 129070 |
|  |  | &nbsp;&nbsp; 482695 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Consumer Electronics - 0.1%  | Consumer Electronics - 0.1%  | Consumer Electronics - 0.1%  |
| Garmin Ltd. | &nbsp;&nbsp; 555 | &nbsp;&nbsp; $128766 |
| Consumer Finance - 0.5%  | Consumer Finance - 0.5%  | Consumer Finance - 0.5%  |
| American Express Co. | &nbsp;&nbsp; 1788 | &nbsp;&nbsp; 540834 |
| Capital One Financial Corp. | &nbsp;&nbsp; 2083 | &nbsp;&nbsp; 380002 |
| Synchrony Financial | &nbsp;&nbsp; 1243 | &nbsp;&nbsp; 84549 |
|  |  | &nbsp;&nbsp; 1005385 |
| Consumer Staples Merchandise Retail - 1.9%  | Consumer Staples Merchandise Retail - 1.9%  | Consumer Staples Merchandise Retail - 1.9%  |
| Costco Wholesale Corp. | &nbsp;&nbsp; 1475 | &nbsp;&nbsp; 1469734 |
| Dollar General Corp. | &nbsp;&nbsp; 788 | &nbsp;&nbsp; 93559 |
| Dollar Tree, Inc. (a) | &nbsp;&nbsp; 661 | &nbsp;&nbsp; 72386 |
| Target Corp. | &nbsp;&nbsp; 1573 | &nbsp;&nbsp; 190648 |
| Walmart, Inc. | &nbsp;&nbsp; 14676 | &nbsp;&nbsp; 1823934 |
|  |  | &nbsp;&nbsp; 3650261 |
| Copper - 0.2%  | Copper - 0.2%  | Copper - 0.2%  |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp; 4894 | &nbsp;&nbsp; 287669 |
| Data Center REITs - 0.3%  | Data Center REITs - 0.3%  | Data Center REITs - 0.3%  |
| Digital Realty Trust, Inc. | &nbsp;&nbsp; 1071 | &nbsp;&nbsp; 193005 |
| Equinix, Inc. | &nbsp;&nbsp; 312 | &nbsp;&nbsp; 305835 |
|  |  | &nbsp;&nbsp; 498840 |
| Data Processing & Outsourced Services - 0.0%\*  | Data Processing & Outsourced Services - 0.0%\*  | Data Processing & Outsourced Services - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| &nbsp;&nbsp; 359 | &nbsp;&nbsp; 58330 |
| Distillers & Vintners - 0.0%\*  | Distillers & Vintners - 0.0%\*  | Distillers & Vintners - 0.0%\*  |
| Brown-Forman Corp., Class B | &nbsp;&nbsp; 555 | &nbsp;&nbsp; 14674 |
| &nbsp;&nbsp;&nbsp; Constellation Brands, Inc., <br> Class A<br>| &nbsp;&nbsp; 441 | &nbsp;&nbsp; 66150 |
|  |  | &nbsp;&nbsp; 80824 |
| Distributors - 0.0%\*  | Distributors - 0.0%\*  | Distributors - 0.0%\*  |
| Genuine Parts Co. | &nbsp;&nbsp; 486 | &nbsp;&nbsp; 51395 |
| Pool Corp. | &nbsp;&nbsp; 119 | &nbsp;&nbsp; 24077 |
|  |  | &nbsp;&nbsp; 75472 |
| Diversified Banks - 3.2%  | Diversified Banks - 3.2%  | Diversified Banks - 3.2%  |
| Bank of America Corp. | &nbsp;&nbsp; 22090 | &nbsp;&nbsp; 1076888 |
| Citigroup, Inc. | &nbsp;&nbsp; 5768 | &nbsp;&nbsp; 654149 |
| Fifth Third Bancorp | &nbsp;&nbsp; 3092 | &nbsp;&nbsp; 143654 |
| JPMorgan Chase & Co. | &nbsp;&nbsp; 8999 | &nbsp;&nbsp; 2647146 |
| KeyCorp | &nbsp;&nbsp; 3088 | &nbsp;&nbsp; 61914 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services <br> Group, Inc.<br>| &nbsp;&nbsp; 1308 | &nbsp;&nbsp; 272182 |
| U.S. Bancorp | &nbsp;&nbsp; 5314 | &nbsp;&nbsp; 276381 |
| Wells Fargo & Co. | &nbsp;&nbsp; 10266 | &nbsp;&nbsp; 817276 |
|  |  | &nbsp;&nbsp; 5949590 |
| Diversified Financial Services - 0.1%  | Diversified Financial Services - 0.1%  | Diversified Financial Services - 0.1%  |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, <br> Inc.<br>| &nbsp;&nbsp; 1576 | &nbsp;&nbsp; 175598 |
| Diversified Support Services - 0.2%  | Diversified Support Services - 0.2%  | Diversified Support Services - 0.2%  |
| Cintas Corp. | &nbsp;&nbsp; 1137 | &nbsp;&nbsp; 192312 |
| Copart, Inc. (a) | &nbsp;&nbsp; 3090 | &nbsp;&nbsp; 102588 |
|  |  | &nbsp;&nbsp; 294900 |
| Electric Utilities - 1.7%  | Electric Utilities - 1.7%  | Electric Utilities - 1.7%  |
| Alliant Energy Corp. | &nbsp;&nbsp; 902 | &nbsp;&nbsp; 64728 |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., <br> Inc.<br>| &nbsp;&nbsp; 1859 | &nbsp;&nbsp; 243678 |
| Constellation Energy Corp. | &nbsp;&nbsp; 1039 | &nbsp;&nbsp; 290141 |
| Duke Energy Corp. | &nbsp;&nbsp; 2481 | &nbsp;&nbsp; 324862 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street S&P 500 Index V.I.S. Fund 5

------

**State Street S&P 500 Index V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Edison International | &nbsp;&nbsp; 1323 | &nbsp;&nbsp; $96817 |
| Entergy Corp. | &nbsp;&nbsp; 1417 | &nbsp;&nbsp; 159214 |
| Evergy, Inc. | &nbsp;&nbsp; 788 | &nbsp;&nbsp; 64553 |
| Eversource Energy | &nbsp;&nbsp; 1262 | &nbsp;&nbsp; 87431 |
| Exelon Corp. | &nbsp;&nbsp; 3438 | &nbsp;&nbsp; 168531 |
| FirstEnergy Corp. | &nbsp;&nbsp; 1761 | &nbsp;&nbsp; 89212 |
| NextEra Energy, Inc. | &nbsp;&nbsp; 6932 | &nbsp;&nbsp; 643844 |
| NRG Energy, Inc. | &nbsp;&nbsp; 623 | &nbsp;&nbsp; 91045 |
| PG&E Corp. | &nbsp;&nbsp; 7713 | &nbsp;&nbsp; 135518 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp; 389 | &nbsp;&nbsp; 39192 |
| PPL Corp. | &nbsp;&nbsp; 2627 | &nbsp;&nbsp; 100351 |
| Southern Co. | &nbsp;&nbsp; 3756 | &nbsp;&nbsp; 362529 |
| Xcel Energy, Inc. | &nbsp;&nbsp; 2020 | &nbsp;&nbsp; 160469 |
|  |  | &nbsp;&nbsp; 3122115 |
| Electrical Components & Equipment - 0.8%  | Electrical Components & Equipment - 0.8%  | Electrical Components & Equipment - 0.8%  |
| AMETEK, Inc. | &nbsp;&nbsp; 722 | &nbsp;&nbsp; 154768 |
| Eaton Corp. PLC | &nbsp;&nbsp; 1294 | &nbsp;&nbsp; 462825 |
| Emerson Electric Co. | &nbsp;&nbsp; 1905 | &nbsp;&nbsp; 249593 |
| Generac Holdings, Inc. (a) | &nbsp;&nbsp; 165 | &nbsp;&nbsp; 32230 |
| Hubbell, Inc. | &nbsp;&nbsp; 180 | &nbsp;&nbsp; 88333 |
| Rockwell Automation, Inc. | &nbsp;&nbsp; 374 | &nbsp;&nbsp; 134221 |
| Vertiv Holdings Co., Class A | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 325754 |
|  |  | &nbsp;&nbsp; 1447724 |
| Electronic Components - 0.5%  | Electronic Components - 0.5%  | Electronic Components - 0.5%  |
| Amphenol Corp., Class A | &nbsp;&nbsp; 4040 | &nbsp;&nbsp; 510454 |
| Coherent Corp. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 142926 |
| Corning, Inc. | &nbsp;&nbsp; 2576 | &nbsp;&nbsp; 350259 |
|  |  | &nbsp;&nbsp; 1003639 |
| Electronic Equipment & Instruments - 0.2%  | Electronic Equipment & Instruments - 0.2%  | Electronic Equipment & Instruments - 0.2%  |
| Keysight Technologies, Inc. (a) | &nbsp;&nbsp; 578 | &nbsp;&nbsp; 163210 |
| Teledyne Technologies, Inc. (a) | &nbsp;&nbsp; 168 | &nbsp;&nbsp; 101642 |
| &nbsp;&nbsp;&nbsp; Zebra Technologies Corp., <br> Class A (a)<br>| &nbsp;&nbsp; 182 | &nbsp;&nbsp; 38052 |
|  |  | &nbsp;&nbsp; 302904 |
| Electronic Manufacturing Services - 0.2%  | Electronic Manufacturing Services - 0.2%  | Electronic Manufacturing Services - 0.2%  |
| Jabil, Inc. | &nbsp;&nbsp; 385 | &nbsp;&nbsp; 102267 |
| TE Connectivity PLC | &nbsp;&nbsp; 984 | &nbsp;&nbsp; 205676 |
|  |  | &nbsp;&nbsp; 307943 |
| Environmental & Facilities Services - 0.3%  | Environmental & Facilities Services - 0.3%  | Environmental & Facilities Services - 0.3%  |
| Republic Services, Inc. | &nbsp;&nbsp; 651 | &nbsp;&nbsp; 142582 |
| Rollins, Inc. | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 58751 |
| Veralto Corp. | &nbsp;&nbsp; 847 | &nbsp;&nbsp; 74892 |
| Waste Management, Inc. | &nbsp;&nbsp; 1208 | &nbsp;&nbsp; 277586 |
|  |  | &nbsp;&nbsp; 553811 |
| Fertilizers & Agricultural Chemicals - 0.2%  | Fertilizers & Agricultural Chemicals - 0.2%  | Fertilizers & Agricultural Chemicals - 0.2%  |
| CF Industries Holdings, Inc. | &nbsp;&nbsp; 539 | &nbsp;&nbsp; 69984 |
| Corteva, Inc. | &nbsp;&nbsp; 2334 | &nbsp;&nbsp; 195379 |
| Mosaic Co. | &nbsp;&nbsp; 1027 | &nbsp;&nbsp; 26188 |
|  |  | &nbsp;&nbsp; 291551 |
| Financial Exchanges & Data - 1.0%  | Financial Exchanges & Data - 1.0%  | Financial Exchanges & Data - 1.0%  |
| Cboe Global Markets, Inc. | &nbsp;&nbsp; 318 | &nbsp;&nbsp; 89380 |
| CME Group, Inc. | &nbsp;&nbsp; 1215 | &nbsp;&nbsp; 358850 |
| &nbsp;&nbsp;&nbsp; Coinbase Global, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 769 | &nbsp;&nbsp; 134275 |
| &nbsp;&nbsp;&nbsp; FactSet Research Systems, <br> Inc.<br>| &nbsp;&nbsp; 127 | &nbsp;&nbsp; 27558 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp; 1893 | &nbsp;&nbsp; 297731 |
| Moody's Corp. | &nbsp;&nbsp; 527 | &nbsp;&nbsp; 229904 |
| MSCI, Inc. | &nbsp;&nbsp; 259 | &nbsp;&nbsp; 139603 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Nasdaq, Inc. | &nbsp;&nbsp; 1512 | &nbsp;&nbsp; $128354 |
| S&P Global, Inc. | &nbsp;&nbsp; 1020 | &nbsp;&nbsp; 433847 |
|  |  | &nbsp;&nbsp; 1839502 |
| Food Distributors - 0.1%  | Food Distributors - 0.1%  | Food Distributors - 0.1%  |
| Sysco Corp. | &nbsp;&nbsp; 1619 | &nbsp;&nbsp; 115483 |
| Food Retail - 0.1%  | Food Retail - 0.1%  | Food Retail - 0.1%  |
| Kroger Co. | &nbsp;&nbsp; 1943 | &nbsp;&nbsp; 140595 |
| Footwear - 0.1%  | Footwear - 0.1%  | Footwear - 0.1%  |
| Deckers Outdoor Corp. (a) | &nbsp;&nbsp; 506 | &nbsp;&nbsp; 50646 |
| NIKE, Inc., Class B | &nbsp;&nbsp; 4060 | &nbsp;&nbsp; 214449 |
|  |  | &nbsp;&nbsp; 265095 |
| Gas Utilities - 0.1%  | Gas Utilities - 0.1%  | Gas Utilities - 0.1%  |
| Atmos Energy Corp. | &nbsp;&nbsp; 568 | &nbsp;&nbsp; 104921 |
| Gold - 0.2%  | Gold - 0.2%  | Gold - 0.2%  |
| Newmont Corp. | &nbsp;&nbsp; 3637 | &nbsp;&nbsp; 393705 |
| Health Care REITs - 0.3%  | Health Care REITs - 0.3%  | Health Care REITs - 0.3%  |
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc.<br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 23210 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp; 2424 | &nbsp;&nbsp; 39827 |
| Ventas, Inc. | &nbsp;&nbsp; 1595 | &nbsp;&nbsp; 130439 |
| Welltower, Inc. | &nbsp;&nbsp; 2244 | &nbsp;&nbsp; 443661 |
|  |  | &nbsp;&nbsp; 637137 |
| Healthcare Distributors - 0.4%  | Healthcare Distributors - 0.4%  | Healthcare Distributors - 0.4%  |
| Cardinal Health, Inc. | &nbsp;&nbsp; 785 | &nbsp;&nbsp; 165878 |
| Cencora, Inc. | &nbsp;&nbsp; 645 | &nbsp;&nbsp; 202620 |
| Henry Schein, Inc. (a) | &nbsp;&nbsp; 362 | &nbsp;&nbsp; 26680 |
| McKesson Corp. | &nbsp;&nbsp; 409 | &nbsp;&nbsp; 353932 |
|  |  | &nbsp;&nbsp; 749110 |
| Healthcare Equipment - 1.7%  | Healthcare Equipment - 1.7%  | Healthcare Equipment - 1.7%  |
| Abbott Laboratories | &nbsp;&nbsp; 5827 | &nbsp;&nbsp; 598258 |
| Baxter International, Inc. | &nbsp;&nbsp; 1781 | &nbsp;&nbsp; 29921 |
| Becton Dickinson & Co. | &nbsp;&nbsp; 934 | &nbsp;&nbsp; 146853 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp; 4948 | &nbsp;&nbsp; 310487 |
| Dexcom, Inc. (a) | &nbsp;&nbsp; 1328 | &nbsp;&nbsp; 83398 |
| &nbsp;&nbsp;&nbsp; Edwards Lifesciences <br> Corp. (a)<br>| &nbsp;&nbsp; 1940 | &nbsp;&nbsp; 155355 |
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies, <br> Inc.<br>| &nbsp;&nbsp; 1591 | &nbsp;&nbsp; 113247 |
| Hologic, Inc. (a) | &nbsp;&nbsp; 699 | &nbsp;&nbsp; 52837 |
| IDEXX Laboratories, Inc. (a) | &nbsp;&nbsp; 269 | &nbsp;&nbsp; 151149 |
| Insulet Corp. (a) | &nbsp;&nbsp; 252 | &nbsp;&nbsp; 52880 |
| Intuitive Surgical, Inc. (a) | &nbsp;&nbsp; 1183 | &nbsp;&nbsp; 545351 |
| Medtronic PLC | &nbsp;&nbsp; 4326 | &nbsp;&nbsp; 374848 |
| ResMed, Inc. | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 112240 |
| STERIS PLC | &nbsp;&nbsp; 344 | &nbsp;&nbsp; 76069 |
| Stryker Corp. | &nbsp;&nbsp; 1113 | &nbsp;&nbsp; 365721 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp; 689 | &nbsp;&nbsp; 62299 |
|  |  | &nbsp;&nbsp; 3230913 |
| Healthcare Facilities - 0.1%  | Healthcare Facilities - 0.1%  | Healthcare Facilities - 0.1%  |
| HCA Healthcare, Inc. | &nbsp;&nbsp; 522 | &nbsp;&nbsp; 247031 |
| &nbsp;&nbsp;&nbsp; Universal Health Services, <br> Inc., Class B<br>| &nbsp;&nbsp; 188 | &nbsp;&nbsp; 33647 |
|  |  | &nbsp;&nbsp; 280678 |
| Healthcare Services - 0.4%  | Healthcare Services - 0.4%  | Healthcare Services - 0.4%  |
| Cigna Group | &nbsp;&nbsp; 879 | &nbsp;&nbsp; 234473 |
| CVS Health Corp. | &nbsp;&nbsp; 4176 | &nbsp;&nbsp; 299920 |
| DaVita, Inc. (a) | &nbsp;&nbsp; 158 | &nbsp;&nbsp; 24283 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

6 State Street S&P 500 Index V.I.S. Fund

------

**State Street S&P 500 Index V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Labcorp Holdings, Inc. | &nbsp;&nbsp; 293 | &nbsp;&nbsp; $78176 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 66045 |
|  |  | &nbsp;&nbsp; 702897 |
| Healthcare Supplies - 0.1%  | Healthcare Supplies - 0.1%  | Healthcare Supplies - 0.1%  |
| Align Technology, Inc. (a) | &nbsp;&nbsp; 218 | &nbsp;&nbsp; 37372 |
| Cooper Cos., Inc. (a) | &nbsp;&nbsp; 670 | &nbsp;&nbsp; 47905 |
| Solventum Corp. (a) | &nbsp;&nbsp; 516 | &nbsp;&nbsp; 33695 |
|  |  | &nbsp;&nbsp; 118972 |
| Heavy Electrical Equipment - 0.4%  | Heavy Electrical Equipment - 0.4%  | Heavy Electrical Equipment - 0.4%  |
| GE Vernova, Inc. | &nbsp;&nbsp; 898 | &nbsp;&nbsp; 783864 |
| Home Building - 0.2%  | Home Building - 0.2%  | Home Building - 0.2%  |
| DR Horton, Inc. | &nbsp;&nbsp; 923 | &nbsp;&nbsp; 126654 |
| Lennar Corp., Class A | &nbsp;&nbsp; 655 | &nbsp;&nbsp; 56880 |
| NVR, Inc. (a) | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 52719 |
| PulteGroup, Inc. | &nbsp;&nbsp; 641 | &nbsp;&nbsp; 75388 |
|  |  | &nbsp;&nbsp; 311641 |
| Home Furnishing Retail - 0.0%\*  | Home Furnishing Retail - 0.0%\*  | Home Furnishing Retail - 0.0%\*  |
| Williams-Sonoma, Inc. | &nbsp;&nbsp; 395 | &nbsp;&nbsp; 72020 |
| Home Improvement Retail - 0.8%  | Home Improvement Retail - 0.8%  | Home Improvement Retail - 0.8%  |
| Home Depot, Inc. | &nbsp;&nbsp; 3317 | &nbsp;&nbsp; 1090928 |
| Lowe's Cos., Inc. | &nbsp;&nbsp; 1904 | &nbsp;&nbsp; 449877 |
|  |  | &nbsp;&nbsp; 1540805 |
| Hotel & Resort REITs - 0.0%\*  | Hotel & Resort REITs - 0.0%\*  | Hotel & Resort REITs - 0.0%\*  |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp; 2184 | &nbsp;&nbsp; 41845 |
| Hotels, Resorts & Cruise Lines - 0.8%  | Hotels, Resorts & Cruise Lines - 0.8%  | Hotels, Resorts & Cruise Lines - 0.8%  |
| Airbnb, Inc., Class A (a) | &nbsp;&nbsp; 1413 | &nbsp;&nbsp; 178434 |
| Booking Holdings, Inc. | &nbsp;&nbsp; 107 | &nbsp;&nbsp; 450504 |
| Carnival Corp. | &nbsp;&nbsp; 3544 | &nbsp;&nbsp; 91719 |
| Expedia Group, Inc. | &nbsp;&nbsp; 341 | &nbsp;&nbsp; 78733 |
| Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp; 764 | &nbsp;&nbsp; 232317 |
| &nbsp;&nbsp;&nbsp; Marriott International, Inc., <br> Class A<br>| &nbsp;&nbsp; 727 | &nbsp;&nbsp; 237780 |
| &nbsp;&nbsp;&nbsp; Norwegian Cruise Line <br> Holdings Ltd. (a)<br>| &nbsp;&nbsp; 1496 | &nbsp;&nbsp; 27975 |
| Royal Caribbean Cruises Ltd. | &nbsp;&nbsp; 866 | &nbsp;&nbsp; 238306 |
|  |  | &nbsp;&nbsp; 1535768 |
| Household Products - 0.8%  | Household Products - 0.8%  | Household Products - 0.8%  |
| Church & Dwight Co., Inc. | &nbsp;&nbsp; 869 | &nbsp;&nbsp; 81095 |
| Clorox Co. | &nbsp;&nbsp; 388 | &nbsp;&nbsp; 40209 |
| Colgate-Palmolive Co. | &nbsp;&nbsp; 2774 | &nbsp;&nbsp; 236428 |
| Kimberly-Clark Corp. | &nbsp;&nbsp; 1075 | &nbsp;&nbsp; 103705 |
| Procter & Gamble Co. | &nbsp;&nbsp; 7720 | &nbsp;&nbsp; 1115077 |
|  |  | &nbsp;&nbsp; 1576514 |
| Human Resource & Employment Services - 0.2%  | Human Resource & Employment Services - 0.2%  | Human Resource & Employment Services - 0.2%  |
| &nbsp;&nbsp;&nbsp; Automatic Data Processing, <br> Inc.<br>| &nbsp;&nbsp; 1354 | &nbsp;&nbsp; 275106 |
| Paychex, Inc. | &nbsp;&nbsp; 1158 | &nbsp;&nbsp; 106675 |
|  |  | &nbsp;&nbsp; 381781 |
| Independent Power Producers & Energy Traders - 0.1%  | Independent Power Producers & Energy Traders - 0.1%  | Independent Power Producers & Energy Traders - 0.1%  |
| AES Corp. | &nbsp;&nbsp; 2416 | &nbsp;&nbsp; 34041 |
| Vistra Corp. | &nbsp;&nbsp; 1087 | &nbsp;&nbsp; 163409 |
|  |  | &nbsp;&nbsp; 197450 |
| Industrial Conglomerates - 0.4%  | Industrial Conglomerates - 0.4%  | Industrial Conglomerates - 0.4%  |
| 3M Co. | &nbsp;&nbsp; 1757 | &nbsp;&nbsp; 255169 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Honeywell International, Inc. | &nbsp;&nbsp; 2099 | &nbsp;&nbsp; $474437 |
|  |  | &nbsp;&nbsp; 729606 |
| Industrial Gases - 0.5%  | Industrial Gases - 0.5%  | Industrial Gases - 0.5%  |
| Air Products & Chemicals, Inc. | &nbsp;&nbsp; 770 | &nbsp;&nbsp; 223678 |
| Linde PLC | &nbsp;&nbsp; 1545 | &nbsp;&nbsp; 765949 |
|  |  | &nbsp;&nbsp; 989627 |
| Industrial Machinery & Supplies & Components - 0.7%  | Industrial Machinery & Supplies & Components - 0.7%  | Industrial Machinery & Supplies & Components - 0.7%  |
| Dover Corp. | &nbsp;&nbsp; 406 | &nbsp;&nbsp; 84631 |
| Fortive Corp. | &nbsp;&nbsp; 1147 | &nbsp;&nbsp; 63406 |
| IDEX Corp. | &nbsp;&nbsp; 296 | &nbsp;&nbsp; 56107 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp; 901 | &nbsp;&nbsp; 234521 |
| Ingersoll Rand, Inc. | &nbsp;&nbsp; 1187 | &nbsp;&nbsp; 95102 |
| Nordson Corp. | &nbsp;&nbsp; 189 | &nbsp;&nbsp; 50285 |
| Otis Worldwide Corp. | &nbsp;&nbsp; 1308 | &nbsp;&nbsp; 100821 |
| Parker-Hannifin Corp. | &nbsp;&nbsp; 423 | &nbsp;&nbsp; 378687 |
| Pentair PLC | &nbsp;&nbsp; 584 | &nbsp;&nbsp; 50872 |
| Snap-on, Inc. | &nbsp;&nbsp; 182 | &nbsp;&nbsp; 66106 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp; 549 | &nbsp;&nbsp; 39012 |
| Xylem, Inc. | &nbsp;&nbsp; 826 | &nbsp;&nbsp; 98707 |
|  |  | &nbsp;&nbsp; 1318257 |
| Industrial REITs - 0.2%  | Industrial REITs - 0.2%  | Industrial REITs - 0.2%  |
| Prologis, Inc. | &nbsp;&nbsp; 3132 | &nbsp;&nbsp; 413988 |
| Insurance Brokers - 0.5%  | Insurance Brokers - 0.5%  | Insurance Brokers - 0.5%  |
| Aon PLC, Class A | &nbsp;&nbsp; 743 | &nbsp;&nbsp; 239825 |
| Arthur J Gallagher & Co. | &nbsp;&nbsp; 883 | &nbsp;&nbsp; 191240 |
| Brown & Brown, Inc. | &nbsp;&nbsp; 940 | &nbsp;&nbsp; 61297 |
| Marsh & McLennan Cos., Inc. | &nbsp;&nbsp; 1579 | &nbsp;&nbsp; 273878 |
| Willis Towers Watson PLC | &nbsp;&nbsp; 344 | &nbsp;&nbsp; 100001 |
|  |  | &nbsp;&nbsp; 866241 |
| Integrated Oil & Gas - 2.0%  | Integrated Oil & Gas - 2.0%  | Integrated Oil & Gas - 2.0%  |
| Chevron Corp. | &nbsp;&nbsp; 6223 | &nbsp;&nbsp; 1287539 |
| Exxon Mobil Corp. | &nbsp;&nbsp; 13977 | &nbsp;&nbsp; 2371338 |
| Occidental Petroleum Corp. | &nbsp;&nbsp; 2496 | &nbsp;&nbsp; 162240 |
|  |  | &nbsp;&nbsp; 3821117 |
| Integrated Telecommunication Services - 0.9%  | Integrated Telecommunication Services - 0.9%  | Integrated Telecommunication Services - 0.9%  |
| AT&T, Inc. | &nbsp;&nbsp; 23523 | &nbsp;&nbsp; 681932 |
| Comcast Corp., Class A | &nbsp;&nbsp; 12197 | &nbsp;&nbsp; 350176 |
| Verizon Communications, Inc. | &nbsp;&nbsp; 14097 | &nbsp;&nbsp; 707669 |
|  |  | &nbsp;&nbsp; 1739777 |
| Interactive Home Entertainment - 0.1%  | Interactive Home Entertainment - 0.1%  | Interactive Home Entertainment - 0.1%  |
| Electronic Arts, Inc. | &nbsp;&nbsp; 758 | &nbsp;&nbsp; 154533 |
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software, <br> Inc. (a)<br>| &nbsp;&nbsp; 591 | &nbsp;&nbsp; 116723 |
|  |  | &nbsp;&nbsp; 271256 |
| Interactive Media & Services - 7.5%  | Interactive Media & Services - 7.5%  | Interactive Media & Services - 7.5%  |
| Alphabet, Inc., Class A | &nbsp;&nbsp; 19431 | &nbsp;&nbsp; 5587578 |
| Alphabet, Inc., Class C | &nbsp;&nbsp; 15653 | &nbsp;&nbsp; 4490220 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp; 7289 | &nbsp;&nbsp; 4170256 |
|  |  | &nbsp;&nbsp; 14248054 |
| Internet Services & Infrastructure - 0.1%  | Internet Services & Infrastructure - 0.1%  | Internet Services & Infrastructure - 0.1%  |
| Akamai Technologies, Inc. (a) | &nbsp;&nbsp; 482 | &nbsp;&nbsp; 55358 |
| GoDaddy, Inc., Class A (a) | &nbsp;&nbsp; 486 | &nbsp;&nbsp; 40178 |
| VeriSign, Inc. | &nbsp;&nbsp; 265 | &nbsp;&nbsp; 65815 |
|  |  | &nbsp;&nbsp; 161351 |
| Investment Banking & Brokerage - 1.3%  | Investment Banking & Brokerage - 1.3%  | Investment Banking & Brokerage - 1.3%  |
| Charles Schwab Corp. | &nbsp;&nbsp; 5661 | &nbsp;&nbsp; 532021 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street S&P 500 Index V.I.S. Fund 7

------

**State Street S&P 500 Index V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Goldman Sachs Group, Inc. | &nbsp;&nbsp; 999 | &nbsp;&nbsp; $845144 |
| &nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., <br> Class A<br>| &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 107312 |
| Morgan Stanley | &nbsp;&nbsp; 4026 | &nbsp;&nbsp; 662559 |
| &nbsp;&nbsp;&nbsp; Raymond James Financial, <br> Inc.<br>| &nbsp;&nbsp; 611 | &nbsp;&nbsp; 88467 |
| &nbsp;&nbsp;&nbsp; Robinhood Markets, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 2672 | &nbsp;&nbsp; 185169 |
|  |  | &nbsp;&nbsp; 2420672 |
| IT Consulting & Other Services - 0.7%  | IT Consulting & Other Services - 0.7%  | IT Consulting & Other Services - 0.7%  |
| Accenture PLC, Class A | &nbsp;&nbsp; 2051 | &nbsp;&nbsp; 406693 |
| &nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., Class A<br>| &nbsp;&nbsp; 1687 | &nbsp;&nbsp; 103497 |
| EPAM Systems, Inc. (a) | &nbsp;&nbsp; 173 | &nbsp;&nbsp; 23424 |
| Gartner, Inc. (a) | &nbsp;&nbsp; 265 | &nbsp;&nbsp; 41960 |
| &nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.<br>| &nbsp;&nbsp; 3097 | &nbsp;&nbsp; 750682 |
|  |  | &nbsp;&nbsp; 1326256 |
| Leisure Products - 0.0%\*  | Leisure Products - 0.0%\*  | Leisure Products - 0.0%\*  |
| Hasbro, Inc. | &nbsp;&nbsp; 463 | &nbsp;&nbsp; 43337 |
| Life & Health Insurance - 0.3%  | Life & Health Insurance - 0.3%  | Life & Health Insurance - 0.3%  |
| Aflac, Inc. | &nbsp;&nbsp; 1579 | &nbsp;&nbsp; 173232 |
| Globe Life, Inc. | &nbsp;&nbsp; 267 | &nbsp;&nbsp; 37158 |
| MetLife, Inc. | &nbsp;&nbsp; 1926 | &nbsp;&nbsp; 136207 |
| Principal Financial Group, Inc. | &nbsp;&nbsp; 692 | &nbsp;&nbsp; 62356 |
| Prudential Financial, Inc. | &nbsp;&nbsp; 1087 | &nbsp;&nbsp; 106189 |
|  |  | &nbsp;&nbsp; 515142 |
| Life Sciences Tools & Services - 0.8%  | Life Sciences Tools & Services - 0.8%  | Life Sciences Tools & Services - 0.8%  |
| Agilent Technologies, Inc. | &nbsp;&nbsp; 965 | &nbsp;&nbsp; 109991 |
| Bio-Techne Corp. | &nbsp;&nbsp; 612 | &nbsp;&nbsp; 31983 |
| &nbsp;&nbsp;&nbsp; Charles River Laboratories <br> International, Inc. (a)<br>| &nbsp;&nbsp; 157 | &nbsp;&nbsp; 27082 |
| Danaher Corp. | &nbsp;&nbsp; 2071 | &nbsp;&nbsp; 392661 |
| IQVIA Holdings, Inc. (a) | &nbsp;&nbsp; 598 | &nbsp;&nbsp; 101983 |
| &nbsp;&nbsp;&nbsp; Mettler-Toledo International, <br> Inc. (a)<br>| &nbsp;&nbsp; 68 | &nbsp;&nbsp; 85762 |
| Revvity, Inc. | &nbsp;&nbsp; 346 | &nbsp;&nbsp; 30313 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp; 1242 | &nbsp;&nbsp; 610480 |
| Waters Corp. (a) | &nbsp;&nbsp; 316 | &nbsp;&nbsp; 94105 |
| &nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc.<br>| &nbsp;&nbsp; 245 | &nbsp;&nbsp; 61407 |
|  |  | &nbsp;&nbsp; 1545767 |
| Managed Healthcare - 0.6%  | Managed Healthcare - 0.6%  | Managed Healthcare - 0.6%  |
| Centene Corp. (a) | &nbsp;&nbsp; 1612 | &nbsp;&nbsp; 52777 |
| Elevance Health, Inc. | &nbsp;&nbsp; 750 | &nbsp;&nbsp; 219562 |
| Humana, Inc. | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 69356 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp; 3008 | &nbsp;&nbsp; 813935 |
|  |  | &nbsp;&nbsp; 1155630 |
| Metal, Glass & Plastic Containers - 0.0%\*  | Metal, Glass & Plastic Containers - 0.0%\*  | Metal, Glass & Plastic Containers - 0.0%\*  |
| Ball Corp. | &nbsp;&nbsp; 926 | &nbsp;&nbsp; 54736 |
| Movies & Entertainment - 1.2%  | Movies & Entertainment - 1.2%  | Movies & Entertainment - 1.2%  |
| &nbsp;&nbsp;&nbsp; Live Nation Entertainment, <br> Inc. (a)<br>| &nbsp;&nbsp; 539 | &nbsp;&nbsp; 82203 |
| Netflix, Inc. (a) | &nbsp;&nbsp; 14040 | &nbsp;&nbsp; 1349946 |
| TKO Group Holdings, Inc. | &nbsp;&nbsp; 236 | &nbsp;&nbsp; 47589 |
| Walt Disney Co. | &nbsp;&nbsp; 5910 | &nbsp;&nbsp; 569606 |
| &nbsp;&nbsp;&nbsp; Warner Bros Discovery, <br> Inc. (a)<br>| &nbsp;&nbsp; 8494 | &nbsp;&nbsp; 233245 |
|  |  | &nbsp;&nbsp; 2282589 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Multi-Family Residential REITs - 0.2%  | Multi-Family Residential REITs - 0.2%  | Multi-Family Residential REITs - 0.2%  |
| AvalonBay Communities, Inc. | &nbsp;&nbsp; 520 | &nbsp;&nbsp; $84942 |
| Camden Property Trust | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 39064 |
| Equity Residential | &nbsp;&nbsp; 1034 | &nbsp;&nbsp; 61161 |
| Essex Property Trust, Inc. | &nbsp;&nbsp; 181 | &nbsp;&nbsp; 43802 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartment <br> Communities, Inc.<br>| &nbsp;&nbsp; 434 | &nbsp;&nbsp; 53000 |
| UDR, Inc. | &nbsp;&nbsp; 1109 | &nbsp;&nbsp; 37462 |
|  |  | &nbsp;&nbsp; 319431 |
| Multi-Sector Holdings - 1.6%  | Multi-Sector Holdings - 1.6%  | Multi-Sector Holdings - 1.6%  |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., <br> Class B (a)<br>| &nbsp;&nbsp; 6111 | &nbsp;&nbsp; 2928391 |
| Multi-Utilities - 0.7%  | Multi-Utilities - 0.7%  | Multi-Utilities - 0.7%  |
| Ameren Corp. | &nbsp;&nbsp; 866 | &nbsp;&nbsp; 95191 |
| CenterPoint Energy, Inc. | &nbsp;&nbsp; 2340 | &nbsp;&nbsp; 100994 |
| CMS Energy Corp. | &nbsp;&nbsp; 1058 | &nbsp;&nbsp; 82080 |
| Consolidated Edison, Inc. | &nbsp;&nbsp; 1239 | &nbsp;&nbsp; 140230 |
| Dominion Energy, Inc. | &nbsp;&nbsp; 2880 | &nbsp;&nbsp; 178042 |
| DTE Energy Co. | &nbsp;&nbsp; 702 | &nbsp;&nbsp; 102646 |
| NiSource, Inc. | &nbsp;&nbsp; 1685 | &nbsp;&nbsp; 78622 |
| &nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.<br>| &nbsp;&nbsp; 1753 | &nbsp;&nbsp; 141905 |
| Sempra | &nbsp;&nbsp; 2178 | &nbsp;&nbsp; 211636 |
| WEC Energy Group, Inc. | &nbsp;&nbsp; 1127 | &nbsp;&nbsp; 130473 |
|  |  | &nbsp;&nbsp; 1261819 |
| Office REITs - 0.0%\*  | Office REITs - 0.0%\*  | Office REITs - 0.0%\*  |
| BXP, Inc. | &nbsp;&nbsp; 561 | &nbsp;&nbsp; 29116 |
| Oil & Gas Equipment & Services - 0.3%  | Oil & Gas Equipment & Services - 0.3%  | Oil & Gas Equipment & Services - 0.3%  |
| Baker Hughes Co. | &nbsp;&nbsp; 3371 | &nbsp;&nbsp; 205800 |
| Halliburton Co. | &nbsp;&nbsp; 2587 | &nbsp;&nbsp; 100867 |
| SLB Ltd. | &nbsp;&nbsp; 5159 | &nbsp;&nbsp; 265121 |
|  |  | &nbsp;&nbsp; 571788 |
| Oil & Gas Exploration & Production - 0.8%  | Oil & Gas Exploration & Production - 0.8%  | Oil & Gas Exploration & Production - 0.8%  |
| APA Corp. | &nbsp;&nbsp; 1268 | &nbsp;&nbsp; 53814 |
| ConocoPhillips | &nbsp;&nbsp; 4117 | &nbsp;&nbsp; 543444 |
| Coterra Energy, Inc. | &nbsp;&nbsp; 2458 | &nbsp;&nbsp; 86374 |
| Devon Energy Corp. | &nbsp;&nbsp; 2238 | &nbsp;&nbsp; 112616 |
| Diamondback Energy, Inc. | &nbsp;&nbsp; 594 | &nbsp;&nbsp; 117488 |
| EOG Resources, Inc. | &nbsp;&nbsp; 1863 | &nbsp;&nbsp; 269334 |
| EQT Corp. | &nbsp;&nbsp; 2200 | &nbsp;&nbsp; 140008 |
| Expand Energy Corp. | &nbsp;&nbsp; 808 | &nbsp;&nbsp; 88702 |
| Texas Pacific Land Corp. | &nbsp;&nbsp; 179 | &nbsp;&nbsp; 84946 |
|  |  | &nbsp;&nbsp; 1496726 |
| Oil & Gas Refining & Marketing - 0.4%  | Oil & Gas Refining & Marketing - 0.4%  | Oil & Gas Refining & Marketing - 0.4%  |
| Marathon Petroleum Corp. | &nbsp;&nbsp; 982 | &nbsp;&nbsp; 239785 |
| Phillips 66 Co. | &nbsp;&nbsp; 1359 | &nbsp;&nbsp; 247583 |
| Valero Energy Corp. | &nbsp;&nbsp; 1017 | &nbsp;&nbsp; 251280 |
|  |  | &nbsp;&nbsp; 738648 |
| Oil & Gas Storage & Transportation - 0.5%  | Oil & Gas Storage & Transportation - 0.5%  | Oil & Gas Storage & Transportation - 0.5%  |
| Kinder Morgan, Inc. | &nbsp;&nbsp; 6627 | &nbsp;&nbsp; 222203 |
| ONEOK, Inc. | &nbsp;&nbsp; 2117 | &nbsp;&nbsp; 191356 |
| Targa Resources Corp. | &nbsp;&nbsp; 684 | &nbsp;&nbsp; 171499 |
| Williams Cos., Inc. | &nbsp;&nbsp; 4153 | &nbsp;&nbsp; 302256 |
|  |  | &nbsp;&nbsp; 887314 |
| Other Specialized REITs - 0.1%  | Other Specialized REITs - 0.1%  | Other Specialized REITs - 0.1%  |
| Iron Mountain, Inc. | &nbsp;&nbsp; 1042 | &nbsp;&nbsp; 106430 |
| VICI Properties, Inc. | &nbsp;&nbsp; 3022 | &nbsp;&nbsp; 82561 |
|  |  | &nbsp;&nbsp; 188991 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

8 State Street S&P 500 Index V.I.S. Fund

------

**State Street S&P 500 Index V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Other Specialty Retail - 0.1%  | Other Specialty Retail - 0.1%  | Other Specialty Retail - 0.1%  |
| Tractor Supply Co. | &nbsp;&nbsp; 1861 | &nbsp;&nbsp; $84303 |
| Ulta Beauty, Inc. (a) | &nbsp;&nbsp; 152 | &nbsp;&nbsp; 79452 |
|  |  | &nbsp;&nbsp; 163755 |
| Packaged Foods & Meats - 0.4%  | Packaged Foods & Meats - 0.4%  | Packaged Foods & Meats - 0.4%  |
| Campbell's Co. | &nbsp;&nbsp; 576 | &nbsp;&nbsp; 12828 |
| Conagra Brands, Inc. | &nbsp;&nbsp; 1641 | &nbsp;&nbsp; 25796 |
| General Mills, Inc. | &nbsp;&nbsp; 1879 | &nbsp;&nbsp; 69936 |
| Hershey Co. | &nbsp;&nbsp; 463 | &nbsp;&nbsp; 96253 |
| Hormel Foods Corp. | &nbsp;&nbsp; 1097 | &nbsp;&nbsp; 24847 |
| J.M. Smucker Co. | &nbsp;&nbsp; 359 | &nbsp;&nbsp; 34622 |
| Kraft Heinz Co. | &nbsp;&nbsp; 2849 | &nbsp;&nbsp; 64074 |
| McCormick & Co., Inc. | &nbsp;&nbsp; 886 | &nbsp;&nbsp; 44690 |
| &nbsp;&nbsp;&nbsp; Mondelez International, Inc., <br> Class A<br>| &nbsp;&nbsp; 4014 | &nbsp;&nbsp; 231367 |
| Tyson Foods, Inc., Class A | &nbsp;&nbsp; 973 | &nbsp;&nbsp; 62340 |
|  |  | &nbsp;&nbsp; 666753 |
| Paper & Plastic Packaging Products & Materials - 0.2%  | Paper & Plastic Packaging Products & Materials - 0.2%  | Paper & Plastic Packaging Products & Materials - 0.2%  |
| Amcor PLC | &nbsp;&nbsp; 1627 | &nbsp;&nbsp; 64673 |
| Avery Dennison Corp. | &nbsp;&nbsp; 257 | &nbsp;&nbsp; 44379 |
| International Paper Co. | &nbsp;&nbsp; 1814 | &nbsp;&nbsp; 64760 |
| Packaging Corp. of America | &nbsp;&nbsp; 303 | &nbsp;&nbsp; 64302 |
| Smurfit Westrock PLC | &nbsp;&nbsp; 1828 | &nbsp;&nbsp; 72846 |
|  |  | &nbsp;&nbsp; 310960 |
| Passenger Airlines - 0.2%  | Passenger Airlines - 0.2%  | Passenger Airlines - 0.2%  |
| Delta Air Lines, Inc. (c) | &nbsp;&nbsp; 2252 | &nbsp;&nbsp; 149713 |
| Southwest Airlines Co. | &nbsp;&nbsp; 1796 | &nbsp;&nbsp; 67476 |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 1073 | &nbsp;&nbsp; 98791 |
|  |  | &nbsp;&nbsp; 315980 |
| Passenger Ground Transportation - 0.3%  | Passenger Ground Transportation - 0.3%  | Passenger Ground Transportation - 0.3%  |
| Uber Technologies, Inc. (a) | &nbsp;&nbsp; 6930 | &nbsp;&nbsp; 498475 |
| Personal Care Products - 0.1%  | Personal Care Products - 0.1%  | Personal Care Products - 0.1%  |
| &nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc., <br> Class A<br>| &nbsp;&nbsp; 805 | &nbsp;&nbsp; 57775 |
| Kenvue, Inc. | &nbsp;&nbsp; 6552 | &nbsp;&nbsp; 112956 |
|  |  | &nbsp;&nbsp; 170731 |
| Pharmaceuticals - 3.5%  | Pharmaceuticals - 3.5%  | Pharmaceuticals - 3.5%  |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp; 6817 | &nbsp;&nbsp; 413451 |
| Eli Lilly & Co. | &nbsp;&nbsp; 2650 | &nbsp;&nbsp; 2437390 |
| Johnson & Johnson | &nbsp;&nbsp; 8079 | &nbsp;&nbsp; 1974831 |
| Merck & Co., Inc. | &nbsp;&nbsp; 8349 | &nbsp;&nbsp; 1004301 |
| Pfizer, Inc. | &nbsp;&nbsp; 19245 | &nbsp;&nbsp; 540400 |
| Viatris, Inc. | &nbsp;&nbsp; 3796 | &nbsp;&nbsp; 51284 |
| Zoetis, Inc. | &nbsp;&nbsp; 1409 | &nbsp;&nbsp; 166558 |
|  |  | &nbsp;&nbsp; 6588215 |
| Property & Casualty Insurance - 1.0%  | Property & Casualty Insurance - 1.0%  | Property & Casualty Insurance - 1.0%  |
| Allstate Corp. | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 182459 |
| &nbsp;&nbsp;&nbsp; American International Group, <br> Inc.<br>| &nbsp;&nbsp; 1841 | &nbsp;&nbsp; 138535 |
| Arch Capital Group Ltd. (a) | &nbsp;&nbsp; 1191 | &nbsp;&nbsp; 114324 |
| Assurant, Inc. | &nbsp;&nbsp; 152 | &nbsp;&nbsp; 33107 |
| Chubb Ltd. | &nbsp;&nbsp; 1219 | &nbsp;&nbsp; 397309 |
| Cincinnati Financial Corp. | &nbsp;&nbsp; 523 | &nbsp;&nbsp; 82294 |
| Erie Indemnity Co., Class A | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 25131 |
| Hartford Insurance Group, Inc. | &nbsp;&nbsp; 931 | &nbsp;&nbsp; 125899 |
| Loews Corp. | &nbsp;&nbsp; 555 | &nbsp;&nbsp; 59241 |
| Progressive Corp. | &nbsp;&nbsp; 1903 | &nbsp;&nbsp; 377251 |
| Travelers Cos., Inc. | &nbsp;&nbsp; 732 | &nbsp;&nbsp; 213510 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| W.R. Berkley Corp. | &nbsp;&nbsp; 1066 | &nbsp;&nbsp; $70654 |
|  |  | &nbsp;&nbsp; 1819714 |
| Publishing - 0.0%\*  | Publishing - 0.0%\*  | Publishing - 0.0%\*  |
| News Corp., Class A | &nbsp;&nbsp; 1377 | &nbsp;&nbsp; 34329 |
| Rail Transportation - 0.5%  | Rail Transportation - 0.5%  | Rail Transportation - 0.5%  |
| CSX Corp. | &nbsp;&nbsp; 6206 | &nbsp;&nbsp; 254756 |
| Norfolk Southern Corp. | &nbsp;&nbsp; 761 | &nbsp;&nbsp; 218407 |
| Union Pacific Corp. | &nbsp;&nbsp; 1985 | &nbsp;&nbsp; 481601 |
|  |  | &nbsp;&nbsp; 954764 |
| Real Estate Services - 0.1%  | Real Estate Services - 0.1%  | Real Estate Services - 0.1%  |
| CBRE Group, Inc., Class A (a) | &nbsp;&nbsp; 969 | &nbsp;&nbsp; 131261 |
| CoStar Group, Inc. (a) | &nbsp;&nbsp; 1486 | &nbsp;&nbsp; 59945 |
|  |  | &nbsp;&nbsp; 191206 |
| Regional Banks - 0.3%  | Regional Banks - 0.3%  | Regional Banks - 0.3%  |
| Citizens Financial Group, Inc. | &nbsp;&nbsp; 1558 | &nbsp;&nbsp; 93433 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp; 6928 | &nbsp;&nbsp; 108423 |
| M&T Bank Corp. | &nbsp;&nbsp; 518 | &nbsp;&nbsp; 107081 |
| Regions Financial Corp. | &nbsp;&nbsp; 3207 | &nbsp;&nbsp; 83767 |
| Truist Financial Corp. | &nbsp;&nbsp; 4212 | &nbsp;&nbsp; 193626 |
|  |  | &nbsp;&nbsp; 586330 |
| Reinsurance - 0.0%\*  | Reinsurance - 0.0%\*  | Reinsurance - 0.0%\*  |
| Everest Group Ltd. | &nbsp;&nbsp; 152 | &nbsp;&nbsp; 49681 |
| Research & Consulting Services - 0.1%  | Research & Consulting Services - 0.1%  | Research & Consulting Services - 0.1%  |
| Equifax, Inc. | &nbsp;&nbsp; 393 | &nbsp;&nbsp; 70767 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp; 329 | &nbsp;&nbsp; 41875 |
| Leidos Holdings, Inc. | &nbsp;&nbsp; 459 | &nbsp;&nbsp; 71384 |
| Verisk Analytics, Inc. | &nbsp;&nbsp; 473 | &nbsp;&nbsp; 89752 |
|  |  | &nbsp;&nbsp; 273778 |
| Restaurants - 0.9%  | Restaurants - 0.9%  | Restaurants - 0.9%  |
| Chipotle Mexican Grill, Inc. (a) | &nbsp;&nbsp; 4345 | &nbsp;&nbsp; 139084 |
| Darden Restaurants, Inc. | &nbsp;&nbsp; 392 | &nbsp;&nbsp; 76848 |
| Domino's Pizza, Inc. | &nbsp;&nbsp; 113 | &nbsp;&nbsp; 40543 |
| DoorDash, Inc., Class A (a) | &nbsp;&nbsp; 1274 | &nbsp;&nbsp; 191291 |
| McDonald's Corp. | &nbsp;&nbsp; 2365 | &nbsp;&nbsp; 735018 |
| Starbucks Corp. | &nbsp;&nbsp; 3760 | &nbsp;&nbsp; 336858 |
| Yum! Brands, Inc. | &nbsp;&nbsp; 926 | &nbsp;&nbsp; 143975 |
|  |  | &nbsp;&nbsp; 1663617 |
| Retail REITs - 0.3%  | Retail REITs - 0.3%  | Retail REITs - 0.3%  |
| &nbsp;&nbsp;&nbsp; Federal Realty Investment <br> Trust<br>| &nbsp;&nbsp; 317 | &nbsp;&nbsp; 33669 |
| Kimco Realty Corp. | &nbsp;&nbsp; 2566 | &nbsp;&nbsp; 57658 |
| Realty Income Corp. | &nbsp;&nbsp; 3165 | &nbsp;&nbsp; 193635 |
| Regency Centers Corp. | &nbsp;&nbsp; 620 | &nbsp;&nbsp; 46909 |
| Simon Property Group, Inc. | &nbsp;&nbsp; 1085 | &nbsp;&nbsp; 202385 |
|  |  | &nbsp;&nbsp; 534256 |
| Self Storage REITs - 0.1%  | Self Storage REITs - 0.1%  | Self Storage REITs - 0.1%  |
| Extra Space Storage, Inc. | &nbsp;&nbsp; 712 | &nbsp;&nbsp; 93365 |
| Public Storage | &nbsp;&nbsp; 542 | &nbsp;&nbsp; 146817 |
|  |  | &nbsp;&nbsp; 240182 |
| Semiconductor Materials & Equipment - 1.4%  | Semiconductor Materials & Equipment - 1.4%  | Semiconductor Materials & Equipment - 1.4%  |
| Applied Materials, Inc. | &nbsp;&nbsp; 2638 | &nbsp;&nbsp; 901642 |
| KLA Corp. | &nbsp;&nbsp; 437 | &nbsp;&nbsp; 643443 |
| Lam Research Corp. | &nbsp;&nbsp; 4133 | &nbsp;&nbsp; 883057 |
| Qnity Electronics, Inc. | &nbsp;&nbsp; 728 | &nbsp;&nbsp; 83997 |
| Teradyne, Inc. | &nbsp;&nbsp; 536 | &nbsp;&nbsp; 158902 |
|  |  | &nbsp;&nbsp; 2671041 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street S&P 500 Index V.I.S. Fund 9

------

**State Street S&P 500 Index V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Semiconductors - 12.9%  | Semiconductors - 12.9%  | Semiconductors - 12.9%  |
| &nbsp;&nbsp;&nbsp; Advanced Micro Devices, <br> Inc. (a)<br>| &nbsp;&nbsp; 5433 | &nbsp;&nbsp; $1105235 |
| Analog Devices, Inc. | &nbsp;&nbsp; 1578 | &nbsp;&nbsp; 502025 |
| Broadcom, Inc. | &nbsp;&nbsp; 15801 | &nbsp;&nbsp; 4890567 |
| First Solar, Inc. (a) | &nbsp;&nbsp; 356 | &nbsp;&nbsp; 70225 |
| Intel Corp. (a) | &nbsp;&nbsp; 15585 | &nbsp;&nbsp; 687766 |
| Microchip Technology, Inc. | &nbsp;&nbsp; 1833 | &nbsp;&nbsp; 118430 |
| Micron Technology, Inc. | &nbsp;&nbsp; 3751 | &nbsp;&nbsp; 1267238 |
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems, <br> Inc.<br>| &nbsp;&nbsp; 157 | &nbsp;&nbsp; 171656 |
| NVIDIA Corp. | &nbsp;&nbsp; 81102 | &nbsp;&nbsp; 14144189 |
| NXP Semiconductors NV | &nbsp;&nbsp; 851 | &nbsp;&nbsp; 167528 |
| ON Semiconductor Corp. (a) | &nbsp;&nbsp; 1446 | &nbsp;&nbsp; 89536 |
| QUALCOMM, Inc. | &nbsp;&nbsp; 3531 | &nbsp;&nbsp; 454722 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 26775 |
| Texas Instruments, Inc. | &nbsp;&nbsp; 3036 | &nbsp;&nbsp; 589409 |
|  |  | &nbsp;&nbsp; 24285301 |
| Single-Family Residential REITs - 0.0%\*  | Single-Family Residential REITs - 0.0%\*  | Single-Family Residential REITs - 0.0%\*  |
| Invitation Homes, Inc. | &nbsp;&nbsp; 1630 | &nbsp;&nbsp; 40506 |
| Soft Drinks & Non-alcoholic Beverages - 1.1%  | Soft Drinks & Non-alcoholic Beverages - 1.1%  | Soft Drinks & Non-alcoholic Beverages - 1.1%  |
| Coca-Cola Co. | &nbsp;&nbsp; 12981 | &nbsp;&nbsp; 987205 |
| Keurig Dr. Pepper, Inc. | &nbsp;&nbsp; 4736 | &nbsp;&nbsp; 124699 |
| Monster Beverage Corp. (a) | &nbsp;&nbsp; 2380 | &nbsp;&nbsp; 172455 |
| PepsiCo, Inc. | &nbsp;&nbsp; 4568 | &nbsp;&nbsp; 709364 |
|  |  | &nbsp;&nbsp; 1993723 |
| Specialty Chemicals - 0.4%  | Specialty Chemicals - 0.4%  | Specialty Chemicals - 0.4%  |
| Albemarle Corp. | &nbsp;&nbsp; 382 | &nbsp;&nbsp; 68580 |
| DuPont de Nemours, Inc. | &nbsp;&nbsp; 1457 | &nbsp;&nbsp; 66731 |
| Ecolab, Inc. | &nbsp;&nbsp; 794 | &nbsp;&nbsp; 211220 |
| &nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| &nbsp;&nbsp; 863 | &nbsp;&nbsp; 62611 |
| PPG Industries, Inc. | &nbsp;&nbsp; 738 | &nbsp;&nbsp; 78877 |
| Sherwin-Williams Co. | &nbsp;&nbsp; 784 | &nbsp;&nbsp; 251311 |
|  |  | &nbsp;&nbsp; 739330 |
| Steel - 0.1%  | Steel - 0.1%  | Steel - 0.1%  |
| Nucor Corp. | &nbsp;&nbsp; 729 | &nbsp;&nbsp; 123274 |
| Steel Dynamics, Inc. | &nbsp;&nbsp; 483 | &nbsp;&nbsp; 86940 |
|  |  | &nbsp;&nbsp; 210214 |
| Systems Software - 6.0%  | Systems Software - 6.0%  | Systems Software - 6.0%  |
| &nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 860 | &nbsp;&nbsp; 335752 |
| Fortinet, Inc. (a) | &nbsp;&nbsp; 2101 | &nbsp;&nbsp; 171694 |
| Gen Digital, Inc. | &nbsp;&nbsp; 1909 | &nbsp;&nbsp; 35946 |
| Microsoft Corp. | &nbsp;&nbsp; 24783 | &nbsp;&nbsp; 9173923 |
| Oracle Corp. | &nbsp;&nbsp; 5642 | &nbsp;&nbsp; 829995 |
| Palo Alto Networks, Inc. (a) | &nbsp;&nbsp; 2721 | &nbsp;&nbsp; 436231 |
| ServiceNow, Inc. (a) | &nbsp;&nbsp; 3520 | &nbsp;&nbsp; 368016 |
|  |  | &nbsp;&nbsp; 11351557 |
| Technology Distributors - 0.0%\*  | Technology Distributors - 0.0%\*  | Technology Distributors - 0.0%\*  |
| CDW Corp. | &nbsp;&nbsp; 378 | &nbsp;&nbsp; 45746 |
| Technology Hardware, Storage & Peripherals - 7.3%  | Technology Hardware, Storage & Peripherals - 7.3%  | Technology Hardware, Storage & Peripherals - 7.3%  |
| ABIOMED, Inc. (a) | &nbsp;&nbsp; 199 | &nbsp;&nbsp; 203 |
| Apple, Inc. | &nbsp;&nbsp; 48999 | &nbsp;&nbsp; 12435456 |
| &nbsp;&nbsp;&nbsp; Dell Technologies, Inc., <br> Class C<br>| &nbsp;&nbsp; 990 | &nbsp;&nbsp; 162489 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise <br> Co.<br>| &nbsp;&nbsp; 4667 | &nbsp;&nbsp; 111121 |
| HP, Inc. | &nbsp;&nbsp; 3129 | &nbsp;&nbsp; 60108 |
| NetApp, Inc. | &nbsp;&nbsp; 638 | &nbsp;&nbsp; 65325 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Sandisk Corp. (a) | &nbsp;&nbsp; 477 | &nbsp;&nbsp; $303057 |
| &nbsp;&nbsp;&nbsp; Seagate Technology Holdings <br> PLC<br>| &nbsp;&nbsp; 736 | &nbsp;&nbsp; 288336 |
| Super Micro Computer, Inc. (a) | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 38709 |
| Western Digital Corp. | &nbsp;&nbsp; 1153 | &nbsp;&nbsp; 311875 |
|  |  | &nbsp;&nbsp; 13776679 |
| Telecom Tower REITs - 0.2%  | Telecom Tower REITs - 0.2%  | Telecom Tower REITs - 0.2%  |
| American Tower Corp. | &nbsp;&nbsp; 1582 | &nbsp;&nbsp; 273021 |
| Crown Castle, Inc. | &nbsp;&nbsp; 1468 | &nbsp;&nbsp; 119363 |
| SBA Communications Corp. | &nbsp;&nbsp; 352 | &nbsp;&nbsp; 60583 |
|  |  | &nbsp;&nbsp; 452967 |
| Timber REITs - 0.0%\*  | Timber REITs - 0.0%\*  | Timber REITs - 0.0%\*  |
| Weyerhaeuser Co. | &nbsp;&nbsp; 2054 | &nbsp;&nbsp; 50179 |
| Tobacco - 0.6%  | Tobacco - 0.6%  | Tobacco - 0.6%  |
| Altria Group, Inc. | &nbsp;&nbsp; 5594 | &nbsp;&nbsp; 369148 |
| Philip Morris International, Inc. | &nbsp;&nbsp; 5197 | &nbsp;&nbsp; 859272 |
|  |  | &nbsp;&nbsp; 1228420 |
| Trading Companies & Distributors - 0.3%  | Trading Companies & Distributors - 0.3%  | Trading Companies & Distributors - 0.3%  |
| Fastenal Co. | &nbsp;&nbsp; 3891 | &nbsp;&nbsp; 180542 |
| United Rentals, Inc. | &nbsp;&nbsp; 192 | &nbsp;&nbsp; 139884 |
| WW Grainger, Inc. | &nbsp;&nbsp; 143 | &nbsp;&nbsp; 155986 |
|  |  | &nbsp;&nbsp; 476412 |
| Transaction & Payment Processing Services - 1.9%  | Transaction & Payment Processing Services - 1.9%  | Transaction & Payment Processing Services - 1.9%  |
| Block, Inc. (a) | &nbsp;&nbsp; 1868 | &nbsp;&nbsp; 112416 |
| Corpay, Inc. (a) | &nbsp;&nbsp; 247 | &nbsp;&nbsp; 71875 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc.<br>| &nbsp;&nbsp; 1747 | &nbsp;&nbsp; 81952 |
| Fiserv, Inc. (a) | &nbsp;&nbsp; 1838 | &nbsp;&nbsp; 102560 |
| Global Payments, Inc. | &nbsp;&nbsp; 829 | &nbsp;&nbsp; 55792 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp; 249 | &nbsp;&nbsp; 39352 |
| Mastercard, Inc., Class A | &nbsp;&nbsp; 2713 | &nbsp;&nbsp; 1355578 |
| PayPal Holdings, Inc. | &nbsp;&nbsp; 3092 | &nbsp;&nbsp; 139851 |
| Visa, Inc., Class A | &nbsp;&nbsp; 5609 | &nbsp;&nbsp; 1695264 |
|  |  | &nbsp;&nbsp; 3654640 |
| Water Utilities - 0.0%\*  | Water Utilities - 0.0%\*  | Water Utilities - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; American Water Works Co., <br> Inc.<br>| &nbsp;&nbsp; 633 | &nbsp;&nbsp; 86145 |
| Wireless Telecommunication Services - 0.2%  | Wireless Telecommunication Services - 0.2%  | Wireless Telecommunication Services - 0.2%  |
| T-Mobile U.S., Inc. | &nbsp;&nbsp; 1546 | &nbsp;&nbsp; 324706 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br>(Cost $38,152,596)<br>|  | &nbsp;&nbsp; 186802791 |
| **Short-Term Investment - 1.0%**  | **Short-Term Investment - 1.0%**  | **Short-Term Investment - 1.0%**  |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares 3.64% (d)(e) <br>(Cost $1,869,107)<br>| &nbsp;&nbsp; 1869107 | &nbsp;&nbsp; 1869107 |
| &nbsp;&nbsp;&nbsp; **Total Investments** <br>(Cost $40,021,703)<br>|  | &nbsp;&nbsp; 188671898 |
| **Other Assets and Liabilities, net - 0.0%\*** | **Other Assets and Liabilities, net - 0.0%\*** | &nbsp;&nbsp; 50868 |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp; $188722766 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

10 State Street S&P 500 Index V.I.S. Fund

------

**State Street S&P 500 Index V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

------

**Other Information:**

------

The Fund had the following long futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| S&P 500 E-mini Index Futures | June 2026 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $2339777 | &nbsp;&nbsp; $2299763 | &nbsp;&nbsp; $(40014)<br>|

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

---

| | |
|:---|:---|
| (a) | Non-income producing security. |
| (b) | State Street Corporation is the parent company of <br> SSGA Funds Management, Inc., the Fund's investment <br> adviser and administrator, and State Street Bank & <br> Trust Co., the Fund's sub-administrator, custodian and <br> accounting agent.<br>|
| (c) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for futures <br> contracts.<br>|
| (d) | Sponsored by SSGA Funds Management, Inc., the <br> Fund's investment adviser and administrator, and an <br> affiliate of State Street Bank & Trust Co., the Fund's <br> sub-administrator, custodian and accounting agent.<br>|
| (e) | Coupon amount represents effective yield. |
| † | Percentages are based on net assets as of March 31, <br> 2026.<br>|
| \* | Less than 0.05%. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Abbreviations:** |
| REIT - Real Estate Investment Trust |

---

The following table presents the Fund's investments measured at fair value on a recurring basis at March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| Common Stock | $186802588 | $203 | $— | $186802791 |
| Short-Term Investment | 1869107 |  |  | 1869107 |
| Total Investments in Securities | $188671695 | $203 | $— | $188671898 |
| Other Financial Instruments |  |  |  |  |
| Long Futures Contracts - Unrealized Depreciation | (40014)<br>|  |  | (40014)<br>|
| Total Other Financial Instruments | $(40014)<br>| $— | $— | $(40014)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Affiliate Table**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number** <br>**of Shares** <br>**Held at** <br>**12/31/25**<br>| **Value at** <br>**12/31/25**<br>| **Cost of** <br>**Purchases**<br>| **Proceeds** <br>**from** <br>**Shares** <br>**Sold**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Number of** <br>**Shares** <br>**Held at** <br>**3/31/26**<br>| **Value at** <br>**3/31/26**<br>| **Dividend** <br>**Income**<br>|
| State Street Corp. | 1023 | $131977 | $— | $23359 | $15499 | $(17680)<br>| 841 | $106437 | $859 |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund - Class G Shares<br>| 1950092 | 1950092 | 7030576 | 7111561 |  |  | 1869107 | 1869107 | 17005 |
| TOTAL |  | $2082069 | $7030576 | $7134920 | $15499 | $(17680)<br>|  | $1975544 | $17864 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street S&P 500 Index V.I.S. Fund 11

------

**State Street Premier Growth Equity V.I.S. Fund**

Schedule of Investments

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>| **Fair** <br>**Value**<br>|
| **Common Stock - 91.3% †** | **Common Stock - 91.3% †** | **Common Stock - 91.3% †** |
| Application Software - 2.4%  | Application Software - 2.4%  | Application Software - 2.4%  |
| Salesforce, Inc. | &nbsp;&nbsp; 1606 | &nbsp;&nbsp; $299792 |
| Synopsys, Inc. (a) | &nbsp;&nbsp; 1045 | &nbsp;&nbsp; 414322 |
|  |  | &nbsp;&nbsp; 714114 |
| Automobile Manufacturers - 0.9%  | Automobile Manufacturers - 0.9%  | Automobile Manufacturers - 0.9%  |
| Tesla, Inc. (a) | &nbsp;&nbsp; 667 | &nbsp;&nbsp; 247957 |
| Broadline Retail - 6.1%  | Broadline Retail - 6.1%  | Broadline Retail - 6.1%  |
| Amazon.com, Inc. (a) | &nbsp;&nbsp; 8618 | &nbsp;&nbsp; 1794871 |
| Construction Materials - 0.9%  | Construction Materials - 0.9%  | Construction Materials - 0.9%  |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp; 449 | &nbsp;&nbsp; 264317 |
| Data Center REITs - 1.3%  | Data Center REITs - 1.3%  | Data Center REITs - 1.3%  |
| Equinix, Inc. (b) | &nbsp;&nbsp; 385 | &nbsp;&nbsp; 377392 |
| Electrical Components & Equipment - 2.4%  | Electrical Components & Equipment - 2.4%  | Electrical Components & Equipment - 2.4%  |
| Eaton Corp. PLC | &nbsp;&nbsp; 1159 | &nbsp;&nbsp; 414539 |
| Emerson Electric Co. (b) | &nbsp;&nbsp; 2131 | &nbsp;&nbsp; 279204 |
|  |  | &nbsp;&nbsp; 693743 |
| Electronic Components - 1.3%  | Electronic Components - 1.3%  | Electronic Components - 1.3%  |
| Amphenol Corp., Class A | &nbsp;&nbsp; 2954 | &nbsp;&nbsp; 373238 |
| Financial Exchanges & Data - 1.9%  | Financial Exchanges & Data - 1.9%  | Financial Exchanges & Data - 1.9%  |
| S&P Global, Inc. | &nbsp;&nbsp; 1316 | &nbsp;&nbsp; 559747 |
| Healthcare Equipment - 2.1%  | Healthcare Equipment - 2.1%  | Healthcare Equipment - 2.1%  |
| Dexcom, Inc. (a) | &nbsp;&nbsp; 5281 | &nbsp;&nbsp; 331647 |
| Intuitive Surgical, Inc. (a) | &nbsp;&nbsp; 639 | &nbsp;&nbsp; 294572 |
|  |  | &nbsp;&nbsp; 626219 |
| Home Improvement Retail - 1.8%  | Home Improvement Retail - 1.8%  | Home Improvement Retail - 1.8%  |
| Home Depot, Inc. | &nbsp;&nbsp; 1586 | &nbsp;&nbsp; 521620 |
| Industrial Machinery & Supplies & Components - 1.1%  | Industrial Machinery & Supplies & Components - 1.1%  | Industrial Machinery & Supplies & Components - 1.1%  |
| Parker-Hannifin Corp. | &nbsp;&nbsp; 356 | &nbsp;&nbsp; 318705 |
| Interactive Media & Services - 12.5%  | Interactive Media & Services - 12.5%  | Interactive Media & Services - 12.5%  |
| Alphabet, Inc., Class A | &nbsp;&nbsp; 3610 | &nbsp;&nbsp; 1038091 |
| Alphabet, Inc., Class C | &nbsp;&nbsp; 4202 | &nbsp;&nbsp; 1205386 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp; 2529 | &nbsp;&nbsp; 1446917 |
|  |  | &nbsp;&nbsp; 3690394 |
| Internet Services & Infrastructure - 1.0%  | Internet Services & Infrastructure - 1.0%  | Internet Services & Infrastructure - 1.0%  |
| MongoDB, Inc. (a) | &nbsp;&nbsp; 1223 | &nbsp;&nbsp; 299354 |
| Life Sciences Tools & Services - 1.0%  | Life Sciences Tools & Services - 1.0%  | Life Sciences Tools & Services - 1.0%  |
| Repligen Corp. (a) | &nbsp;&nbsp; 2524 | &nbsp;&nbsp; 297378 |
| Passenger Ground Transportation - 1.4%  | Passenger Ground Transportation - 1.4%  | Passenger Ground Transportation - 1.4%  |
| Uber Technologies, Inc. (a) | &nbsp;&nbsp; 5820 | &nbsp;&nbsp; 418633 |
| Pharmaceuticals - 4.7%  | Pharmaceuticals - 4.7%  | Pharmaceuticals - 4.7%  |
| AstraZeneca PLC ADR | &nbsp;&nbsp; 1677 | &nbsp;&nbsp; 330738 |
| Eli Lilly & Co. | &nbsp;&nbsp; 1132 | &nbsp;&nbsp; 1041180 |
|  |  | &nbsp;&nbsp; 1371918 |
| Semiconductor Materials & Equipment - 2.1%  | Semiconductor Materials & Equipment - 2.1%  | Semiconductor Materials & Equipment - 2.1%  |
| Applied Materials, Inc. | &nbsp;&nbsp; 1811 | &nbsp;&nbsp; 618982 |
| Semiconductors - 21.7%  | Semiconductors - 21.7%  | Semiconductors - 21.7%  |
| &nbsp;&nbsp;&nbsp; Advanced Micro Devices, <br> Inc. (a)<br>| &nbsp;&nbsp; 3034 | &nbsp;&nbsp; 617207 |
| Broadcom, Inc. | &nbsp;&nbsp; 4502 | &nbsp;&nbsp; 1393414 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| NVIDIA Corp. | &nbsp;&nbsp; 25116 | &nbsp;&nbsp; $4380230 |
|  |  | &nbsp;&nbsp; 6390851 |
| Soft Drinks & Non-alcoholic Beverages - 1.1%  | Soft Drinks & Non-alcoholic Beverages - 1.1%  | Soft Drinks & Non-alcoholic Beverages - 1.1%  |
| Monster Beverage Corp. (a) | &nbsp;&nbsp; 4627 | &nbsp;&nbsp; 335272 |
| Systems Software - 13.1%  | Systems Software - 13.1%  | Systems Software - 13.1%  |
| &nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 753 | &nbsp;&nbsp; 293979 |
| Microsoft Corp. | &nbsp;&nbsp; 8238 | &nbsp;&nbsp; 3049461 |
| ServiceNow, Inc. (a) | &nbsp;&nbsp; 4926 | &nbsp;&nbsp; 515013 |
|  |  | &nbsp;&nbsp; 3858453 |
| Technology Hardware, Storage & Peripherals - 5.0%  | Technology Hardware, Storage & Peripherals - 5.0%  | Technology Hardware, Storage & Peripherals - 5.0%  |
| Apple, Inc. | &nbsp;&nbsp; 5838 | &nbsp;&nbsp; 1481626 |
| Trading Companies & Distributors - 1.0%  | Trading Companies & Distributors - 1.0%  | Trading Companies & Distributors - 1.0%  |
| United Rentals, Inc. | &nbsp;&nbsp; 411 | &nbsp;&nbsp; 299438 |
| Transaction & Payment Processing Services - 4.5%  | Transaction & Payment Processing Services - 4.5%  | Transaction & Payment Processing Services - 4.5%  |
| Mastercard, Inc., Class A | &nbsp;&nbsp; 892 | &nbsp;&nbsp; 445697 |
| Visa, Inc., Class A | &nbsp;&nbsp; 2887 | &nbsp;&nbsp; 872567 |
|  |  | &nbsp;&nbsp; 1318264 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br>(Cost $12,249,583)<br>|  | &nbsp;&nbsp; 26872486 |
| **Exchange Traded & Mutual Funds - 5.6%**  | **Exchange Traded & Mutual Funds - 5.6%**  | **Exchange Traded & Mutual Funds - 5.6%**  |
| &nbsp;&nbsp;&nbsp; State Street Technology Select <br> Sector SPDR ETF <br>| &nbsp;&nbsp; 6194 | &nbsp;&nbsp; 823183 |
| &nbsp;&nbsp;&nbsp; Vanguard Information <br> Technology ETF <br>| &nbsp;&nbsp; 1180 | &nbsp;&nbsp; 823309 |
| &nbsp;&nbsp;&nbsp; **Total Exchange Traded &** <br> **Mutual Funds** <br>(Cost $1,459,892)<br>|  | &nbsp;&nbsp; 1646492 |
| &nbsp;&nbsp;&nbsp; **Total Investments in** <br> **Securities** <br>(Cost $13,709,475)<br>|  | &nbsp;&nbsp; 28518978 |
| **Short-Term Investment - 2.9%**  | **Short-Term Investment - 2.9%**  | **Short-Term Investment - 2.9%**  |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares 3.64% (c)(d) <br>(Cost $863,332)<br>| &nbsp;&nbsp; 863332 | &nbsp;&nbsp; 863332 |
| &nbsp;&nbsp;&nbsp; **Total Investments** <br>(Cost $14,572,807)<br>|  | &nbsp;&nbsp; 29382310 |
| **Other Assets and Liabilities, net - 0.2%** | **Other Assets and Liabilities, net - 0.2%** | &nbsp;&nbsp; 45454 |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp; $29427764 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

12 State Street Premier Growth Equity V.I.S. Fund

------

**State Street Premier Growth Equity V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

------

**Other Information:**

------

The Fund had the following long futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Micro E-mini NASDAQ-100 Futures | June 2026 | &nbsp;&nbsp; 16 | &nbsp;&nbsp; $796983 | &nbsp;&nbsp; $765280 | &nbsp;&nbsp; $(31703)<br>|

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) At March 31, 2026, all or a portion of this security was pledged to cover collateral requirements for futures contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Sponsored by SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and accounting agent.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Coupon amount represents effective yield.

&nbsp;&nbsp;&nbsp;&nbsp;† Percentages are based on net assets as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Abbreviations:** |
| ADR - American Depositary Receipt |
| REIT - Real Estate Investment Trust |

---

The following table presents the Fund's investments measured at fair value on a recurring basis at March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| Common Stock | $26872486 | $— | $— | $26872486 |
| Exchange Traded & Mutual Funds | 1646492 |  |  | 1646492 |
| Short-Term Investment | 863332 |  |  | 863332 |
| Total Investments in Securities | $29382310 | $— | $— | $29382310 |
| Other Financial Instruments |  |  |  |  |
| Long Futures Contracts - Unrealized Depreciation | (31703)<br>|  |  | (31703)<br>|
| Total Other Financial Instruments | $(31703)<br>| $— | $— | $(31703)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Affiliate Table**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number** <br>**of Shares** <br>**Held at** <br>**12/31/25**<br>| **Value at** <br>**12/31/25**<br>| **Cost of** <br>**Purchases**<br>| **Proceeds** <br>**from** <br>**Shares** <br>**Sold**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Number of** <br>**Shares** <br>**Held at** <br>**3/31/26**<br>| **Value at** <br>**3/31/26**<br>| **Dividend** <br>**Income**<br>|
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market Fund - <br> Class G Shares<br>| 546977 | $546977 | $2309308 | $1992953 | $— | $— | 863332 | $863332 | $6206 |
| &nbsp;&nbsp;&nbsp; State Street Technology Select Sector <br> SPDR ETF<br>| 6810 | 980436 | 18654 | 107880 | 30339 | (98366)<br>| 6194 | 823183 | 1038 |
| TOTAL |  | $1527413 | $2327962 | $2100833 | $30339 | $(98366)<br>|  | $1686515 | $7244 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Premier Growth Equity V.I.S. Fund 13

------

**State Street Small-Cap Equity V.I.S. Fund**

Schedule of Investments

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>| **Fair** <br>**Value**<br>|
| **Common Stock - 94.0% †** | **Common Stock - 94.0% †** | **Common Stock - 94.0% †** |
| Aerospace & Defense - 2.0%  | Aerospace & Defense - 2.0%  | Aerospace & Defense - 2.0%  |
| AAR Corp. (a) | &nbsp;&nbsp; 309 | &nbsp;&nbsp; $33823 |
| AeroVironment, Inc. (a) | &nbsp;&nbsp; 265 | &nbsp;&nbsp; 48508 |
| Astronics Corp. (a) | &nbsp;&nbsp; 209 | &nbsp;&nbsp; 13947 |
| FTAI Aviation Ltd. | &nbsp;&nbsp; 333 | &nbsp;&nbsp; 81585 |
| Karman Holdings, Inc. (a) | &nbsp;&nbsp; 350 | &nbsp;&nbsp; 28017 |
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security <br> Solutions, Inc. (a)<br>| &nbsp;&nbsp; 819 | &nbsp;&nbsp; 57748 |
| Mercury Systems, Inc. (a) | &nbsp;&nbsp; 421 | &nbsp;&nbsp; 30695 |
| Woodward, Inc. | &nbsp;&nbsp; 387 | &nbsp;&nbsp; 138515 |
|  |  | &nbsp;&nbsp; 432838 |
| Agricultural & Farm Machinery - 0.9%  | Agricultural & Farm Machinery - 0.9%  | Agricultural & Farm Machinery - 0.9%  |
| AGCO Corp. | &nbsp;&nbsp; 1371 | &nbsp;&nbsp; 158858 |
| Alamo Group, Inc. | &nbsp;&nbsp; 234 | &nbsp;&nbsp; 38603 |
|  |  | &nbsp;&nbsp; 197461 |
| Agricultural Products & Services - 1.2%  | Agricultural Products & Services - 1.2%  | Agricultural Products & Services - 1.2%  |
| Darling Ingredients, Inc. (a)(b) | &nbsp;&nbsp; 4112 | &nbsp;&nbsp; 254327 |
| Apparel Retail - 1.7%  | Apparel Retail - 1.7%  | Apparel Retail - 1.7%  |
| &nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co., <br> Class A (a)<br>| &nbsp;&nbsp; 201 | &nbsp;&nbsp; 18365 |
| Boot Barn Holdings, Inc. (a) | &nbsp;&nbsp; 1463 | &nbsp;&nbsp; 214125 |
| Buckle, Inc. | &nbsp;&nbsp; 1655 | &nbsp;&nbsp; 83346 |
| Revolve Group, Inc. (a) | &nbsp;&nbsp; 1979 | &nbsp;&nbsp; 44745 |
|  |  | &nbsp;&nbsp; 360581 |
| Apparel, Accessories & Luxury Goods - 0.1%  | Apparel, Accessories & Luxury Goods - 0.1%  | Apparel, Accessories & Luxury Goods - 0.1%  |
| Kontoor Brands, Inc. | &nbsp;&nbsp; 436 | &nbsp;&nbsp; 30646 |
| Application Software - 3.7%  | Application Software - 3.7%  | Application Software - 3.7%  |
| ACI Worldwide, Inc. (a) | &nbsp;&nbsp; 2679 | &nbsp;&nbsp; 109866 |
| Alkami Technology, Inc. (a) | &nbsp;&nbsp; 4060 | &nbsp;&nbsp; 63620 |
| Blackbaud, Inc. (a) | &nbsp;&nbsp; 2169 | &nbsp;&nbsp; 83745 |
| BlackLine, Inc. (a) | &nbsp;&nbsp; 1661 | &nbsp;&nbsp; 61457 |
| Braze, Inc., Class A (a) | &nbsp;&nbsp; 4697 | &nbsp;&nbsp; 110896 |
| &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions <br> Holdings, Inc. (a)<br>| &nbsp;&nbsp; 13821 | &nbsp;&nbsp; 82926 |
| &nbsp;&nbsp;&nbsp; Descartes Systems Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 139 | &nbsp;&nbsp; 9947 |
| Dynatrace, Inc. (a) | &nbsp;&nbsp; 777 | &nbsp;&nbsp; 28733 |
| Guidewire Software, Inc. (a) | &nbsp;&nbsp; 179 | &nbsp;&nbsp; 26771 |
| nCino, Inc. (a) | &nbsp;&nbsp; 1659 | &nbsp;&nbsp; 24852 |
| Nutanix, Inc., Class A (a) | &nbsp;&nbsp; 2550 | &nbsp;&nbsp; 96926 |
| Procore Technologies, Inc. (a) | &nbsp;&nbsp; 349 | &nbsp;&nbsp; 19893 |
| Riot Platforms, Inc. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 7416 |
| Vertex, Inc., Class A (a) | &nbsp;&nbsp; 4257 | &nbsp;&nbsp; 50616 |
|  |  | &nbsp;&nbsp; 777664 |
| Asset Management & Custody Banks - 0.5%  | Asset Management & Custody Banks - 0.5%  | Asset Management & Custody Banks - 0.5%  |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp; 816 | &nbsp;&nbsp; 81111 |
| &nbsp;&nbsp;&nbsp; StepStone Group, Inc., <br> Class A<br>| &nbsp;&nbsp; 428 | &nbsp;&nbsp; 20424 |
|  |  | &nbsp;&nbsp; 101535 |
| Automobile Manufacturers - 0.3%  | Automobile Manufacturers - 0.3%  | Automobile Manufacturers - 0.3%  |
| Thor Industries, Inc. | &nbsp;&nbsp; 695 | &nbsp;&nbsp; 55524 |
| Automotive Parts & Equipment - 1.3%  | Automotive Parts & Equipment - 1.3%  | Automotive Parts & Equipment - 1.3%  |
| Dana, Inc. | &nbsp;&nbsp; 1046 | &nbsp;&nbsp; 35198 |
| Dorman Products, Inc. (a) | &nbsp;&nbsp; 1914 | &nbsp;&nbsp; 199745 |
| Patrick Industries, Inc. | &nbsp;&nbsp; 338 | &nbsp;&nbsp; 37542 |
|  |  | &nbsp;&nbsp; 272485 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Automotive Retail - 1.6%  | Automotive Retail - 1.6%  | Automotive Retail - 1.6%  |
| Group 1 Automotive, Inc. | &nbsp;&nbsp; 113 | &nbsp;&nbsp; $37361 |
| Murphy USA, Inc. | &nbsp;&nbsp; 450 | &nbsp;&nbsp; 222287 |
| Valvoline, Inc. (a) | &nbsp;&nbsp; 2305 | &nbsp;&nbsp; 77632 |
|  |  | &nbsp;&nbsp; 337280 |
| Biotechnology - 2.6%  | Biotechnology - 2.6%  | Biotechnology - 2.6%  |
| Abivax SA ADR (a)(b) | &nbsp;&nbsp; 227 | &nbsp;&nbsp; 25276 |
| ADMA Biologics, Inc. (a) | &nbsp;&nbsp; 735 | &nbsp;&nbsp; 6622 |
| &nbsp;&nbsp;&nbsp; Agios Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 394 | &nbsp;&nbsp; 13329 |
| &nbsp;&nbsp;&nbsp; Ascendis Pharma AS <br> ADR (a)(b)<br>| &nbsp;&nbsp; 368 | &nbsp;&nbsp; 84173 |
| Caris Life Sciences, Inc. (a) | &nbsp;&nbsp; 2845 | &nbsp;&nbsp; 50869 |
| &nbsp;&nbsp;&nbsp; Catalyst Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 1673 | &nbsp;&nbsp; 41423 |
| &nbsp;&nbsp;&nbsp; Emergent BioSolutions, <br> Inc. (a)<br>| &nbsp;&nbsp; 5157 | &nbsp;&nbsp; 42803 |
| &nbsp;&nbsp;&nbsp; Halozyme Therapeutics, <br> Inc. (a)<br>| &nbsp;&nbsp; 553 | &nbsp;&nbsp; 35740 |
| Heron Therapeutics, Inc. (a) | &nbsp;&nbsp; 26109 | &nbsp;&nbsp; 20890 |
| &nbsp;&nbsp;&nbsp; Legend Biotech Corp. <br> ADR (a)(b)<br>| &nbsp;&nbsp; 809 | &nbsp;&nbsp; 14635 |
| &nbsp;&nbsp;&nbsp; Madrigal Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 34 | &nbsp;&nbsp; 17798 |
| &nbsp;&nbsp;&nbsp; Newamsterdam Pharma Co. <br> NV (a)<br>| &nbsp;&nbsp; 371 | &nbsp;&nbsp; 11876 |
| Oruka Therapeutics, Inc. (a) | &nbsp;&nbsp; 113 | &nbsp;&nbsp; 5543 |
| Revolution Medicines, Inc. (a) | &nbsp;&nbsp; 209 | &nbsp;&nbsp; 20325 |
| &nbsp;&nbsp;&nbsp; Rhythm Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 344 | &nbsp;&nbsp; 29918 |
| Vaxcyte, Inc. (a) | &nbsp;&nbsp; 650 | &nbsp;&nbsp; 37771 |
| Veracyte, Inc. (a) | &nbsp;&nbsp; 650 | &nbsp;&nbsp; 20936 |
| Vericel Corp. (a) | &nbsp;&nbsp; 2010 | &nbsp;&nbsp; 64662 |
| &nbsp;&nbsp;&nbsp; Xenon Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 271 | &nbsp;&nbsp; 15759 |
|  |  | &nbsp;&nbsp; 560348 |
| Brewers - 0.5%  | Brewers - 0.5%  | Brewers - 0.5%  |
| &nbsp;&nbsp;&nbsp; Boston Beer Co., Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 437 | &nbsp;&nbsp; 100685 |
| Broadline Retail - 0.0%\*  | Broadline Retail - 0.0%\*  | Broadline Retail - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Pattern Group, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 427 | &nbsp;&nbsp; 5308 |
| Building Products - 4.7%  | Building Products - 4.7%  | Building Products - 4.7%  |
| AAON, Inc. | &nbsp;&nbsp; 1040 | &nbsp;&nbsp; 86060 |
| &nbsp;&nbsp;&nbsp; Armstrong World Industries, <br> Inc.<br>| &nbsp;&nbsp; 931 | &nbsp;&nbsp; 153429 |
| AZZ, Inc. | &nbsp;&nbsp; 429 | &nbsp;&nbsp; 53681 |
| CSW Industrials, Inc. | &nbsp;&nbsp; 1060 | &nbsp;&nbsp; 276215 |
| Gibraltar Industries, Inc. (a) | &nbsp;&nbsp; 1847 | &nbsp;&nbsp; 73640 |
| Modine Manufacturing Co. (a) | &nbsp;&nbsp; 924 | &nbsp;&nbsp; 200240 |
| &nbsp;&nbsp;&nbsp; Simpson Manufacturing Co., <br> Inc.<br>| &nbsp;&nbsp; 747 | &nbsp;&nbsp; 128200 |
| UFP Industries, Inc. | &nbsp;&nbsp; 206 | &nbsp;&nbsp; 18976 |
|  |  | &nbsp;&nbsp; 990441 |
| Cargo Ground Transportation - 0.5%  | Cargo Ground Transportation - 0.5%  | Cargo Ground Transportation - 0.5%  |
| RXO, Inc. (a) | &nbsp;&nbsp; 994 | &nbsp;&nbsp; 14532 |
| Saia, Inc. (a) | &nbsp;&nbsp; 236 | &nbsp;&nbsp; 82902 |
|  |  | &nbsp;&nbsp; 97434 |
| Coal & Consumable Fuels - 0.0%\*  | Coal & Consumable Fuels - 0.0%\*  | Coal & Consumable Fuels - 0.0%\*  |
| Uranium Energy Corp. (a) | &nbsp;&nbsp; 571 | &nbsp;&nbsp; 7709 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

14 State Street Small-Cap Equity V.I.S. Fund

------

**State Street Small-Cap Equity V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Commercial & Residential Mortgage Finance - 0.2%  | Commercial & Residential Mortgage Finance - 0.2%  | Commercial & Residential Mortgage Finance - 0.2%  |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, <br> Inc.<br>| &nbsp;&nbsp; 397 | &nbsp;&nbsp; $34698 |
| Commercial Printing - 0.1%  | Commercial Printing - 0.1%  | Commercial Printing - 0.1%  |
| Brady Corp., Class A | &nbsp;&nbsp; 320 | &nbsp;&nbsp; 25997 |
| Commodity Chemicals - 0.1%  | Commodity Chemicals - 0.1%  | Commodity Chemicals - 0.1%  |
| Hawkins, Inc. | &nbsp;&nbsp; 157 | &nbsp;&nbsp; 24115 |
| Communications Equipment - 1.0%  | Communications Equipment - 1.0%  | Communications Equipment - 1.0%  |
| Calix, Inc. (a) | &nbsp;&nbsp; 556 | &nbsp;&nbsp; 27239 |
| Extreme Networks, Inc. (a) | &nbsp;&nbsp; 12652 | &nbsp;&nbsp; 190792 |
|  |  | &nbsp;&nbsp; 218031 |
| Construction & Engineering - 1.4%  | Construction & Engineering - 1.4%  | Construction & Engineering - 1.4%  |
| API Group Corp. (a) | &nbsp;&nbsp; 657 | &nbsp;&nbsp; 26622 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp; 52 | &nbsp;&nbsp; 71707 |
| IES Holdings, Inc. (a) | &nbsp;&nbsp; 63 | &nbsp;&nbsp; 30018 |
| Legence Corp., Class A (a) | &nbsp;&nbsp; 669 | &nbsp;&nbsp; 37772 |
| MYR Group, Inc. (a) | &nbsp;&nbsp; 194 | &nbsp;&nbsp; 54770 |
| Primoris Services Corp. | &nbsp;&nbsp; 262 | &nbsp;&nbsp; 37476 |
| Valmont Industries, Inc. | &nbsp;&nbsp; 112 | &nbsp;&nbsp; 44752 |
|  |  | &nbsp;&nbsp; 303117 |
| Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  |
| Astec Industries, Inc. | &nbsp;&nbsp; 638 | &nbsp;&nbsp; 34350 |
| Manitowoc Co., Inc. (a) | &nbsp;&nbsp; 1524 | &nbsp;&nbsp; 17755 |
| Oshkosh Corp. | &nbsp;&nbsp; 153 | &nbsp;&nbsp; 22523 |
| Terex Corp. | &nbsp;&nbsp; 223 | &nbsp;&nbsp; 13179 |
|  |  | &nbsp;&nbsp; 87807 |
| Construction Materials - 0.1%  | Construction Materials - 0.1%  | Construction Materials - 0.1%  |
| Eagle Materials, Inc. | &nbsp;&nbsp; 108 | &nbsp;&nbsp; 20461 |
| Consumer Finance - 0.5%  | Consumer Finance - 0.5%  | Consumer Finance - 0.5%  |
| FirstCash Holdings, Inc. | &nbsp;&nbsp; 149 | &nbsp;&nbsp; 28012 |
| LendingClub Corp. (a) | &nbsp;&nbsp; 764 | &nbsp;&nbsp; 10941 |
| PROG Holdings, Inc. | &nbsp;&nbsp; 2283 | &nbsp;&nbsp; 65499 |
|  |  | &nbsp;&nbsp; 104452 |
| Data Processing & Outsourced Services - 0.3%  | Data Processing & Outsourced Services - 0.3%  | Data Processing & Outsourced Services - 0.3%  |
| Verra Mobility Corp. (a) | &nbsp;&nbsp; 4790 | &nbsp;&nbsp; 68449 |
| Distributors - 0.4%  | Distributors - 0.4%  | Distributors - 0.4%  |
| LKQ Corp. | &nbsp;&nbsp; 2607 | &nbsp;&nbsp; 76568 |
| Diversified Financial Services - 0.1%  | Diversified Financial Services - 0.1%  | Diversified Financial Services - 0.1%  |
| &nbsp;&nbsp;&nbsp; Jackson Financial, Inc., <br> Class A<br>| &nbsp;&nbsp; 261 | &nbsp;&nbsp; 27593 |
| Diversified Metals & Mining - 0.1%  | Diversified Metals & Mining - 0.1%  | Diversified Metals & Mining - 0.1%  |
| Materion Corp. | &nbsp;&nbsp; 128 | &nbsp;&nbsp; 18515 |
| Diversified REITs - 0.1%  | Diversified REITs - 0.1%  | Diversified REITs - 0.1%  |
| &nbsp;&nbsp;&nbsp; Essential Properties Realty <br> Trust, Inc.<br>| &nbsp;&nbsp; 548 | &nbsp;&nbsp; 16637 |
| Diversified Support Services - 1.0%  | Diversified Support Services - 1.0%  | Diversified Support Services - 1.0%  |
| &nbsp;&nbsp;&nbsp; Healthcare Services Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 5684 | &nbsp;&nbsp; 105438 |
| RB Global, Inc. | &nbsp;&nbsp; 875 | &nbsp;&nbsp; 83869 |
| Vestis Corp. (a) | &nbsp;&nbsp; 2808 | &nbsp;&nbsp; 22071 |
|  |  | &nbsp;&nbsp; 211378 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Education Services - 0.5%  | Education Services - 0.5%  | Education Services - 0.5%  |
| &nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc. (a)<br>| &nbsp;&nbsp; 956 | &nbsp;&nbsp; $78516 |
| Stride, Inc. (a) | &nbsp;&nbsp; 411 | &nbsp;&nbsp; 36238 |
|  |  | &nbsp;&nbsp; 114754 |
| Electric Utilities - 1.1%  | Electric Utilities - 1.1%  | Electric Utilities - 1.1%  |
| IDACORP, Inc. | &nbsp;&nbsp; 1658 | &nbsp;&nbsp; 237044 |
| Electrical Components & Equipment - 0.6%  | Electrical Components & Equipment - 0.6%  | Electrical Components & Equipment - 0.6%  |
| Acuity, Inc. | &nbsp;&nbsp; 50 | &nbsp;&nbsp; 14011 |
| EnerSys | &nbsp;&nbsp; 214 | &nbsp;&nbsp; 37176 |
| Nextpower, Inc., Class A (a) | &nbsp;&nbsp; 408 | &nbsp;&nbsp; 49184 |
| Regal Rexnord Corp. | &nbsp;&nbsp; 96 | &nbsp;&nbsp; 17977 |
|  |  | &nbsp;&nbsp; 118348 |
| Electronic Components - 1.8%  | Electronic Components - 1.8%  | Electronic Components - 1.8%  |
| Belden, Inc. | &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 183728 |
| Littelfuse, Inc. | &nbsp;&nbsp; 561 | &nbsp;&nbsp; 190375 |
|  |  | &nbsp;&nbsp; 374103 |
| Electronic Equipment & Instruments - 2.6%  | Electronic Equipment & Instruments - 2.6%  | Electronic Equipment & Instruments - 2.6%  |
| &nbsp;&nbsp;&nbsp; Advanced Energy Industries, <br> Inc.<br>| &nbsp;&nbsp; 335 | &nbsp;&nbsp; 108108 |
| Crane NXT Co. | &nbsp;&nbsp; 4243 | &nbsp;&nbsp; 172223 |
| Novanta, Inc. (a) | &nbsp;&nbsp; 920 | &nbsp;&nbsp; 108661 |
| Ralliant Corp. | &nbsp;&nbsp; 1445 | &nbsp;&nbsp; 60098 |
| Vontier Corp. | &nbsp;&nbsp; 2975 | &nbsp;&nbsp; 105523 |
|  |  | &nbsp;&nbsp; 554613 |
| Electronic Manufacturing Services - 0.7%  | Electronic Manufacturing Services - 0.7%  | Electronic Manufacturing Services - 0.7%  |
| Fabrinet (a) | &nbsp;&nbsp; 73 | &nbsp;&nbsp; 38071 |
| Plexus Corp. (a) | &nbsp;&nbsp; 567 | &nbsp;&nbsp; 114840 |
|  |  | &nbsp;&nbsp; 152911 |
| Environmental & Facilities Services - 0.2%  | Environmental & Facilities Services - 0.2%  | Environmental & Facilities Services - 0.2%  |
| BrightView Holdings, Inc. (a) | &nbsp;&nbsp; 2254 | &nbsp;&nbsp; 26575 |
| &nbsp;&nbsp;&nbsp; Casella Waste Systems, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 286 | &nbsp;&nbsp; 22691 |
|  |  | &nbsp;&nbsp; 49266 |
| Financial Exchanges & Data - 0.4%  | Financial Exchanges & Data - 0.4%  | Financial Exchanges & Data - 0.4%  |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp; 490 | &nbsp;&nbsp; 80840 |
| Food Distributors - 0.5%  | Food Distributors - 0.5%  | Food Distributors - 0.5%  |
| Chefs' Warehouse, Inc. (a) | &nbsp;&nbsp; 234 | &nbsp;&nbsp; 13911 |
| &nbsp;&nbsp;&nbsp; Performance Food Group <br> Co. (a)<br>| &nbsp;&nbsp; 1001 | &nbsp;&nbsp; 85746 |
|  |  | &nbsp;&nbsp; 99657 |
| Food Retail - 0.3%  | Food Retail - 0.3%  | Food Retail - 0.3%  |
| &nbsp;&nbsp;&nbsp; Sprouts Farmers Market, <br> Inc. (a)<br>| &nbsp;&nbsp; 750 | &nbsp;&nbsp; 57847 |
| Footwear - 0.1%  | Footwear - 0.1%  | Footwear - 0.1%  |
| Birkenstock Holding PLC (a) | &nbsp;&nbsp; 714 | &nbsp;&nbsp; 25583 |
| Forest Products - 0.9%  | Forest Products - 0.9%  | Forest Products - 0.9%  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp; 2705 | &nbsp;&nbsp; 196789 |
| Gas Utilities - 0.1%  | Gas Utilities - 0.1%  | Gas Utilities - 0.1%  |
| UGI Corp. | &nbsp;&nbsp; 808 | &nbsp;&nbsp; 29427 |
| Gold - 0.0%\*  | Gold - 0.0%\*  | Gold - 0.0%\*  |
| Coeur Mining, Inc. (a) | &nbsp;&nbsp; 475 | &nbsp;&nbsp; 8916 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Small-Cap Equity V.I.S. Fund 15

------

**State Street Small-Cap Equity V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Health Care REITs - 0.3%  | Health Care REITs - 0.3%  | Health Care REITs - 0.3%  |
| &nbsp;&nbsp;&nbsp; Community Healthcare Trust, <br> Inc.<br>| &nbsp;&nbsp; 3344 | &nbsp;&nbsp; $53136 |
| Healthcare Distributors - 0.6%  | Healthcare Distributors - 0.6%  | Healthcare Distributors - 0.6%  |
| AdaptHealth Corp. (a) | &nbsp;&nbsp; 10904 | &nbsp;&nbsp; 129758 |
| Healthcare Equipment - 3.5%  | Healthcare Equipment - 3.5%  | Healthcare Equipment - 3.5%  |
| AtriCure, Inc. (a) | &nbsp;&nbsp; 2295 | &nbsp;&nbsp; 65476 |
| Envista Holdings Corp. (a) | &nbsp;&nbsp; 3782 | &nbsp;&nbsp; 95949 |
| Glaukos Corp. (a) | &nbsp;&nbsp; 855 | &nbsp;&nbsp; 92049 |
| &nbsp;&nbsp;&nbsp; Globus Medical, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 810 | &nbsp;&nbsp; 69790 |
| &nbsp;&nbsp;&nbsp; Inspire Medical Systems, <br> Inc. (a)<br>| &nbsp;&nbsp; 385 | &nbsp;&nbsp; 19858 |
| Integer Holdings Corp. (a) | &nbsp;&nbsp; 869 | &nbsp;&nbsp; 76472 |
| LeMaitre Vascular, Inc. | &nbsp;&nbsp; 267 | &nbsp;&nbsp; 29148 |
| LivaNova PLC (a) | &nbsp;&nbsp; 221 | &nbsp;&nbsp; 14047 |
| Masimo Corp. (a) | &nbsp;&nbsp; 456 | &nbsp;&nbsp; 81109 |
| Penumbra, Inc. (a) | &nbsp;&nbsp; 315 | &nbsp;&nbsp; 103437 |
| &nbsp;&nbsp;&nbsp; PROCEPT BioRobotics <br> Corp. (a)<br>| &nbsp;&nbsp; 2700 | &nbsp;&nbsp; 67527 |
| SI-BONE, Inc. (a) | &nbsp;&nbsp; 2120 | &nbsp;&nbsp; 26776 |
|  |  | &nbsp;&nbsp; 741638 |
| Healthcare Facilities - 1.1%  | Healthcare Facilities - 1.1%  | Healthcare Facilities - 1.1%  |
| Acadia Healthcare Co., Inc. (a) | &nbsp;&nbsp; 2315 | &nbsp;&nbsp; 54148 |
| U.S. Physical Therapy, Inc. | &nbsp;&nbsp; 2340 | &nbsp;&nbsp; 175406 |
|  |  | &nbsp;&nbsp; 229554 |
| Healthcare Services - 1.1%  | Healthcare Services - 1.1%  | Healthcare Services - 1.1%  |
| Addus HomeCare Corp. (a) | &nbsp;&nbsp; 248 | &nbsp;&nbsp; 23225 |
| Castle Biosciences, Inc. (a) | &nbsp;&nbsp; 2270 | &nbsp;&nbsp; 55729 |
| GeneDx Holdings Corp. (a) | &nbsp;&nbsp; 240 | &nbsp;&nbsp; 15413 |
| Guardant Health, Inc. (a) | &nbsp;&nbsp; 271 | &nbsp;&nbsp; 25032 |
| Hinge Health, Inc., Class A (a) | &nbsp;&nbsp; 982 | &nbsp;&nbsp; 37866 |
| Option Care Health, Inc. (a) | &nbsp;&nbsp; 433 | &nbsp;&nbsp; 11656 |
| RadNet, Inc. (a) | &nbsp;&nbsp; 1281 | &nbsp;&nbsp; 71595 |
|  |  | &nbsp;&nbsp; 240516 |
| Healthcare Supplies - 0.3%  | Healthcare Supplies - 0.3%  | Healthcare Supplies - 0.3%  |
| ICU Medical, Inc. (a) | &nbsp;&nbsp; 159 | &nbsp;&nbsp; 20535 |
| Merit Medical Systems, Inc. (a) | &nbsp;&nbsp; 685 | &nbsp;&nbsp; 47217 |
|  |  | &nbsp;&nbsp; 67752 |
| Healthcare Technology - 0.2%  | Healthcare Technology - 0.2%  | Healthcare Technology - 0.2%  |
| HeartFlow, Inc. (a) | &nbsp;&nbsp; 1240 | &nbsp;&nbsp; 30169 |
| Simulations Plus, Inc. (a) | &nbsp;&nbsp; 619 | &nbsp;&nbsp; 7317 |
|  |  | &nbsp;&nbsp; 37486 |
| Heavy Electrical Equipment - 0.4%  | Heavy Electrical Equipment - 0.4%  | Heavy Electrical Equipment - 0.4%  |
| &nbsp;&nbsp;&nbsp; Bloom Energy Corp., <br> Class A (a)<br>| &nbsp;&nbsp; 678 | &nbsp;&nbsp; 91862 |
| Home Building - 0.6%  | Home Building - 0.6%  | Home Building - 0.6%  |
| Cavco Industries, Inc. (a) | &nbsp;&nbsp; 37 | &nbsp;&nbsp; 17919 |
| Green Brick Partners, Inc. (a) | &nbsp;&nbsp; 389 | &nbsp;&nbsp; 25071 |
| &nbsp;&nbsp;&nbsp; Installed Building Products, <br> Inc.<br>| &nbsp;&nbsp; 82 | &nbsp;&nbsp; 21742 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home <br> Corp. (a)<br>| &nbsp;&nbsp; 872 | &nbsp;&nbsp; 50785 |
| TopBuild Corp. (a) | &nbsp;&nbsp; 53 | &nbsp;&nbsp; 18619 |
|  |  | &nbsp;&nbsp; 134136 |
| Home Improvement Retail - 0.3%  | Home Improvement Retail - 0.3%  | Home Improvement Retail - 0.3%  |
| &nbsp;&nbsp;&nbsp; Floor & Decor Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 1305 | &nbsp;&nbsp; 66294 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Hotel & Resort REITs - 0.3%  | Hotel & Resort REITs - 0.3%  | Hotel & Resort REITs - 0.3%  |
| RLJ Lodging Trust | &nbsp;&nbsp; 9595 | &nbsp;&nbsp; $71195 |
| Hotels, Resorts & Cruise Lines - 0.3%  | Hotels, Resorts & Cruise Lines - 0.3%  | Hotels, Resorts & Cruise Lines - 0.3%  |
| &nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, <br> Inc.<br>| &nbsp;&nbsp; 885 | &nbsp;&nbsp; 71889 |
| Human Resource & Employment Services - 0.4%  | Human Resource & Employment Services - 0.4%  | Human Resource & Employment Services - 0.4%  |
| First Advantage Corp. (a) | &nbsp;&nbsp; 6540 | &nbsp;&nbsp; 76910 |
| Industrial Machinery & Supplies & Components - 5.8%  | Industrial Machinery & Supplies & Components - 5.8%  | Industrial Machinery & Supplies & Components - 5.8%  |
| Enerpac Tool Group Corp. | &nbsp;&nbsp; 6984 | &nbsp;&nbsp; 254706 |
| Enpro, Inc. | &nbsp;&nbsp; 130 | &nbsp;&nbsp; 32584 |
| Esab Corp. | &nbsp;&nbsp; 1015 | &nbsp;&nbsp; 98110 |
| Gates Industrial Corp. PLC (a) | &nbsp;&nbsp; 1232 | &nbsp;&nbsp; 27856 |
| Gorman-Rupp Co. | &nbsp;&nbsp; 227 | &nbsp;&nbsp; 14104 |
| Helios Technologies, Inc. | &nbsp;&nbsp; 436 | &nbsp;&nbsp; 28214 |
| ITT, Inc. | &nbsp;&nbsp; 191 | &nbsp;&nbsp; 36391 |
| JBT Marel Corp. | &nbsp;&nbsp; 350 | &nbsp;&nbsp; 44754 |
| Kadant, Inc. | &nbsp;&nbsp; 617 | &nbsp;&nbsp; 180380 |
| Mueller Industries, Inc. | &nbsp;&nbsp; 1865 | &nbsp;&nbsp; 206642 |
| RBC Bearings, Inc. (a) | &nbsp;&nbsp; 80 | &nbsp;&nbsp; 43450 |
| SPX Technologies, Inc. (a) | &nbsp;&nbsp; 594 | &nbsp;&nbsp; 118764 |
| Standex International Corp. | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 101944 |
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, <br> Inc., Class A<br>| &nbsp;&nbsp; 130 | &nbsp;&nbsp; 37738 |
|  |  | &nbsp;&nbsp; 1225637 |
| Industrial REITs - 0.9%  | Industrial REITs - 0.9%  | Industrial REITs - 0.9%  |
| Americold Realty Trust, Inc. | &nbsp;&nbsp; 1302 | &nbsp;&nbsp; 14921 |
| EastGroup Properties, Inc. | &nbsp;&nbsp; 671 | &nbsp;&nbsp; 124195 |
| &nbsp;&nbsp;&nbsp; First Industrial Realty Trust, <br> Inc.<br>| &nbsp;&nbsp; 586 | &nbsp;&nbsp; 33900 |
| Lineage, Inc. | &nbsp;&nbsp; 364 | &nbsp;&nbsp; 11925 |
|  |  | &nbsp;&nbsp; 184941 |
| Insurance Brokers - 0.4%  | Insurance Brokers - 0.4%  | Insurance Brokers - 0.4%  |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 3825 | &nbsp;&nbsp; 83920 |
| Internet Services & Infrastructure - 0.0%\*  | Internet Services & Infrastructure - 0.0%\*  | Internet Services & Infrastructure - 0.0%\*  |
| Applied Digital Corp. (a) | &nbsp;&nbsp; 195 | &nbsp;&nbsp; 4629 |
| Investment Banking & Brokerage - 1.7%  | Investment Banking & Brokerage - 1.7%  | Investment Banking & Brokerage - 1.7%  |
| Houlihan Lokey, Inc. | &nbsp;&nbsp; 195 | &nbsp;&nbsp; 28006 |
| Piper Sandler Cos. | &nbsp;&nbsp; 324 | &nbsp;&nbsp; 24802 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp; 505 | &nbsp;&nbsp; 70559 |
| &nbsp;&nbsp;&nbsp; Raymond James Financial, <br> Inc.<br>| &nbsp;&nbsp; 989 | &nbsp;&nbsp; 143197 |
| StoneX Group, Inc. (a) | &nbsp;&nbsp; 1222 | &nbsp;&nbsp; 98554 |
|  |  | &nbsp;&nbsp; 365118 |
| IT Consulting & Other Services - 0.1%  | IT Consulting & Other Services - 0.1%  | IT Consulting & Other Services - 0.1%  |
| Unisys Corp. (a) | &nbsp;&nbsp; 6175 | &nbsp;&nbsp; 12782 |
| Leisure Facilities - 0.2%  | Leisure Facilities - 0.2%  | Leisure Facilities - 0.2%  |
| &nbsp;&nbsp;&nbsp; Life Time Group Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 1150 | &nbsp;&nbsp; 30981 |
| &nbsp;&nbsp;&nbsp; Planet Fitness, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 260 | &nbsp;&nbsp; 19339 |
|  |  | &nbsp;&nbsp; 50320 |
| Leisure Products - 0.4%  | Leisure Products - 0.4%  | Leisure Products - 0.4%  |
| Acushnet Holdings Corp. | &nbsp;&nbsp; 384 | &nbsp;&nbsp; 35896 |
| Polaris, Inc. | &nbsp;&nbsp; 364 | &nbsp;&nbsp; 19838 |
| YETI Holdings, Inc. (a) | &nbsp;&nbsp; 607 | &nbsp;&nbsp; 22210 |
|  |  | &nbsp;&nbsp; 77944 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

16 State Street Small-Cap Equity V.I.S. Fund

------

**State Street Small-Cap Equity V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Life Sciences Tools & Services - 2.2%  | Life Sciences Tools & Services - 2.2%  | Life Sciences Tools & Services - 2.2%  |
| &nbsp;&nbsp;&nbsp; Adaptive Biotechnologies <br> Corp. (a)<br>| &nbsp;&nbsp; 918 | &nbsp;&nbsp; $12742 |
| Azenta, Inc. (a) | &nbsp;&nbsp; 2597 | &nbsp;&nbsp; 54875 |
| BioLife Solutions, Inc. (a) | &nbsp;&nbsp; 2915 | &nbsp;&nbsp; 55618 |
| Bruker Corp. | &nbsp;&nbsp; 3255 | &nbsp;&nbsp; 117570 |
| ICON PLC (a) | &nbsp;&nbsp; 269 | &nbsp;&nbsp; 29767 |
| Mesa Laboratories, Inc. | &nbsp;&nbsp; 271 | &nbsp;&nbsp; 23962 |
| Repligen Corp. (a) | &nbsp;&nbsp; 1368 | &nbsp;&nbsp; 161178 |
|  |  | &nbsp;&nbsp; 455712 |
| Managed Healthcare - 0.1%  | Managed Healthcare - 0.1%  | Managed Healthcare - 0.1%  |
| HealthEquity, Inc. (a) | &nbsp;&nbsp; 259 | &nbsp;&nbsp; 21645 |
| Movies & Entertainment - 0.2%  | Movies & Entertainment - 0.2%  | Movies & Entertainment - 0.2%  |
| IMAX Corp. (a) | &nbsp;&nbsp; 856 | &nbsp;&nbsp; 32537 |
| Multi-Line Insurance - 0.2%  | Multi-Line Insurance - 0.2%  | Multi-Line Insurance - 0.2%  |
| Horace Mann Educators Corp. | &nbsp;&nbsp; 1090 | &nbsp;&nbsp; 46521 |
| Multi-Utilities - 0.1%  | Multi-Utilities - 0.1%  | Multi-Utilities - 0.1%  |
| Avista Corp. | &nbsp;&nbsp; 575 | &nbsp;&nbsp; 23081 |
| Office REITs - 0.7%  | Office REITs - 0.7%  | Office REITs - 0.7%  |
| COPT Defense Properties | &nbsp;&nbsp; 496 | &nbsp;&nbsp; 15178 |
| Cousins Properties, Inc. | &nbsp;&nbsp; 4356 | &nbsp;&nbsp; 98315 |
| &nbsp;&nbsp;&nbsp; Easterly Government <br> Properties, Inc.<br>| &nbsp;&nbsp; 1921 | &nbsp;&nbsp; 41167 |
|  |  | &nbsp;&nbsp; 154660 |
| Office Services & Supplies - 1.4%  | Office Services & Supplies - 1.4%  | Office Services & Supplies - 1.4%  |
| MSA Safety, Inc. (b) | &nbsp;&nbsp; 1772 | &nbsp;&nbsp; 290519 |
| Oil & Gas Equipment & Services - 1.0%  | Oil & Gas Equipment & Services - 1.0%  | Oil & Gas Equipment & Services - 1.0%  |
| Atlas Energy Solutions, Inc. | &nbsp;&nbsp; 1561 | &nbsp;&nbsp; 20480 |
| Cactus, Inc., Class A | &nbsp;&nbsp; 2665 | &nbsp;&nbsp; 126241 |
| &nbsp;&nbsp;&nbsp; Oil States International, <br> Inc. (a)<br>| &nbsp;&nbsp; 554 | &nbsp;&nbsp; 6449 |
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, <br> Inc.<br>| &nbsp;&nbsp; 590 | &nbsp;&nbsp; 33341 |
| TechnipFMC PLC | &nbsp;&nbsp; 296 | &nbsp;&nbsp; 20462 |
|  |  | &nbsp;&nbsp; 206973 |
| Oil & Gas Exploration & Production - 2.4%  | Oil & Gas Exploration & Production - 2.4%  | Oil & Gas Exploration & Production - 2.4%  |
| Chord Energy Corp. | &nbsp;&nbsp; 95 | &nbsp;&nbsp; 13507 |
| Matador Resources Co. | &nbsp;&nbsp; 1725 | &nbsp;&nbsp; 108986 |
| Northern Oil & Gas, Inc. | &nbsp;&nbsp; 4831 | &nbsp;&nbsp; 141210 |
| &nbsp;&nbsp;&nbsp; Permian Resources Corp., <br> Class A<br>| &nbsp;&nbsp; 1439 | &nbsp;&nbsp; 30679 |
| Range Resources Corp. | &nbsp;&nbsp; 869 | &nbsp;&nbsp; 39261 |
| SM Energy Co. | &nbsp;&nbsp; 5425 | &nbsp;&nbsp; 169152 |
|  |  | &nbsp;&nbsp; 502795 |
| Oil & Gas Refining & Marketing - 0.2%  | Oil & Gas Refining & Marketing - 0.2%  | Oil & Gas Refining & Marketing - 0.2%  |
| HF Sinclair Corp. | &nbsp;&nbsp; 750 | &nbsp;&nbsp; 46792 |
| Other Specialty Retail - 0.2%  | Other Specialty Retail - 0.2%  | Other Specialty Retail - 0.2%  |
| Upbound Group, Inc. | &nbsp;&nbsp; 905 | &nbsp;&nbsp; 16335 |
| Warby Parker, Inc., Class A (a) | &nbsp;&nbsp; 1159 | &nbsp;&nbsp; 24420 |
|  |  | &nbsp;&nbsp; 40755 |
| Personal Care Products - 0.3%  | Personal Care Products - 0.3%  | Personal Care Products - 0.3%  |
| elf Beauty, Inc. (a) | &nbsp;&nbsp; 1059 | &nbsp;&nbsp; 64186 |
| Pharmaceuticals - 0.5%  | Pharmaceuticals - 0.5%  | Pharmaceuticals - 0.5%  |
| ANI Pharmaceuticals, Inc. (a) | &nbsp;&nbsp; 390 | &nbsp;&nbsp; 29991 |
| Axsome Therapeutics, Inc. (a) | &nbsp;&nbsp; 153 | &nbsp;&nbsp; 25860 |
| Corcept Therapeutics, Inc. (a) | &nbsp;&nbsp; 580 | &nbsp;&nbsp; 23380 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Ligand Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 81 | &nbsp;&nbsp; $16172 |
|  |  | &nbsp;&nbsp; 95403 |
| Property & Casualty Insurance - 2.0%  | Property & Casualty Insurance - 2.0%  | Property & Casualty Insurance - 2.0%  |
| AMERISAFE, Inc. | &nbsp;&nbsp; 1726 | &nbsp;&nbsp; 57528 |
| &nbsp;&nbsp;&nbsp; Hamilton Insurance Group <br> Ltd., Class B<br>| &nbsp;&nbsp; 477 | &nbsp;&nbsp; 14229 |
| Palomar Holdings, Inc. (a) | &nbsp;&nbsp; 1015 | &nbsp;&nbsp; 121292 |
| RLI Corp. | &nbsp;&nbsp; 2338 | &nbsp;&nbsp; 133360 |
| &nbsp;&nbsp;&nbsp; Selective Insurance Group, <br> Inc.<br>| &nbsp;&nbsp; 338 | &nbsp;&nbsp; 25482 |
| &nbsp;&nbsp;&nbsp; Skyward Specialty Insurance <br> Group, Inc. (a)<br>| &nbsp;&nbsp; 1805 | &nbsp;&nbsp; 78842 |
|  |  | &nbsp;&nbsp; 430733 |
| Publishing - 0.5%  | Publishing - 0.5%  | Publishing - 0.5%  |
| &nbsp;&nbsp;&nbsp; John Wiley & Sons, Inc., <br> Class A<br>| &nbsp;&nbsp; 2917 | &nbsp;&nbsp; 111138 |
| Real Estate Services - 0.2%  | Real Estate Services - 0.2%  | Real Estate Services - 0.2%  |
| Cushman & Wakefield Ltd. (a) | &nbsp;&nbsp; 3828 | &nbsp;&nbsp; 46931 |
| Regional Banks - 10.0%  | Regional Banks - 10.0%  | Regional Banks - 10.0%  |
| 1st Source Corp. | &nbsp;&nbsp; 598 | &nbsp;&nbsp; 41388 |
| &nbsp;&nbsp;&nbsp; Atlantic Union Bankshares <br> Corp.<br>| &nbsp;&nbsp; 658 | &nbsp;&nbsp; 23517 |
| Axos Financial, Inc. (a) | &nbsp;&nbsp; 247 | &nbsp;&nbsp; 21017 |
| BancFirst Corp. | &nbsp;&nbsp; 545 | &nbsp;&nbsp; 59132 |
| Bank OZK | &nbsp;&nbsp; 948 | &nbsp;&nbsp; 43504 |
| BankUnited, Inc. | &nbsp;&nbsp; 484 | &nbsp;&nbsp; 21857 |
| Central BanCo, Inc., Class A | &nbsp;&nbsp; 3175 | &nbsp;&nbsp; 76041 |
| &nbsp;&nbsp;&nbsp; Columbia Banking System, <br> Inc.<br>| &nbsp;&nbsp; 3853 | &nbsp;&nbsp; 105688 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp; 1380 | &nbsp;&nbsp; 67896 |
| ConnectOne Bancorp, Inc. | &nbsp;&nbsp; 798 | &nbsp;&nbsp; 21362 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp; 1369 | &nbsp;&nbsp; 187663 |
| East West Bancorp, Inc. | &nbsp;&nbsp; 217 | &nbsp;&nbsp; 23167 |
| &nbsp;&nbsp;&nbsp; Enterprise Financial Services <br> Corp.<br>| &nbsp;&nbsp; 411 | &nbsp;&nbsp; 22239 |
| &nbsp;&nbsp;&nbsp; Equity Bancshares, Inc., <br> Class A<br>| &nbsp;&nbsp; 591 | &nbsp;&nbsp; 26246 |
| &nbsp;&nbsp;&nbsp; First Financial Bankshares, <br> Inc.<br>| &nbsp;&nbsp; 2775 | &nbsp;&nbsp; 81724 |
| Five Star Bancorp | &nbsp;&nbsp; 569 | &nbsp;&nbsp; 21463 |
| Fulton Financial Corp. | &nbsp;&nbsp; 4992 | &nbsp;&nbsp; 101537 |
| &nbsp;&nbsp;&nbsp; German American Bancorp, <br> Inc.<br>| &nbsp;&nbsp; 1485 | &nbsp;&nbsp; 62058 |
| Heritage Commerce Corp. | &nbsp;&nbsp; 1885 | &nbsp;&nbsp; 23525 |
| Home BancShares, Inc. | &nbsp;&nbsp; 1207 | &nbsp;&nbsp; 32504 |
| Lakeland Financial Corp. | &nbsp;&nbsp; 299 | &nbsp;&nbsp; 17157 |
| Live Oak Bancshares, Inc. | &nbsp;&nbsp; 5513 | &nbsp;&nbsp; 182315 |
| &nbsp;&nbsp;&nbsp; Metropolitan Bank Holding <br> Corp.<br>| &nbsp;&nbsp; 341 | &nbsp;&nbsp; 28402 |
| &nbsp;&nbsp;&nbsp; National Bank Holdings Corp., <br> Class A<br>| &nbsp;&nbsp; 1096 | &nbsp;&nbsp; 42919 |
| Nicolet Bankshares, Inc. | &nbsp;&nbsp; 285 | &nbsp;&nbsp; 42357 |
| Old Second Bancorp, Inc. | &nbsp;&nbsp; 1290 | &nbsp;&nbsp; 26006 |
| Origin Bancorp, Inc. | &nbsp;&nbsp; 911 | &nbsp;&nbsp; 37770 |
| Preferred Bank | &nbsp;&nbsp; 420 | &nbsp;&nbsp; 38090 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp; 1854 | &nbsp;&nbsp; 124552 |
| QCR Holdings, Inc. | &nbsp;&nbsp; 439 | &nbsp;&nbsp; 37513 |
| Renasant Corp. | &nbsp;&nbsp; 3208 | &nbsp;&nbsp; 115905 |
| Stock Yards Bancorp, Inc. | &nbsp;&nbsp; 770 | &nbsp;&nbsp; 51043 |
| &nbsp;&nbsp;&nbsp; Texas Capital Bancshares, <br> Inc. (a)<br>| &nbsp;&nbsp; 375 | &nbsp;&nbsp; 35580 |
| Westamerica BanCorp | &nbsp;&nbsp; 1225 | &nbsp;&nbsp; 63884 |
| Wintrust Financial Corp. | &nbsp;&nbsp; 451 | &nbsp;&nbsp; 62662 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Small-Cap Equity V.I.S. Fund 17

------

**State Street Small-Cap Equity V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| WSFS Financial Corp. | &nbsp;&nbsp; 2174 | &nbsp;&nbsp; $142310 |
|  |  | &nbsp;&nbsp; 2111993 |
| Research & Consulting Services - 0.1%  | Research & Consulting Services - 0.1%  | Research & Consulting Services - 0.1%  |
| ICF International, Inc. | &nbsp;&nbsp; 152 | &nbsp;&nbsp; 9924 |
| Planet Labs PBC (a) | &nbsp;&nbsp; 361 | &nbsp;&nbsp; 10090 |
|  |  | &nbsp;&nbsp; 20014 |
| Restaurants - 1.8%  | Restaurants - 1.8%  | Restaurants - 1.8%  |
| Brinker International, Inc. (a) | &nbsp;&nbsp; 375 | &nbsp;&nbsp; 53539 |
| Cava Group, Inc. (a) | &nbsp;&nbsp; 890 | &nbsp;&nbsp; 72001 |
| Cheesecake Factory, Inc. | &nbsp;&nbsp; 1249 | &nbsp;&nbsp; 68383 |
| Dutch Bros, Inc., Class A (a) | &nbsp;&nbsp; 421 | &nbsp;&nbsp; 21328 |
| &nbsp;&nbsp;&nbsp; First Watch Restaurant Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 2230 | &nbsp;&nbsp; 23370 |
| Shake Shack, Inc., Class A (a) | &nbsp;&nbsp; 390 | &nbsp;&nbsp; 34503 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp; 388 | &nbsp;&nbsp; 64074 |
| Wingstop, Inc. | &nbsp;&nbsp; 350 | &nbsp;&nbsp; 54240 |
|  |  | &nbsp;&nbsp; 391438 |
| Retail REITs - 0.2%  | Retail REITs - 0.2%  | Retail REITs - 0.2%  |
| Kite Realty Group Trust | &nbsp;&nbsp; 1115 | &nbsp;&nbsp; 27373 |
| Phillips Edison & Co., Inc. | &nbsp;&nbsp; 656 | &nbsp;&nbsp; 24548 |
|  |  | &nbsp;&nbsp; 51921 |
| Security & Alarm Services - 0.9%  | Security & Alarm Services - 0.9%  | Security & Alarm Services - 0.9%  |
| Brink's Co. | &nbsp;&nbsp; 1778 | &nbsp;&nbsp; 184254 |
| Semiconductor Materials & Equipment - 1.1%  | Semiconductor Materials & Equipment - 1.1%  | Semiconductor Materials & Equipment - 1.1%  |
| Axcelis Technologies, Inc. (a) | &nbsp;&nbsp; 256 | &nbsp;&nbsp; 23829 |
| Ichor Holdings Ltd. (a) | &nbsp;&nbsp; 927 | &nbsp;&nbsp; 43208 |
| MKS, Inc. | &nbsp;&nbsp; 110 | &nbsp;&nbsp; 25279 |
| Onto Innovation, Inc. (a) | &nbsp;&nbsp; 678 | &nbsp;&nbsp; 139037 |
|  |  | &nbsp;&nbsp; 231353 |
| Semiconductors - 1.8%  | Semiconductors - 1.8%  | Semiconductors - 1.8%  |
| Allegro MicroSystems, Inc. (a) | &nbsp;&nbsp; 581 | &nbsp;&nbsp; 18319 |
| &nbsp;&nbsp;&nbsp; Credo Technology Group <br> Holding Ltd. (a)<br>| &nbsp;&nbsp; 591 | &nbsp;&nbsp; 55477 |
| Diodes, Inc. (a) | &nbsp;&nbsp; 326 | &nbsp;&nbsp; 22253 |
| &nbsp;&nbsp;&nbsp; Lattice Semiconductor <br> Corp. (a)<br>| &nbsp;&nbsp; 206 | &nbsp;&nbsp; 19109 |
| Rambus, Inc. (a) | &nbsp;&nbsp; 850 | &nbsp;&nbsp; 73125 |
| Semtech Corp. (a) | &nbsp;&nbsp; 2046 | &nbsp;&nbsp; 157317 |
| SiTime Corp. (a) | &nbsp;&nbsp; 80 | &nbsp;&nbsp; 27628 |
|  |  | &nbsp;&nbsp; 373228 |
| Silver - 0.1%  | Silver - 0.1%  | Silver - 0.1%  |
| Hecla Mining Co. | &nbsp;&nbsp; 641 | &nbsp;&nbsp; 11942 |
| Single-Family Residential REITs - 0.1%  | Single-Family Residential REITs - 0.1%  | Single-Family Residential REITs - 0.1%  |
| UMH Properties, Inc. | &nbsp;&nbsp; 703 | &nbsp;&nbsp; 10144 |
| Soft Drinks & Non-alcoholic Beverages - 1.0%  | Soft Drinks & Non-alcoholic Beverages - 1.0%  | Soft Drinks & Non-alcoholic Beverages - 1.0%  |
| Celsius Holdings, Inc. (a) | &nbsp;&nbsp; 2594 | &nbsp;&nbsp; 92035 |
| Primo Brands Corp., Class A | &nbsp;&nbsp; 5439 | &nbsp;&nbsp; 102416 |
| Vita Coco Co., Inc. (a) | &nbsp;&nbsp; 417 | &nbsp;&nbsp; 19979 |
|  |  | &nbsp;&nbsp; 214430 |
| Specialized Consumer Services - 1.0%  | Specialized Consumer Services - 1.0%  | Specialized Consumer Services - 1.0%  |
| &nbsp;&nbsp;&nbsp; Matthews International Corp., <br> Class A<br>| &nbsp;&nbsp; 2217 | &nbsp;&nbsp; 57243 |
| OneSpaWorld Holdings Ltd. | &nbsp;&nbsp; 6697 | &nbsp;&nbsp; 153696 |
|  |  | &nbsp;&nbsp; 210939 |
| Specialty Chemicals - 3.4%  | Specialty Chemicals - 3.4%  | Specialty Chemicals - 3.4%  |
| Avient Corp. | &nbsp;&nbsp; 3766 | &nbsp;&nbsp; 136706 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| HB Fuller Co. | &nbsp;&nbsp; 564 | &nbsp;&nbsp; $34787 |
| Ingevity Corp. (a) | &nbsp;&nbsp; 3157 | &nbsp;&nbsp; 224873 |
| Quaker Chemical Corp. | &nbsp;&nbsp; 755 | &nbsp;&nbsp; 93794 |
| Sensient Technologies Corp. | &nbsp;&nbsp; 610 | &nbsp;&nbsp; 52728 |
| &nbsp;&nbsp;&nbsp; Solstice Advanced Materials, <br> Inc.<br>| &nbsp;&nbsp; 550 | &nbsp;&nbsp; 41888 |
| Stepan Co. | &nbsp;&nbsp; 2665 | &nbsp;&nbsp; 133197 |
|  |  | &nbsp;&nbsp; 717973 |
| Steel - 0.4%  | Steel - 0.4%  | Steel - 0.4%  |
| Commercial Metals Co. | &nbsp;&nbsp; 1385 | &nbsp;&nbsp; 85081 |
| Systems Software - 1.1%  | Systems Software - 1.1%  | Systems Software - 1.1%  |
| Commvault Systems, Inc. (a) | &nbsp;&nbsp; 955 | &nbsp;&nbsp; 74385 |
| Gitlab, Inc., Class A (a) | &nbsp;&nbsp; 2555 | &nbsp;&nbsp; 55290 |
| Progress Software Corp. (a) | &nbsp;&nbsp; 581 | &nbsp;&nbsp; 14903 |
| SentinelOne, Inc., Class A (a) | &nbsp;&nbsp; 6055 | &nbsp;&nbsp; 77988 |
|  |  | &nbsp;&nbsp; 222566 |
| Technology Hardware, Storage & Peripherals - 0.6%  | Technology Hardware, Storage & Peripherals - 0.6%  | Technology Hardware, Storage & Peripherals - 0.6%  |
| Corsair Gaming, Inc. (a) | &nbsp;&nbsp; 6003 | &nbsp;&nbsp; 33316 |
| Everpure, Inc., Class A (a) | &nbsp;&nbsp; 1420 | &nbsp;&nbsp; 83837 |
| IonQ, Inc. (a) | &nbsp;&nbsp; 506 | &nbsp;&nbsp; 14588 |
|  |  | &nbsp;&nbsp; 131741 |
| Timber REITs - 0.1%  | Timber REITs - 0.1%  | Timber REITs - 0.1%  |
| Rayonier, Inc. | &nbsp;&nbsp; 593 | &nbsp;&nbsp; 12228 |
| Trading Companies & Distributors - 1.3%  | Trading Companies & Distributors - 1.3%  | Trading Companies & Distributors - 1.3%  |
| &nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| &nbsp;&nbsp; 858 | &nbsp;&nbsp; 227645 |
| DNOW, Inc. (a) | &nbsp;&nbsp; 1193 | &nbsp;&nbsp; 14209 |
| Transcat, Inc. (a) | &nbsp;&nbsp; 490 | &nbsp;&nbsp; 35990 |
|  |  | &nbsp;&nbsp; 277844 |
| Transaction & Payment Processing Services - 0.6%  | Transaction & Payment Processing Services - 0.6%  | Transaction & Payment Processing Services - 0.6%  |
| EVERTEC, Inc. | &nbsp;&nbsp; 942 | &nbsp;&nbsp; 26583 |
| Flywire Corp. (a) | &nbsp;&nbsp; 3351 | &nbsp;&nbsp; 39006 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 1310 | &nbsp;&nbsp; 57286 |
|  |  | &nbsp;&nbsp; 122875 |
| Water Utilities - 0.1%  | Water Utilities - 0.1%  | Water Utilities - 0.1%  |
| American States Water Co. | &nbsp;&nbsp; 355 | &nbsp;&nbsp; 26845 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br>(Cost $16,439,130)<br>|  | &nbsp;&nbsp; 19916789 |
| **Short-Term Investment - 5.9%**  | **Short-Term Investment - 5.9%**  | **Short-Term Investment - 5.9%**  |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares 3.64% (c)(d) <br>(Cost $1,259,282)<br>| &nbsp;&nbsp; 1259282 | &nbsp;&nbsp; 1259282 |
| &nbsp;&nbsp;&nbsp; **Total Investments** <br>(Cost $17,698,412)<br>|  | &nbsp;&nbsp; 21176071 |
| **Other Assets and Liabilities, net - 0.1%** | **Other Assets and Liabilities, net - 0.1%** | &nbsp;&nbsp; 12710 |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp; $21188781 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

18 State Street Small-Cap Equity V.I.S. Fund

------

**State Street Small-Cap Equity V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

------

**Other Information:**

------

The Fund had the following long futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| E-mini Russell 2000 Index Futures | June 2026 | &nbsp;&nbsp; 5 | &nbsp;&nbsp; $629987 | &nbsp;&nbsp; $628050 | &nbsp;&nbsp; $(1937)<br>|

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

---

| | |
|:---|:---|
| (a) | Non-income producing security. |
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for futures <br> contracts.<br>|
| (c) | Sponsored by SSGA Funds Management, Inc., the <br> Fund's investment adviser and administrator, and an <br> affiliate of State Street Bank & Trust Co., the Fund's <br> sub-administrator, custodian and accounting agent.<br>|
| (d) | Coupon amount represents effective yield. |
| † | Percentages are based on net assets as of March 31, <br> 2026.<br>|
| \* | Less than 0.05%. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Abbreviations:** |
| ADR - American Depositary Receipt |
| REIT - Real Estate Investment Trust |

---

The following table presents the Fund's investments measured at fair value on a recurring basis at March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| Common Stock | $19916789 | $— | $— | $19916789 |
| Short-Term Investment | 1259282 |  |  | 1259282 |
| Total Investments in Securities | $21176071 | $— | $— | $21176071 |
| Other Financial Instruments |  |  |  |  |
| Long Futures Contracts - Unrealized Depreciation | (1937)<br>|  |  | (1937)<br>|
| Total Other Financial Instruments | $(1937)<br>| $— | $— | $(1937)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Affiliate Table**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number** <br>**of Shares** <br>**Held at** <br>**12/31/25**<br>| **Value at** <br>**12/31/25**<br>| **Cost of** <br>**Purchases**<br>| **Proceeds** <br>**from** <br>**Shares** <br>**Sold**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Number of** <br>**Shares** <br>**Held at** <br>**3/31/26**<br>| **Value at** <br>**3/31/26**<br>| **Dividend** <br>**Income**<br>|
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund - Class G Shares<br>| 1339339 | $1339339 | $2194759 | $2274816 | $— | $— | 1259282 | $1259282 | $12054 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Small-Cap Equity V.I.S. Fund 19

------

**State Street Income V.I.S. Fund**

Schedule of Investments

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount**<br>| **Fair** <br>**Value**<br>|
| **Bonds and Notes - 97.5% †** | **Bonds and Notes - 97.5% †** | **Bonds and Notes - 97.5% †** |
| U.S. Treasuries - 33.2%  | U.S. Treasuries - 33.2%  | U.S. Treasuries - 33.2%  |
| U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/46 (a) | &nbsp;&nbsp; $67000 | &nbsp;&nbsp; $43655 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/48 (a) | &nbsp;&nbsp; 241000 | &nbsp;&nbsp; 176834 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/53 (a) | &nbsp;&nbsp; 171000 | &nbsp;&nbsp; 149999 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/43 (a) | &nbsp;&nbsp; 36000 | &nbsp;&nbsp; 33981 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/55 (a) | &nbsp;&nbsp; 187000 | &nbsp;&nbsp; 182179 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Inflation-Indexed <br> Notes<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/15/31 (a) | &nbsp;&nbsp; 108064 | &nbsp;&nbsp; 101606 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/15/29 (a) | &nbsp;&nbsp; 163714 | &nbsp;&nbsp; 166301 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/15/36 (a) | &nbsp;&nbsp; 113798 | &nbsp;&nbsp; 112453 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/31/27 - <br> 12/15/28 (a)<br>| &nbsp;&nbsp; 266000 | &nbsp;&nbsp; 264175 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/31/30 (a) | &nbsp;&nbsp; 169000 | &nbsp;&nbsp; 166716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/30/30 - <br> 08/15/33 (a)<br>| &nbsp;&nbsp; 396000 | &nbsp;&nbsp; 390457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/34 - <br> 08/15/35 (a)<br>| &nbsp;&nbsp; 832000 | &nbsp;&nbsp; 830871 |
|  |  | &nbsp;&nbsp; 2619227 |
| Agency Mortgage Backed - 25.8%  | Agency Mortgage Backed - 25.8%  | Agency Mortgage Backed - 25.8%  |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/43 - <br> 10/01/49 (a)<br>| &nbsp;&nbsp; 236584 | &nbsp;&nbsp; 213905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/33 - <br> 02/01/35 (a)<br>| &nbsp;&nbsp; 595 | &nbsp;&nbsp; 598 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/35 (a) | &nbsp;&nbsp; 9982 | &nbsp;&nbsp; 10161 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/38 (a) | &nbsp;&nbsp; 8201 | &nbsp;&nbsp; 8496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/01/29 - <br> 11/01/37 (a)<br>| &nbsp;&nbsp; 27081 | &nbsp;&nbsp; 28149 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/29 (a) | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 7 |
| &nbsp;&nbsp;&nbsp; 6.93%, 06/01/26 (a)(b) | &nbsp;&nbsp; 60000 | &nbsp;&nbsp; 60289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/01/29 - <br> 08/01/36 (a)<br>| &nbsp;&nbsp; 6594 | &nbsp;&nbsp; 7007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/01/30 - <br> 09/01/33 (a)<br>| &nbsp;&nbsp; 915 | &nbsp;&nbsp; 935 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/30 (a) | &nbsp;&nbsp; 1394 | &nbsp;&nbsp; 1429 |
| &nbsp;&nbsp;&nbsp; 8.50%, 04/01/30 (a) | &nbsp;&nbsp; 1111 | &nbsp;&nbsp; 1184 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/51 (a) | &nbsp;&nbsp; 195090 | &nbsp;&nbsp; 164166 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 (a) | &nbsp;&nbsp; 42688 | &nbsp;&nbsp; 38049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/45 - <br> 01/01/48 (a)<br>| &nbsp;&nbsp; 79642 | &nbsp;&nbsp; 74372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/01/41 - <br> 01/01/50 (a)<br>| &nbsp;&nbsp; 117987 | &nbsp;&nbsp; 113576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/33 - <br> 12/01/48 (a)<br>| &nbsp;&nbsp; 47498 | &nbsp;&nbsp; 46947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/34 - <br> 08/01/35 (a)<br>| &nbsp;&nbsp; 9515 | &nbsp;&nbsp; 9674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/32 - <br> 01/01/39 (a)<br>| &nbsp;&nbsp; 38964 | &nbsp;&nbsp; 40164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/33 - <br> 07/01/35 (a)<br>| &nbsp;&nbsp; 40011 | &nbsp;&nbsp; 41528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/01/29 - <br> 08/01/34 (a)<br>| &nbsp;&nbsp; 5274 | &nbsp;&nbsp; 5539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/01/32 - <br> 12/01/33 (a)<br>| &nbsp;&nbsp; 1451 | &nbsp;&nbsp; 1542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 12/01/26 - <br> 03/01/33 (a)<br>| &nbsp;&nbsp; 2479 | &nbsp;&nbsp; 2540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 09/01/30 - <br> 10/01/31 (a)<br>| &nbsp;&nbsp; 260 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association 1 yr. USD <br> RFUCCT + 1.60%<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/37 (a)(c) | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 165 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/20/42 - <br> 05/20/45 (a)<br>| &nbsp;&nbsp; $190115 | &nbsp;&nbsp; $173946 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/48 (a) | &nbsp;&nbsp; 33598 | &nbsp;&nbsp; 31471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/20/41 - <br> 04/20/43 (a)<br>| &nbsp;&nbsp; 32753 | &nbsp;&nbsp; 31634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/33 - <br> 03/20/41 (a)<br>| &nbsp;&nbsp; 22907 | &nbsp;&nbsp; 22832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/15/27 - <br> 04/15/34 (a)<br>| &nbsp;&nbsp; 25216 | &nbsp;&nbsp; 26033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/15/32 - <br> 08/15/34 (a)<br>| &nbsp;&nbsp; 9687 | &nbsp;&nbsp; 10021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/28 - <br> 10/15/36 (a)<br>| &nbsp;&nbsp; 3967 | &nbsp;&nbsp; 4027 |
| &nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association <br> REMICS 30 day USD SOFR <br> Average - 5.85%<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.18%, 05/20/64 (a)(c)(d) | &nbsp;&nbsp; 108237 | &nbsp;&nbsp; 3937 |
| &nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/56 (e) | &nbsp;&nbsp; 101790 | &nbsp;&nbsp; 81923 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/56 (e) | &nbsp;&nbsp; 322009 | &nbsp;&nbsp; 270831 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/56 (e) | &nbsp;&nbsp; 208270 | &nbsp;&nbsp; 183104 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/56 (e) | &nbsp;&nbsp; 318280 | &nbsp;&nbsp; 324305 |
|  |  | &nbsp;&nbsp; 2034747 |
| Agency Collateralized Mortgage Obligations - 1.3%  | Agency Collateralized Mortgage Obligations - 1.3%  | Agency Collateralized Mortgage Obligations - 1.3%  |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. Multifamily Structured <br> Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.51%, 07/25/29 (a) | &nbsp;&nbsp; 55000 | &nbsp;&nbsp; 52312 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/25/28 (a)(c) | &nbsp;&nbsp; 31000 | &nbsp;&nbsp; 30932 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. REMICS<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/33 (a)(d) | &nbsp;&nbsp; 3778 | &nbsp;&nbsp; 449 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/15/27 (a)(d) | &nbsp;&nbsp; 63 | &nbsp;&nbsp; 2 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. STRIPS<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/01/27 (a)(f) | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. Structured <br> Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.09%, 09/25/43 (a)(c)(d) | &nbsp;&nbsp; 187987 | &nbsp;&nbsp; 538 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association Interest STRIPS<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/25/34 (a)(f) | &nbsp;&nbsp; 3723 | &nbsp;&nbsp; 3037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/25/35 - <br> 01/25/36 (a)(d)<br>| &nbsp;&nbsp; 4002 | &nbsp;&nbsp; 472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/25/38 - <br> 05/25/38 (a)(d)<br>| &nbsp;&nbsp; 2752 | &nbsp;&nbsp; 413 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/25/33 (a)(d) | &nbsp;&nbsp; 1177 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/25/35 (a)(d) | &nbsp;&nbsp; 2109 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association REMICS<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/25/42 (a)(c)(d) | &nbsp;&nbsp; 9062 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/25/40 (a)(d) | &nbsp;&nbsp; 1053 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association REMICS 30 day <br> USD SOFR Average - <br> 5.89%<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.22%, 07/25/38 (a)(c)(d) | &nbsp;&nbsp; 1708 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association REMICS 30 day <br> USD SOFR Average - <br> 6.44%<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/25/41 (a)(c)(d) | &nbsp;&nbsp; 79515 | &nbsp;&nbsp; 8643 |
|  |  | &nbsp;&nbsp; 97755 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

20 State Street Income V.I.S. Fund

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Corporate Notes - 23.2%  | Corporate Notes - 23.2%  | Corporate Notes - 23.2%  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/30/26 (a) | &nbsp;&nbsp; $2000 | &nbsp;&nbsp; $1996 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2755 |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2888 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1755 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1796 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2689 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/34 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2030 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2864 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2859 |
| Advanced Micro Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.39%, 06/01/52 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2482 |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1986 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4128 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2835 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/26 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2996 |
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2430 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2533 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2984 |
| Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1585 |
| &nbsp;&nbsp;&nbsp; Allstate Corp. (6.85% fixed <br> rate until 04/30/26; 3.20% + <br> 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.85%, 08/15/53 (a)(c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5992 |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4964 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2950 |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1510 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/04/61 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1398 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1629 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2344 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/02/43 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2493 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1789 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1746 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1635 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1478 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1976 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1856 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2396 |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2748 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1969 |
| &nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/04/30 (a) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8304 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1896 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1879 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2153 |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4910 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4743 |
| &nbsp;&nbsp;&nbsp; Americold Realty Operating <br> Partnership LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2855 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | &nbsp;&nbsp; $2000 | &nbsp;&nbsp; $1859 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1287 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2331 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2961 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2904 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2883 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. <br> LLC/Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 (a) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6816 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 (a) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5410 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1939 |
| &nbsp;&nbsp;&nbsp; Aon Corp./Aon Global <br> Holdings PLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1215 |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/13/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3070 |
| &nbsp;&nbsp;&nbsp; Apollo Management <br> Holdings LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/05/30 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1837 |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1211 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1140 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1523 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1839 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1692 |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2413 |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/17/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3159 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/29/32 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2208 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/11/26 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1989 |
| ARES Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2838 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2045 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/53 (a) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5340 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2855 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2030 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1983 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2990 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1702 |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4570 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2001 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2843 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1607 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1692 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/34 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2045 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1976 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/03/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3103 |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3178 |
| AutoNation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.89%, 03/15/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3062 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2959 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Income V.I.S. Fund 21

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 4.18%, 11/25/27 (a) | &nbsp;&nbsp; $2000 | &nbsp;&nbsp; $1992 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/26 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1999 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (2.09% <br> fixed rate until 06/14/28; <br> 1.06% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.09%, 06/14/29 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2853 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (3.71% <br> fixed rate until 04/24/27; <br> 1.77% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.71%, 04/24/28 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1985 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (5.29% <br> fixed rate until 04/25/33; <br> 1.91% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.29%, 04/25/34 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3035 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (5.47% <br> fixed rate until 01/23/34; <br> 1.65% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/23/35 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2040 |
| &nbsp;&nbsp;&nbsp; Bank of Nova Scotia (6.56% <br> fixed rate until 07/12/26; <br> 2.91% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.56%, 07/12/26 (a)(c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4912 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1827 |
| &nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2726 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1619 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4892 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3141 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1954 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3945 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/15/35 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1954 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3967 |
| &nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1748 |
| &nbsp;&nbsp;&nbsp; 5.11%, 02/08/34 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5025 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway Energy <br> Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1962 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2913 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2208 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1558 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3202 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1256 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1639 |
| Berry Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/26 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| BlackRock TCP Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 05/30/29 (a) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7851 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2833 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2827 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2009 |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1971 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1881 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2936 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1418 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3016 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3046 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1931 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2876 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; BP Capital Markets America, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 (a) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $1933 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1938 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/13/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3010 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 (a) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7140 |
| &nbsp;&nbsp;&nbsp; BP Capital Markets PLC <br> (4.88% fixed rate until <br> 03/22/30; 4.40% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/22/30 (a)(c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3945 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1759 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1396 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2669 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2408 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1691 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/22/34 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3073 |
| &nbsp;&nbsp;&nbsp; Brixmor Operating <br> Partnership LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1919 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2549 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2744 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1802 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1969 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1947 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1757 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2975 |
| &nbsp;&nbsp;&nbsp; Burlington Northern Santa <br> Fe LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1602 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2616 |
| Campbell's Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2908 |
| &nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2983 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/02/26 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2952 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2121 |
| Carlisle Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2585 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2803 |
| CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 (a) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9877 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 (a) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 15830 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 (a) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8861 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (4.00% <br> fixed rate until 12/01/30; <br> 3.08% + 10 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/30 (a)(c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4627 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (5.64% <br> fixed rate until 05/19/28; <br> 2.21% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/19/29 (a)(c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5137 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (6.14% <br> fixed rate until 08/24/33; <br> 2.01% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.14%, 08/24/34 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3192 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

22 State Street Income V.I.S. Fund

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating <br> Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 (a) | &nbsp;&nbsp; $2000 | &nbsp;&nbsp; $1402 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1240 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2225 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/01/34 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5188 |
| Cheniere Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3091 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1993 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1683 |
| Church & Dwight Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2659 |
| Cigna Group |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2772 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4959 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2998 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1876 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1847 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3169 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2999 |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. (2.98% fixed <br> rate until 11/05/29; 1.42% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.98%, 11/05/30 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2832 |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. (3.88% fixed <br> rate until 01/24/38; 1.43% + <br> 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/24/39 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2583 |
| &nbsp;&nbsp;&nbsp; Cleveland Electric Illuminating <br> Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/30 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1972 |
| Clorox Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1789 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1985 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/44 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1759 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1819 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1715 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2515 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2310 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2209 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/15/37 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2922 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2791 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2874 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2878 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/47 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1526 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2308 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1913 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1629 |
| &nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3188 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Continental Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/01/32 (a)(g) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $2621 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2801 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4518 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 (a) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5628 |
| Coterra Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5116 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/55 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2861 |
| Crowdstrike Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/29 (a) | &nbsp;&nbsp; 32000 | &nbsp;&nbsp; 30449 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2956 |
| CSL Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/27/32 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1936 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 - <br> 08/01/54 (a)<br>| &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4143 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2981 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/26 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1990 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2975 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2900 |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2763 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1759 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1817 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/54 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1940 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. (6.75% fixed <br> rate until 09/10/34; 2.52% + <br> 5 yr. CMT thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/10/54 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3028 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. (7.00% fixed <br> rate until 12/10/29; 2.89% + <br> 5 yr. CMT thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/10/55 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2058 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1884 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2408 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2104 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1856 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2393 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3047 |
| Dick's Sporting Goods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/52 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2831 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1943 |
| &nbsp;&nbsp;&nbsp; Discovery <br> Communications LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/20/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1959 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2169 |
| &nbsp;&nbsp;&nbsp; Discovery Global Holdings, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/27 (a) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7902 |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/32 (a) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 8853 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1905 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1506 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1911 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/04/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2846 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 11/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2638 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2724 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Income V.I.S. Fund 23

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/34 (a) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $2924 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3145 |
| DR Horton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3045 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/26 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3969 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2306 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1799 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1501 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1339 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2217 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 (a) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 4871 |
| Duquesne Light Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.62%, 08/01/27 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1975 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1676 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1972 |
| Electronic Arts, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2761 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2842 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2081 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2134 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2827 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2731 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2695 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 06/15/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2676 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/15/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1934 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1232 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 10/04/26 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2960 |
| &nbsp;&nbsp;&nbsp; Enbridge, Inc. (5.75% fixed <br> rate until 04/15/30; 5.31% + <br> 5 yr. CMT thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/80 (a)(c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5992 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 - <br> 04/15/47 (a)<br>| &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4453 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1786 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3120 |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3119 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3206 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2082 |
| &nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4028 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/31/34 | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5990 |
| &nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC (5.25% fixed <br> rate until 08/16/27; 3.29% + <br> 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/16/77 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2973 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/36 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1975 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1798 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4323 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Everest Reinsurance Holdings, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 (a) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $1809 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/15/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2059 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2940 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2459 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1658 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2831 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/29 (a)(g) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10022 |
| Expedia Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2976 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1791 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/15/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2089 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1572 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1336 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/49 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1659 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2874 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2266 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2544 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2648 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3218 |
| Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2944 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1840 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2602 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1750 |
| &nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3085 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1782 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 (a) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6213 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5192 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2598 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 (a) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8174 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1447 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2428 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2928 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/01/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2922 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1993 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (2.38% fixed rate until <br> 07/21/31; 1.25% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/21/32 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2647 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (3.44% fixed rate until <br> 02/24/42; 1.63% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.44%, 02/24/43 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2253 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

24 State Street Income V.I.S. Fund

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (3.81% fixed rate until <br> 04/23/28; 1.42% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.81%, 04/23/29 (a)(c) | &nbsp;&nbsp; $2000 | &nbsp;&nbsp; $1972 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (4.02% fixed rate until <br> 10/31/37; 1.63% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.02%, 10/31/38 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1745 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (4.22% fixed rate until <br> 05/01/28; 1.56% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.22%, 05/01/29 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1988 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.51%, 04/15/26 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2996 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1773 |
| &nbsp;&nbsp;&nbsp; Hartford Insurance Group, Inc. <br> (6.04% fixed rate until <br> 04/30/26; 2.39% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.04%, 02/12/67 (a)(c)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1911 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2962 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2906 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2849 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2786 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1592 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3063 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3084 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1932 |
| &nbsp;&nbsp;&nbsp; Health Care Service Corp. A <br> Mutual Legal Reserve Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/01/30 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2715 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/50 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1243 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/15/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2604 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2036 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/47 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2016 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2957 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1945 |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1882 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2070 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2047 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1991 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1681 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2814 |
| Honeywell Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/16/31 (a)(g) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3959 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2599 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2697 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2779 |
| &nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. <br> (6.14% fixed rate until <br> 08/18/34; 1.70% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.14%, 11/18/39 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3053 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/08/31 (a)(g) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8165 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 (a) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $1959 |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/14/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3116 |
| Ingredion, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1481 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1732 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1856 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2058 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1650 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1685 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1448 |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2759 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/14/30 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1870 |
| J.M. Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/43 - <br> 11/15/53 (a)<br>| &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6245 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods <br> Group Holdings, Inc./JBS <br> USA Food Co. Holdings<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3097 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/20/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3113 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3294 |
| Jefferies Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/21/28 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5106 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2694 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (2.96% fixed rate until <br> 05/13/30; 2.52% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.96%, 05/13/31 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2796 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (3.16% fixed rate until <br> 04/22/41; 1.46% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.16%, 04/22/42 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1501 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (3.88% fixed rate until <br> 07/24/37; 1.62% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/24/38 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1755 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (3.90% fixed rate until <br> 01/23/48; 1.48% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/23/49 (a)(c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5373 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (4.01% fixed rate until <br> 04/23/28; 1.38% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.01%, 04/23/29 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1983 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (4.03% fixed rate until <br> 07/24/47; 1.72% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.03%, 07/24/48 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2367 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (4.49% fixed rate until <br> 03/24/30; 3.79% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.49%, 03/24/31 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1990 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (5.34% fixed rate until <br> 01/23/34; 1.62% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/23/35 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3045 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Income V.I.S. Fund 25

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (5.50% fixed rate until <br> 01/24/35; 1.32% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/36 (a)(c) | &nbsp;&nbsp; $7000 | &nbsp;&nbsp; $7163 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/22/33 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2015 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1806 |
| &nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1753 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1794 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3157 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/15/26 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2953 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3052 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2042 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1746 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/15/26 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1992 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3040 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/34 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2053 |
| Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2953 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3055 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3047 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3111 |
| Liberty Mutual Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/60 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2035 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2914 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 - <br> 10/15/30 (a)<br>| &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5465 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1889 |
| Mars, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/30 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3031 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3027 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/01/55 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2924 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3160 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1971 |
| McCormick & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2610 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3885 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2160 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3562 |
| &nbsp;&nbsp;&nbsp; Medtronic Global Holdings <br> SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/33 (a) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6914 |
| Medtronic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1786 |
| &nbsp;&nbsp;&nbsp; Memorial Sloan-Kettering <br> Cancer Center<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/52 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3200 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2839 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1736 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1825 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1564 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Meritage Homes Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/29 (a)(g) | &nbsp;&nbsp; $8000 | &nbsp;&nbsp; $7786 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1908 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1572 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2611 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2328 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2113 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3139 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/32 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4211 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/08/26 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1988 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1674 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1927 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2704 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2794 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1852 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1560 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3490 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (1.51% fixed <br> rate until 07/20/26; 0.86% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.51%, 07/20/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2972 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (2.80% fixed <br> rate until 01/25/51; 1.43% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/25/52 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 3653 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (5.47% fixed <br> rate until 01/18/34; 1.73% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/18/35 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3046 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2764 |
| MSCI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2939 |
| Mylan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2376 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/32 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5110 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3023 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3008 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. (5.65% fixed <br> rate until 05/01/29; 3.16% + <br> 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/01/79 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2993 |
| NGPL PipeCo LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/31 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1840 |
| Niagara Mohawk Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.66%, 01/17/54 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1881 |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1392 |
| &nbsp;&nbsp;&nbsp; NiSource, Inc. (5.75% fixed <br> rate until 04/15/31; 2.04% + <br> 5 yr. CMT thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/56 (a)(c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7866 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1627 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3206 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

26 State Street Income V.I.S. Fund

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Northwestern Mutual Life <br> Insurance Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/30/51 (a)(g) | &nbsp;&nbsp; $6000 | &nbsp;&nbsp; $4141 |
| NOV, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2900 |
| Novant Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.32%, 11/01/61 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1888 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1832 |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 10/15/30 (a)(g) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4941 |
| &nbsp;&nbsp;&nbsp; 5.41%, 10/15/35 (a)(g) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4897 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2862 |
| &nbsp;&nbsp;&nbsp; Oncor Electric Delivery Co. <br> LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1506 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1988 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3162 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2054 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1207 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 - <br> 11/15/47 (a)<br>| &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3341 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1851 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/04/29 (a) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9871 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2393 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/04/36 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4807 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2835 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2785 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2049 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2904 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3104 |
| Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2907 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1794 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2901 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1496 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1979 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2342 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2730 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/52 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1705 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/55 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1828 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/37 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2066 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1966 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1935 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2908 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3016 |
| Patterson-UTI Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.15%, 10/01/33 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3223 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/01/26 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1984 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1289 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2704 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1842 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1226 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2609 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 (a) | &nbsp;&nbsp; $2000 | &nbsp;&nbsp; $1735 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2733 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/04/43 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1655 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6125 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5199 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1793 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1907 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1938 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2968 |
| &nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1683 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3238 |
| &nbsp;&nbsp;&nbsp; Pioneer Natural Resources <br> Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 01/15/31 (a) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5409 |
| Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4565 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1955 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2234 |
| &nbsp;&nbsp;&nbsp; Prudential Financial, Inc. <br> (5.70% fixed rate until <br> 09/15/28; 2.67% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/48 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2967 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2963 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2434 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1631 |
| &nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1773 |
| Reynolds American, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/35 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4111 |
| ROBLOX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/01/30 (a)(g) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7511 |
| Rockwell Automation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1623 |
| Ross Stores, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3003 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/36 | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4914 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/30/31 (g) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10107 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2891 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2700 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2613 |
| &nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1834 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2453 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1845 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4307 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2156 |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/26 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2968 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1744 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2045 |
| SBA Communications Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/27 (a) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 16829 |
| Schlumberger Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/17/28 (a)(g) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1984 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Income V.I.S. Fund 27

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/34 (a)(g) | &nbsp;&nbsp; $8000 | &nbsp;&nbsp; $8000 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.57%, 10/15/26 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2994 |
| &nbsp;&nbsp;&nbsp; Sempra (4.13% fixed rate until <br> 01/01/27; 2.87% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/52 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1942 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3753 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50 (a) | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 680 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3821 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1980 |
| &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure <br> Holdings LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/34 (a) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7948 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 (a) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 4464 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4944 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/01/28 (a) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10245 |
| Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/30/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1937 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3665 |
| &nbsp;&nbsp;&nbsp; Southwestern Electric Power <br> Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/26 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2976 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/15/26 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1989 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2513 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1984 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1807 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/13/43 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3154 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2262 |
| Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3022 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3005 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/55 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2865 |
| Takeoff Merger Sub, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/24/31 (a)(g) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4940 |
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 (a) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7923 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/14/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2861 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2709 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2075 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/44 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2505 |
| Tanger Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/31 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4468 |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2718 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 (a) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7078 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3009 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5406 |
| &nbsp;&nbsp;&nbsp; Targa Resources <br> Partners LP/Targa <br> Resources Partners Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2996 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/27 (a) | &nbsp;&nbsp; $2000 | &nbsp;&nbsp; $1968 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1745 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2191 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 05/01/37 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3024 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 (a) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9466 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1988 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2422 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 (a) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10094 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 (a) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5521 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2954 |
| &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank <br> (3.63% fixed rate until <br> 09/15/26; 2.21% + 5 yr. USD <br> Swap thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/15/31 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1988 |
| &nbsp;&nbsp;&nbsp; TotalEnergies Capital <br> International SA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4742 |
| &nbsp;&nbsp;&nbsp; Trane Technologies Financing <br> Ltd.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1975 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3982 |
| &nbsp;&nbsp;&nbsp; Transcontinental Gas Pipe <br> Line Co. LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1987 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/36 (a)(g) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4961 |
| Travelers Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1181 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp. (6.67% <br> fixed rate until 09/01/26; <br> 3.00% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.67%, 09/01/26 (a)(c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6989 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1642 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3106 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp (4.97% fixed rate <br> until 07/22/32; 2.11% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/22/33 (a)(c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5940 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp (5.68% fixed rate <br> until 01/23/34; 1.86% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/23/35 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3098 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4889 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4856 |
| UDR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2538 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2748 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1979 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2020 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2173 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1812 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2923 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 - <br> 05/15/52 (a)<br>| &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3427 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

28 State Street Income V.I.S. Fund

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/12/33 (a) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $3118 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/28/54 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3025 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/26 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3978 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/01/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3075 |
| Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2985 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1746 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1538 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2093 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1903 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1310 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/46 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2300 |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/34 (a)(g) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3093 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1917 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1817 |
| Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/01/26 (a) | &nbsp;&nbsp; 26000 | &nbsp;&nbsp; 25877 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/27 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1993 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2660 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2148 |
| Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1856 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/26 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2987 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1765 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2250 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 (a) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3977 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (2.39% <br> fixed rate until 06/02/27; <br> 2.10% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.39%, 06/02/28 (a)(c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1952 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (3.07% <br> fixed rate until 04/30/40; <br> 2.53% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/30/41 (a)(c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3003 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (5.24% <br> fixed rate until 01/24/30; <br> 1.11% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.24%, 01/24/31 (a)(c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4077 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (6.49% <br> fixed rate until 10/23/33; <br> 2.06% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/23/34 (a)(c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6488 |
| &nbsp;&nbsp;&nbsp; Westpac Banking Corp. <br> (4.11% fixed rate until <br> 07/24/29; 2.00% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.11%, 07/24/34 (a)(c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2925 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2977 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2566 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1752 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1862 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1446 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2949 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 (a) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1981 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 (a) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $3141 |
|  |  | &nbsp;&nbsp; 1832653 |
| Non-Agency Collateralized Mortgage Obligations - 13.8%  | Non-Agency Collateralized Mortgage Obligations - 13.8%  | Non-Agency Collateralized Mortgage Obligations - 13.8%  |
| A&D Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.23%, 10/25/70 (a)(b)(g) | &nbsp;&nbsp; 94973 | &nbsp;&nbsp; 94765 |
| Angel Oak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.96%, 09/25/70 (a)(c)(g) | &nbsp;&nbsp; 91466 | &nbsp;&nbsp; 90949 |
| Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.18%, 09/15/60 (a) | &nbsp;&nbsp; 155005 | &nbsp;&nbsp; 152430 |
| &nbsp;&nbsp;&nbsp; 4.41%, 11/15/61 (a)(c) | &nbsp;&nbsp; 66000 | &nbsp;&nbsp; 65816 |
| &nbsp;&nbsp;&nbsp; Cantor Commercial Real <br> Estate Lending<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.01%, 01/15/53 (a) | &nbsp;&nbsp; 34000 | &nbsp;&nbsp; 32006 |
| CD Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.91%, 08/15/57 (a) | &nbsp;&nbsp; 63000 | &nbsp;&nbsp; 59313 |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial <br> Mortgage Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.03%, 12/10/49 (a)(c) | &nbsp;&nbsp; 31273 | &nbsp;&nbsp; 30035 |
| Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.93%, 09/25/70 (a)(c)(g) | &nbsp;&nbsp; 92788 | &nbsp;&nbsp; 92157 |
| GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/10/52 (a) | &nbsp;&nbsp; 105000 | &nbsp;&nbsp; 99149 |
| &nbsp;&nbsp;&nbsp; 3.05%, 11/10/52 (a) | &nbsp;&nbsp; 56000 | &nbsp;&nbsp; 53097 |
| &nbsp;&nbsp;&nbsp; 4.14%, 03/10/51 (a)(c) | &nbsp;&nbsp; 25000 | &nbsp;&nbsp; 23968 |
| &nbsp;&nbsp;&nbsp; 4.29%, 11/10/48 (a)(c) | &nbsp;&nbsp; 25000 | &nbsp;&nbsp; 21920 |
| &nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage <br> Securities Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.49%, 11/15/48 (a)(c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 4226 |
| MASTR Alternative Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/25/18 (a)(d)(h) | &nbsp;&nbsp; 718 | &nbsp;&nbsp; 2 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/25/65 (a)(c)(g) | &nbsp;&nbsp; 91654 | &nbsp;&nbsp; 91262 |
| &nbsp;&nbsp;&nbsp; 5.06%, 09/25/65 (a)(c)(g) | &nbsp;&nbsp; 85308 | &nbsp;&nbsp; 85044 |
| Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/27/70 (a)(c)(g) | &nbsp;&nbsp; 94882 | &nbsp;&nbsp; 94325 |
|  |  | &nbsp;&nbsp; 1090464 |
| Municipal Bonds and Notes - 0.2%  | Municipal Bonds and Notes - 0.2%  | Municipal Bonds and Notes - 0.2%  |
| State of California, CA |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/01/38 (a)(i) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 15175 |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(Cost $8,160,943)<br>|  | &nbsp;&nbsp; 7690021 |
| &nbsp;&nbsp;&nbsp; **Total Investments in** <br> **Securities** <br>(Cost $8,160,943)<br>|  | &nbsp;&nbsp; 7690021 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>|  |
| **Short-Term Investment - 14.4%**  | **Short-Term Investment - 14.4%**  | **Short-Term Investment - 14.4%**  |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares 3.64% (j)(k) <br>(Cost $1,134,815)<br>| &nbsp;&nbsp; 1134815 | &nbsp;&nbsp; 1134815 |
| &nbsp;&nbsp;&nbsp; **Total Investments** <br>(Cost $9,295,758)<br>|  | &nbsp;&nbsp; 8824836 |
| **Liabilities in Excess of** <br> **Other Assets, net -** <br> **(11.9)%**<br>|  | &nbsp;&nbsp; (935154)<br>|
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp; $7889682 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Income V.I.S. Fund 29

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

------

**Other Information:**

------

Centrally Cleared Credit Default Swaps:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | **Counterparty** | **Notional** <br>**Amount** <br>**(000s** <br>**omitted)**<br>| **Contract** <br>**Annual** <br>**Fixed Rate/** <br>**Payment** <br>**Frequency**<br>| **Termination** <br>**Date**<br>| **Market** <br>**Value**<br>| **Unamortized** <br>**Upfront** <br>**Payments** <br>**Received (Paid)**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Buy Protection**  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Markit CDX North <br> America High Yield <br> Index<br>| Intercontinental <br> Exchange<br>| $1600 | 1.00 %/<br>Quarterly<br>| 06/20/30 | $(28649)<br>| $(27188)<br>| $(1461)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The Fund had the following long futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Ultra Long-Term U.S. Treasury Bond Futures | June 2026 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $115006 | &nbsp;&nbsp; $116563 | &nbsp;&nbsp; $1557 |
| 5 Yr. U.S. Treasury Notes Futures | June 2026 | &nbsp;&nbsp; 9 | &nbsp;&nbsp; 987687 | &nbsp;&nbsp; 973617 | &nbsp;&nbsp; (14070)<br>|
|  |  |  |  |  | &nbsp;&nbsp; $(12513)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The Fund had the following short futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| 10 Yr. U.S. Treasury Notes Futures | June 2026 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $(113030)<br>| &nbsp;&nbsp; $(111047)<br>| &nbsp;&nbsp; $1983 |
| 2 Yr. U.S. Treasury Notes Futures | June 2026 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; (417968)<br>| &nbsp;&nbsp; (414891)<br>| &nbsp;&nbsp; 3077 |
| 10 Yr. U.S. Treasury Ultra Futures | June 2026 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; (231811)<br>| &nbsp;&nbsp; (227031)<br>| &nbsp;&nbsp; 4780 |
|  |  |  |  |  | &nbsp;&nbsp; $9840 |

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

&nbsp;&nbsp;&nbsp;&nbsp;(a) At March 31, 2026, all or a portion of this security was pledged to cover collateral requirements for futures contracts, swaps and/or TBAs.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Step coupon bond.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable Rate Security - Interest rate shown is rate in effect at March 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Interest only security. These securities represent the right to receive the monthly interest payments on an underlying pool of mortgages. Payments of principal on the pool reduce the value of the "interest only" holding.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Settlement is on a delayed delivery or when-issued basis with final maturity to be announced ("TBA") in the future.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Principal only security. These securities represent the right to receive the monthly principal payments on an underlying pool of mortgages. No payments of interest on the pool are passed through to the "principal only" holder.

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

30 State Street Income V.I.S. Fund

------

**State Street Income V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(g) Pursuant to Rule 144A of the Securities Act of 1933, as amended, these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, these securities amounted to $680,947 or 8.63% of the net assets of the State Street Income V.I.S. Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Security is in default.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Pre-refunded bonds are collateralized by U.S. Treasury securities, which are held in escrow by a trustee and are used to pay principal and interest on the tax-exempt issue to retire the bonds at the earliest refunding date.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Sponsored by SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and accounting agent.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Coupon amount represents effective yield.

&nbsp;&nbsp;&nbsp;&nbsp;† Percentages are based on net assets as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Abbreviations:** |
| CMT - Constant Maturity Treasury |
| REMICS - Real Estate Mortgage Investment Conduits |
| RFUCCT - Refinitiv USD IBOR Consumer Cash Fallbacks <br> Term<br>|
| SOFR - Secured Overnight Financing Rate |
| STRIPS - Separate Trading of Registered Interest and <br> Principal of Security<br>|
| TBA - To Be Announced |

---

The following table presents the Fund's investments measured at fair value on a recurring basis at March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; U.S. Treasuries | $— | $2619227 | $— | $2619227 |
| &nbsp;&nbsp;&nbsp; Agency Mortgage Backed |  | 2034747 |  | 2034747 |
| &nbsp;&nbsp;&nbsp; Agency Collateralized Mortgage Obligations |  | 97755 |  | 97755 |
| &nbsp;&nbsp;&nbsp; Corporate Notes |  | 1832653 |  | 1832653 |
| &nbsp;&nbsp;&nbsp; Non-Agency Collateralized Mortgage Obligations |  | 1090464 |  | 1090464 |
| &nbsp;&nbsp;&nbsp; Municipal Bonds and Notes |  | 15175 |  | 15175 |
| &nbsp;&nbsp;&nbsp; Short-Term Investment | 1134815 |  |  | 1134815 |
| Total Investments in Securities | $1134815 | $7690021 | $— | $8824836 |
| Other Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Credit Default Swap Contracts - Unrealized Depreciation |  | (1461)<br>|  | (1461)<br>|
| &nbsp;&nbsp;&nbsp; Long Futures Contracts - Unrealized Appreciation | 1557 |  |  | 1557 |
| &nbsp;&nbsp;&nbsp; Long Futures Contracts - Unrealized Depreciation | (14070)<br>|  |  | (14070)<br>|
| &nbsp;&nbsp;&nbsp; Short Futures Contracts - Unrealized Appreciation | 9840 |  |  | 9840 |
| Total Other Financial Instruments | $(2673)<br>| $(1461)<br>| $— | $(4134)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Affiliate Table**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number** <br>**of Shares** <br>**Held at** <br>**12/31/25**<br>| **Value at** <br>**12/31/25**<br>| **Cost of** <br>**Purchases**<br>| **Proceeds** <br>**from** <br>**Shares** <br>**Sold**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Number of** <br>**Shares** <br>**Held at** <br>**3/31/26**<br>| **Value at** <br>**3/31/26**<br>| **Dividend** <br>**Income**<br>|
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund - Class G Shares<br>| 1295005 | $1295005 | $1068561 | $1228751 | $— | $— | 1134815 | $1134815 | $10257 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Income V.I.S. Fund 31

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>| **Fair** <br>**Value**<br>|
| **Domestic Equity - 40.3% †** | **Domestic Equity - 40.3% †** | **Domestic Equity - 40.3% †** |
| **Common Stock - 40.3%**  | **Common Stock - 40.3%**  | **Common Stock - 40.3%**  |
| Advertising - 0.0%\*  | Advertising - 0.0%\*  | Advertising - 0.0%\*  |
| Advantage Solutions, Inc. (a) | &nbsp;&nbsp; 89 | &nbsp;&nbsp; $1881 |
| &nbsp;&nbsp;&nbsp; Boston Omaha Corp., Class A <br> (a)<br>| &nbsp;&nbsp; 517 | &nbsp;&nbsp; 6039 |
| Emerald Holding, Inc.  | &nbsp;&nbsp; 546 | &nbsp;&nbsp; 2462 |
| Ibotta, Inc., Class A (a) | &nbsp;&nbsp; 263 | &nbsp;&nbsp; 7882 |
| Magnite, Inc. (a) | &nbsp;&nbsp; 3321 | &nbsp;&nbsp; 39453 |
| National CineMedia, Inc.  | &nbsp;&nbsp; 1575 | &nbsp;&nbsp; 4804 |
| Omnicom Group, Inc.  | &nbsp;&nbsp; 1760 | &nbsp;&nbsp; 132546 |
| PubMatic, Inc., Class A (a) | &nbsp;&nbsp; 996 | &nbsp;&nbsp; 8147 |
| Stagwell, Inc. (a) | &nbsp;&nbsp; 2555 | &nbsp;&nbsp; 16071 |
| TechTarget, Inc. (a) | &nbsp;&nbsp; 793 | &nbsp;&nbsp; 3077 |
| Thryv Holdings, Inc. (a) | &nbsp;&nbsp; 1224 | &nbsp;&nbsp; 3354 |
| Trade Desk, Inc., Class A (a) | &nbsp;&nbsp; 2781 | &nbsp;&nbsp; 63101 |
|  |  | &nbsp;&nbsp; 288817 |
| Aerospace & Defense - 1.0%  | Aerospace & Defense - 1.0%  | Aerospace & Defense - 1.0%  |
| AAR Corp. (a) | &nbsp;&nbsp; 936 | &nbsp;&nbsp; 102455 |
| AeroVironment, Inc. (a) | &nbsp;&nbsp; 899 | &nbsp;&nbsp; 164562 |
| AerSale Corp. (a) | &nbsp;&nbsp; 809 | &nbsp;&nbsp; 5032 |
| AIRO Group Holdings, Inc. (a) | &nbsp;&nbsp; 241 | &nbsp;&nbsp; 1833 |
| &nbsp;&nbsp;&nbsp; Archer Aviation, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 14460 | &nbsp;&nbsp; 74758 |
| Astronics Corp. (a) | &nbsp;&nbsp; 730 | &nbsp;&nbsp; 48713 |
| ATI, Inc. (a) | &nbsp;&nbsp; 732 | &nbsp;&nbsp; 106477 |
| Axon Enterprise, Inc. (a) | &nbsp;&nbsp; 418 | &nbsp;&nbsp; 177520 |
| &nbsp;&nbsp;&nbsp; Beta Technologies, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 790 | &nbsp;&nbsp; 11613 |
| Boeing Co. (a) | &nbsp;&nbsp; 4250 | &nbsp;&nbsp; 845877 |
| BWX Technologies, Inc.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 102245 |
| Byrna Technologies, Inc. (a) | &nbsp;&nbsp; 430 | &nbsp;&nbsp; 3947 |
| Cadre Holdings, Inc.  | &nbsp;&nbsp; 670 | &nbsp;&nbsp; 20556 |
| Carpenter Technology Corp.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 118245 |
| Curtiss-Wright Corp.  | &nbsp;&nbsp; 195 | &nbsp;&nbsp; 132818 |
| Ducommun, Inc. (a) | &nbsp;&nbsp; 327 | &nbsp;&nbsp; 39894 |
| Eve Holding, Inc. (a) | &nbsp;&nbsp; 2763 | &nbsp;&nbsp; 6852 |
| Firefly Aerospace, Inc. (a) | &nbsp;&nbsp; 555 | &nbsp;&nbsp; 15801 |
| FTAI Aviation Ltd.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 147000 |
| General Dynamics Corp.  | &nbsp;&nbsp; 1407 | &nbsp;&nbsp; 482910 |
| General Electric Co.  | &nbsp;&nbsp; 5846 | &nbsp;&nbsp; 1658919 |
| HEICO Corp.  | &nbsp;&nbsp; 220 | &nbsp;&nbsp; 60324 |
| HEICO Corp., Class A  | &nbsp;&nbsp; 451 | &nbsp;&nbsp; 95202 |
| Hexcel Corp.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 32372 |
| Howmet Aerospace, Inc.  | &nbsp;&nbsp; 2215 | &nbsp;&nbsp; 510469 |
| &nbsp;&nbsp;&nbsp; Huntington Ingalls Industries, <br> Inc. <br>| &nbsp;&nbsp; 220 | &nbsp;&nbsp; 83578 |
| Intuitive Machines, Inc. (a) | &nbsp;&nbsp; 2594 | &nbsp;&nbsp; 48145 |
| Karman Holdings, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 24015 |
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security <br> Solutions, Inc. (a)<br>| &nbsp;&nbsp; 4299 | &nbsp;&nbsp; 303122 |
| L3Harris Technologies, Inc.  | &nbsp;&nbsp; 1070 | &nbsp;&nbsp; 369310 |
| Leonardo DRS, Inc.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 17808 |
| Loar Holdings, Inc. (a) | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 11458 |
| Lockheed Martin Corp.  | &nbsp;&nbsp; 1164 | &nbsp;&nbsp; 703510 |
| Mercury Systems, Inc. (a) | &nbsp;&nbsp; 1293 | &nbsp;&nbsp; 94273 |
| Moog, Inc., Class A  | &nbsp;&nbsp; 669 | &nbsp;&nbsp; 195776 |
| National Presto Industries, Inc.  | &nbsp;&nbsp; 120 | &nbsp;&nbsp; 16447 |
| Northrop Grumman Corp.  | &nbsp;&nbsp; 734 | &nbsp;&nbsp; 500764 |
| Park Aerospace Corp.  | &nbsp;&nbsp; 434 | &nbsp;&nbsp; 11883 |
| Red Cat Holdings, Inc. (a) | &nbsp;&nbsp; 2418 | &nbsp;&nbsp; 31652 |
| Redwire Corp. (a) | &nbsp;&nbsp; 2520 | &nbsp;&nbsp; 21420 |
| Rocket Lab Corp. (a) | &nbsp;&nbsp; 2800 | &nbsp;&nbsp; 179816 |
| RTX Corp.  | &nbsp;&nbsp; 7503 | &nbsp;&nbsp; 1447329 |
| Satellogic, Inc., Class A (a) | &nbsp;&nbsp; 2059 | &nbsp;&nbsp; 11201 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| StandardAero, Inc. (a) | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; $25830 |
| Textron, Inc.  | &nbsp;&nbsp; 1073 | &nbsp;&nbsp; 93952 |
| TransDigm Group, Inc.  | &nbsp;&nbsp; 309 | &nbsp;&nbsp; 358119 |
| V2X, Inc. (a) | &nbsp;&nbsp; 630 | &nbsp;&nbsp; 43155 |
| &nbsp;&nbsp;&nbsp; Voyager Technologies, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 1138 | &nbsp;&nbsp; 26618 |
| VSE Corp.  | &nbsp;&nbsp; 645 | &nbsp;&nbsp; 118938 |
| Woodward, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 107376 |
| York Space Systems, Inc. (a) | &nbsp;&nbsp; 423 | &nbsp;&nbsp; 9378 |
|  |  | &nbsp;&nbsp; 9821267 |
| Agricultural & Farm Machinery - 0.1%  | Agricultural & Farm Machinery - 0.1%  | Agricultural & Farm Machinery - 0.1%  |
| AGCO Corp.  | &nbsp;&nbsp; 423 | &nbsp;&nbsp; 49013 |
| Alamo Group, Inc.  | &nbsp;&nbsp; 245 | &nbsp;&nbsp; 40418 |
| CNH Industrial NV  | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 55000 |
| Deere & Co.  | &nbsp;&nbsp; 1355 | &nbsp;&nbsp; 763271 |
| Lindsay Corp.  | &nbsp;&nbsp; 257 | &nbsp;&nbsp; 30601 |
| Titan International, Inc. (a) | &nbsp;&nbsp; 1320 | &nbsp;&nbsp; 9121 |
| Toro Co.  | &nbsp;&nbsp; 568 | &nbsp;&nbsp; 53074 |
|  |  | &nbsp;&nbsp; 1000498 |
| Agricultural Products & Services - 0.0%\*  | Agricultural Products & Services - 0.0%\*  | Agricultural Products & Services - 0.0%\*  |
| Alico, Inc.  | &nbsp;&nbsp; 150 | &nbsp;&nbsp; 6189 |
| Archer-Daniels-Midland Co.  | &nbsp;&nbsp; 2742 | &nbsp;&nbsp; 199316 |
| Bunge Global SA  | &nbsp;&nbsp; 717 | &nbsp;&nbsp; 91202 |
| Darling Ingredients, Inc. (a) | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 49480 |
| Fresh Del Monte Produce, Inc.  | &nbsp;&nbsp; 783 | &nbsp;&nbsp; 31524 |
| Ingredion, Inc.  | &nbsp;&nbsp; 344 | &nbsp;&nbsp; 38755 |
| Limoneira Co.  | &nbsp;&nbsp; 396 | &nbsp;&nbsp; 5314 |
|  |  | &nbsp;&nbsp; 421780 |
| Air Freight & Logistics - 0.1%  | Air Freight & Logistics - 0.1%  | Air Freight & Logistics - 0.1%  |
| CH Robinson Worldwide, Inc.  | &nbsp;&nbsp; 659 | &nbsp;&nbsp; 109440 |
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc. <br>| &nbsp;&nbsp; 791 | &nbsp;&nbsp; 113295 |
| FedEx Corp.  | &nbsp;&nbsp; 1262 | &nbsp;&nbsp; 449499 |
| Forward Air Corp. (a) | &nbsp;&nbsp; 517 | &nbsp;&nbsp; 8639 |
| GXO Logistics, Inc. (a) | &nbsp;&nbsp; 573 | &nbsp;&nbsp; 29710 |
| Hub Group, Inc., Class A  | &nbsp;&nbsp; 1422 | &nbsp;&nbsp; 51249 |
| Radiant Logistics, Inc. (a) | &nbsp;&nbsp; 861 | &nbsp;&nbsp; 6070 |
| &nbsp;&nbsp;&nbsp; United Parcel Service, Inc., <br> Class B <br>| &nbsp;&nbsp; 4072 | &nbsp;&nbsp; 400604 |
|  |  | &nbsp;&nbsp; 1168506 |
| Airport Services - 0.0%\*  | Airport Services - 0.0%\*  | Airport Services - 0.0%\*  |
| Sky Harbour Group Corp. (a) | &nbsp;&nbsp; 505 | &nbsp;&nbsp; 4863 |
| Alternative Carriers - 0.0%\*  | Alternative Carriers - 0.0%\*  | Alternative Carriers - 0.0%\*  |
| Anterix, Inc. (a) | &nbsp;&nbsp; 253 | &nbsp;&nbsp; 9662 |
| AST SpaceMobile, Inc. (a) | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 107731 |
| Bandwidth, Inc., Class A (a) | &nbsp;&nbsp; 741 | &nbsp;&nbsp; 13205 |
| &nbsp;&nbsp;&nbsp; Cogent Communications <br> Holdings, Inc. <br>| &nbsp;&nbsp; 1143 | &nbsp;&nbsp; 21534 |
| Globalstar, Inc. (a) | &nbsp;&nbsp; 1196 | &nbsp;&nbsp; 79438 |
| Iridium Communications, Inc.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 16644 |
| Lumen Technologies, Inc. (a) | &nbsp;&nbsp; 22669 | &nbsp;&nbsp; 157550 |
|  |  | &nbsp;&nbsp; 405764 |
| Aluminum - 0.0%\*  | Aluminum - 0.0%\*  | Aluminum - 0.0%\*  |
| Alcoa Corp.  | &nbsp;&nbsp; 1458 | &nbsp;&nbsp; 96709 |
| Century Aluminum Co. (a) | &nbsp;&nbsp; 1351 | &nbsp;&nbsp; 79290 |
| Constellium SE (a) | &nbsp;&nbsp; 3278 | &nbsp;&nbsp; 80573 |
| Kaiser Aluminum Corp.  | &nbsp;&nbsp; 382 | &nbsp;&nbsp; 46035 |
| Tredegar Corp. (a) | &nbsp;&nbsp; 662 | &nbsp;&nbsp; 5263 |
|  |  | &nbsp;&nbsp; 307870 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 32 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Apparel Retail - 0.2%  | Apparel Retail - 0.2%  | Apparel Retail - 0.2%  |
| &nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co., <br> Class A (a)<br>| &nbsp;&nbsp; 1078 | &nbsp;&nbsp; $98497 |
| American Eagle Outfitters, Inc.  | &nbsp;&nbsp; 3805 | &nbsp;&nbsp; 63543 |
| Boot Barn Holdings, Inc. (a) | &nbsp;&nbsp; 737 | &nbsp;&nbsp; 107867 |
| Buckle, Inc.  | &nbsp;&nbsp; 747 | &nbsp;&nbsp; 37619 |
| Burlington Stores, Inc. (a) | &nbsp;&nbsp; 353 | &nbsp;&nbsp; 114859 |
| Caleres, Inc.  | &nbsp;&nbsp; 894 | &nbsp;&nbsp; 9423 |
| Citi Trends, Inc. (a) | &nbsp;&nbsp; 121 | &nbsp;&nbsp; 5242 |
| Designer Brands, Inc., Class A  | &nbsp;&nbsp; 787 | &nbsp;&nbsp; 4478 |
| Gap, Inc.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 24200 |
| Genesco, Inc. (a) | &nbsp;&nbsp; 236 | &nbsp;&nbsp; 6842 |
| J Jill, Inc.  | &nbsp;&nbsp; 179 | &nbsp;&nbsp; 2051 |
| Lands' End, Inc. (a) | &nbsp;&nbsp; 219 | &nbsp;&nbsp; 2461 |
| RealReal, Inc. (a) | &nbsp;&nbsp; 2359 | &nbsp;&nbsp; 21420 |
| Revolve Group, Inc. (a) | &nbsp;&nbsp; 948 | &nbsp;&nbsp; 21434 |
| Ross Stores, Inc.  | &nbsp;&nbsp; 1775 | &nbsp;&nbsp; 384518 |
| Shoe Carnival, Inc.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 6236 |
| Stitch Fix, Inc., Class A (a) | &nbsp;&nbsp; 2987 | &nbsp;&nbsp; 9887 |
| ThredUp, Inc., Class A (a) | &nbsp;&nbsp; 2696 | &nbsp;&nbsp; 8843 |
| TJX Cos., Inc.  | &nbsp;&nbsp; 6313 | &nbsp;&nbsp; 1008186 |
| Torrid Holdings, Inc. (a) | &nbsp;&nbsp; 305 | &nbsp;&nbsp; 543 |
| Urban Outfitters, Inc. (a) | &nbsp;&nbsp; 1552 | &nbsp;&nbsp; 98319 |
| Victoria's Secret & Co. (a) | &nbsp;&nbsp; 1655 | &nbsp;&nbsp; 76726 |
| Zumiez, Inc. (a) | &nbsp;&nbsp; 310 | &nbsp;&nbsp; 6870 |
|  |  | &nbsp;&nbsp; 2120064 |
| Apparel, Accessories & Luxury Goods - 0.1%  | Apparel, Accessories & Luxury Goods - 0.1%  | Apparel, Accessories & Luxury Goods - 0.1%  |
| Capri Holdings Ltd. (a) | &nbsp;&nbsp; 2764 | &nbsp;&nbsp; 48702 |
| Carter's, Inc.  | &nbsp;&nbsp; 837 | &nbsp;&nbsp; 29931 |
| Columbia Sportswear Co.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 10962 |
| Figs, Inc., Class A (a) | &nbsp;&nbsp; 2088 | &nbsp;&nbsp; 30840 |
| G-III Apparel Group Ltd.  | &nbsp;&nbsp; 852 | &nbsp;&nbsp; 23600 |
| Kontoor Brands, Inc.  | &nbsp;&nbsp; 1318 | &nbsp;&nbsp; 92642 |
| Lakeland Industries, Inc.  | &nbsp;&nbsp; 299 | &nbsp;&nbsp; 2449 |
| Lululemon Athletica, Inc. (a) | &nbsp;&nbsp; 627 | &nbsp;&nbsp; 95994 |
| Movado Group, Inc.  | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 8230 |
| Oxford Industries, Inc.  | &nbsp;&nbsp; 336 | &nbsp;&nbsp; 12939 |
| PVH Corp.  | &nbsp;&nbsp; 380 | &nbsp;&nbsp; 26509 |
| Ralph Lauren Corp.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 68798 |
| Superior Group of Cos., Inc.  | &nbsp;&nbsp; 244 | &nbsp;&nbsp; 2479 |
| Tapestry, Inc.  | &nbsp;&nbsp; 1174 | &nbsp;&nbsp; 165663 |
| &nbsp;&nbsp;&nbsp; Under Armour, Inc., Class C <br> (a)<br>| &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 11580 |
| VF Corp.  | &nbsp;&nbsp; 1900 | &nbsp;&nbsp; 32281 |
|  |  | &nbsp;&nbsp; 663599 |
| Application Software - 1.0%  | Application Software - 1.0%  | Application Software - 1.0%  |
| 8x8, Inc. (a) | &nbsp;&nbsp; 3261 | &nbsp;&nbsp; 5413 |
| ACI Worldwide, Inc. (a) | &nbsp;&nbsp; 2476 | &nbsp;&nbsp; 101541 |
| Adobe, Inc. (a) | &nbsp;&nbsp; 2309 | &nbsp;&nbsp; 561272 |
| Agilysys, Inc. (a) | &nbsp;&nbsp; 614 | &nbsp;&nbsp; 43680 |
| Alarm.com Holdings, Inc. (a) | &nbsp;&nbsp; 1133 | &nbsp;&nbsp; 48934 |
| Alkami Technology, Inc. (a) | &nbsp;&nbsp; 1616 | &nbsp;&nbsp; 25323 |
| Amplitude, Inc., Class A (a) | &nbsp;&nbsp; 2132 | &nbsp;&nbsp; 14540 |
| Appfolio, Inc., Class A (a) | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 15782 |
| AppLovin Corp., Class A (a) | &nbsp;&nbsp; 1357 | &nbsp;&nbsp; 540086 |
| Asana, Inc., Class A (a) | &nbsp;&nbsp; 1994 | &nbsp;&nbsp; 12762 |
| Atlassian Corp., Class A (a) | &nbsp;&nbsp; 896 | &nbsp;&nbsp; 61152 |
| AudioEye, Inc. (a) | &nbsp;&nbsp; 175 | &nbsp;&nbsp; 1115 |
| Aurora Innovation, Inc. (a) | &nbsp;&nbsp; 5800 | &nbsp;&nbsp; 23896 |
| Autodesk, Inc. (a) | &nbsp;&nbsp; 1222 | &nbsp;&nbsp; 292547 |
| AvePoint, Inc. (a) | &nbsp;&nbsp; 3475 | &nbsp;&nbsp; 33047 |
| Bentley Systems, Inc., Class B  | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 38632 |
| Bill Holdings, Inc. (a) | &nbsp;&nbsp; 492 | &nbsp;&nbsp; 18844 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Bit Digital, Inc. (a) | &nbsp;&nbsp; 7242 | &nbsp;&nbsp; $9487 |
| &nbsp;&nbsp;&nbsp; Bitdeer Technologies Group, <br> Class A (a)<br>| &nbsp;&nbsp; 2909 | &nbsp;&nbsp; 25163 |
| Blackbaud, Inc. (a) | &nbsp;&nbsp; 908 | &nbsp;&nbsp; 35058 |
| BlackLine, Inc. (a) | &nbsp;&nbsp; 1181 | &nbsp;&nbsp; 43697 |
| Blend Labs, Inc., Class A (a) | &nbsp;&nbsp; 4688 | &nbsp;&nbsp; 7970 |
| Box, Inc., Class A (a) | &nbsp;&nbsp; 3357 | &nbsp;&nbsp; 79359 |
| Braze, Inc., Class A (a) | &nbsp;&nbsp; 2021 | &nbsp;&nbsp; 47716 |
| C3.ai, Inc., Class A (a) | &nbsp;&nbsp; 2955 | &nbsp;&nbsp; 24881 |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. <br> (a)<br>| &nbsp;&nbsp; 1521 | &nbsp;&nbsp; 422640 |
| &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions <br> Holdings, Inc. (a)<br>| &nbsp;&nbsp; 3150 | &nbsp;&nbsp; 18900 |
| Cerence, Inc. (a) | &nbsp;&nbsp; 1081 | &nbsp;&nbsp; 6821 |
| Cipher Digital, Inc. (a) | &nbsp;&nbsp; 7769 | &nbsp;&nbsp; 99987 |
| Circle Internet Group, Inc. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 57246 |
| Cleanspark, Inc. (a) | &nbsp;&nbsp; 6006 | &nbsp;&nbsp; 51111 |
| Clear Secure, Inc., Class A  | &nbsp;&nbsp; 2065 | &nbsp;&nbsp; 99967 |
| &nbsp;&nbsp;&nbsp; Clearwater Analytics Holdings, <br> Inc., Class A (a)<br>| &nbsp;&nbsp; 6631 | &nbsp;&nbsp; 156823 |
| &nbsp;&nbsp;&nbsp; Consensus Cloud Solutions, <br> Inc. (a)<br>| &nbsp;&nbsp; 431 | &nbsp;&nbsp; 10232 |
| Core Scientific, Inc. (a) | &nbsp;&nbsp; 6947 | &nbsp;&nbsp; 103927 |
| CS Disco, Inc. (a) | &nbsp;&nbsp; 613 | &nbsp;&nbsp; 2342 |
| Daily Journal Corp. (a) | &nbsp;&nbsp; 29 | &nbsp;&nbsp; 13988 |
| Datadog, Inc., Class A (a) | &nbsp;&nbsp; 1786 | &nbsp;&nbsp; 210837 |
| Digimarc Corp. (a) | &nbsp;&nbsp; 455 | &nbsp;&nbsp; 2234 |
| Digital Turbine, Inc. (a) | &nbsp;&nbsp; 2896 | &nbsp;&nbsp; 8340 |
| Docusign, Inc. (a) | &nbsp;&nbsp; 1289 | &nbsp;&nbsp; 61111 |
| Domo, Inc., Class B (a) | &nbsp;&nbsp; 853 | &nbsp;&nbsp; 2610 |
| Dropbox, Inc., Class A (a) | &nbsp;&nbsp; 750 | &nbsp;&nbsp; 17040 |
| Dynatrace, Inc. (a) | &nbsp;&nbsp; 1570 | &nbsp;&nbsp; 58059 |
| eGain Corp. (a) | &nbsp;&nbsp; 496 | &nbsp;&nbsp; 3913 |
| Elastic NV (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 29994 |
| EverCommerce, Inc. (a) | &nbsp;&nbsp; 423 | &nbsp;&nbsp; 4835 |
| Expensify, Inc., Class A (a) | &nbsp;&nbsp; 1886 | &nbsp;&nbsp; 1641 |
| Fair Isaac Corp. (a) | &nbsp;&nbsp; 120 | &nbsp;&nbsp; 128105 |
| Five9, Inc. (a) | &nbsp;&nbsp; 1826 | &nbsp;&nbsp; 27700 |
| Freshworks, Inc., Class A (a) | &nbsp;&nbsp; 4756 | &nbsp;&nbsp; 38191 |
| Guidewire Software, Inc. (a) | &nbsp;&nbsp; 490 | &nbsp;&nbsp; 73284 |
| HubSpot, Inc. (a) | &nbsp;&nbsp; 276 | &nbsp;&nbsp; 67372 |
| I3 Verticals, Inc., Class A (a) | &nbsp;&nbsp; 529 | &nbsp;&nbsp; 11828 |
| Intapp, Inc. (a) | &nbsp;&nbsp; 1350 | &nbsp;&nbsp; 34681 |
| InterDigital, Inc.  | &nbsp;&nbsp; 616 | &nbsp;&nbsp; 186032 |
| Intuit, Inc.  | &nbsp;&nbsp; 1553 | &nbsp;&nbsp; 671486 |
| Kaltura, Inc. (a) | &nbsp;&nbsp; 2236 | &nbsp;&nbsp; 2728 |
| Life360, Inc. (a) | &nbsp;&nbsp; 478 | &nbsp;&nbsp; 19512 |
| LiveRamp Holdings, Inc. (a) | &nbsp;&nbsp; 1532 | &nbsp;&nbsp; 40629 |
| Manhattan Associates, Inc. (a) | &nbsp;&nbsp; 331 | &nbsp;&nbsp; 44063 |
| MARA Holdings, Inc. (a) | &nbsp;&nbsp; 8872 | &nbsp;&nbsp; 72395 |
| Mitek Systems, Inc. (a) | &nbsp;&nbsp; 1057 | &nbsp;&nbsp; 14269 |
| NCR Voyix Corp. (a) | &nbsp;&nbsp; 3263 | &nbsp;&nbsp; 20655 |
| NextNav, Inc. (a) | &nbsp;&nbsp; 2240 | &nbsp;&nbsp; 35885 |
| Nutanix, Inc., Class A (a) | &nbsp;&nbsp; 1574 | &nbsp;&nbsp; 59828 |
| ON24, Inc. (a) | &nbsp;&nbsp; 889 | &nbsp;&nbsp; 7201 |
| Ooma, Inc. (a) | &nbsp;&nbsp; 561 | &nbsp;&nbsp; 8163 |
| &nbsp;&nbsp;&nbsp; Pagaya Technologies Ltd., <br> Class A (a)<br>| &nbsp;&nbsp; 1169 | &nbsp;&nbsp; 13619 |
| PagerDuty, Inc. (a) | &nbsp;&nbsp; 2059 | &nbsp;&nbsp; 12786 |
| &nbsp;&nbsp;&nbsp; Palantir Technologies, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 12299 | &nbsp;&nbsp; 1799098 |
| PAR Technology Corp. (a) | &nbsp;&nbsp; 929 | &nbsp;&nbsp; 12384 |
| Pegasystems, Inc.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 29792 |
| Porch Group, Inc. (a) | &nbsp;&nbsp; 1999 | &nbsp;&nbsp; 14333 |
| Procore Technologies, Inc. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 34200 |
| PTC, Inc. (a) | &nbsp;&nbsp; 648 | &nbsp;&nbsp; 92333 |
| Q2 Holdings, Inc. (a) | &nbsp;&nbsp; 1485 | &nbsp;&nbsp; 70240 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 33 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Red Violet, Inc. (a) | &nbsp;&nbsp; 268 | &nbsp;&nbsp; $9273 |
| ReposiTrak, Inc.  | &nbsp;&nbsp; 343 | &nbsp;&nbsp; 2607 |
| Rezolve AI PLC (a) | &nbsp;&nbsp; 5129 | &nbsp;&nbsp; 13130 |
| Rimini Street, Inc. (a) | &nbsp;&nbsp; 1183 | &nbsp;&nbsp; 3880 |
| Riot Platforms, Inc. (a) | &nbsp;&nbsp; 8355 | &nbsp;&nbsp; 103268 |
| Roper Technologies, Inc.  | &nbsp;&nbsp; 605 | &nbsp;&nbsp; 214085 |
| Salesforce, Inc.  | &nbsp;&nbsp; 5088 | &nbsp;&nbsp; 949777 |
| Samsara, Inc., Class A (a) | &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 50704 |
| &nbsp;&nbsp;&nbsp; SEMrush Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 1173 | &nbsp;&nbsp; 14006 |
| &nbsp;&nbsp;&nbsp; SoundHound AI, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 8946 | &nbsp;&nbsp; 61459 |
| SoundThinking, Inc. (a) | &nbsp;&nbsp; 247 | &nbsp;&nbsp; 1635 |
| Sprinklr, Inc., Class A (a) | &nbsp;&nbsp; 2589 | &nbsp;&nbsp; 15534 |
| Sprout Social, Inc., Class A (a) | &nbsp;&nbsp; 1434 | &nbsp;&nbsp; 8174 |
| SPS Commerce, Inc. (a) | &nbsp;&nbsp; 906 | &nbsp;&nbsp; 50437 |
| Strategy, Inc., Class A (a) | &nbsp;&nbsp; 1757 | &nbsp;&nbsp; 219274 |
| Synopsys, Inc. (a) | &nbsp;&nbsp; 1081 | &nbsp;&nbsp; 428595 |
| Terawulf, Inc. (a) | &nbsp;&nbsp; 7260 | &nbsp;&nbsp; 104762 |
| Trimble, Inc. (a) | &nbsp;&nbsp; 1232 | &nbsp;&nbsp; 80363 |
| Tyler Technologies, Inc. (a) | &nbsp;&nbsp; 236 | &nbsp;&nbsp; 80802 |
| Unity Software, Inc. (a) | &nbsp;&nbsp; 1998 | &nbsp;&nbsp; 43836 |
| Vertex, Inc., Class A (a) | &nbsp;&nbsp; 1643 | &nbsp;&nbsp; 19535 |
| &nbsp;&nbsp;&nbsp; Via Transportation, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 297 | &nbsp;&nbsp; 4455 |
| &nbsp;&nbsp;&nbsp; Viant Technology, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 465 | &nbsp;&nbsp; 5208 |
| &nbsp;&nbsp;&nbsp; Weave Communications, Inc. <br> (a)<br>| &nbsp;&nbsp; 1567 | &nbsp;&nbsp; 7239 |
| WM Technology, Inc. (a) | &nbsp;&nbsp; 2760 | &nbsp;&nbsp; 1817 |
| Workday, Inc., Class A (a) | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 155904 |
| Workiva, Inc. (a) | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 71556 |
| Yext, Inc. (a) | &nbsp;&nbsp; 2313 | &nbsp;&nbsp; 8882 |
| &nbsp;&nbsp;&nbsp; Zeta Global Holdings Corp., <br> Class A (a)<br>| &nbsp;&nbsp; 4998 | &nbsp;&nbsp; 79568 |
| &nbsp;&nbsp;&nbsp; Zoom Communications, Inc. <br> (a)<br>| &nbsp;&nbsp; 1474 | &nbsp;&nbsp; 118495 |
|  |  | &nbsp;&nbsp; 10127547 |
| Asset Management & Custody Banks - 0.4%  | Asset Management & Custody Banks - 0.4%  | Asset Management & Custody Banks - 0.4%  |
| &nbsp;&nbsp;&nbsp; Acadian Asset Management, <br> Inc. <br>| &nbsp;&nbsp; 633 | &nbsp;&nbsp; 34448 |
| Affiliated Managers Group, Inc.  | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 27670 |
| AlTi Global, Inc. (a) | &nbsp;&nbsp; 1058 | &nbsp;&nbsp; 3830 |
| Ameriprise Financial, Inc.  | &nbsp;&nbsp; 497 | &nbsp;&nbsp; 220867 |
| &nbsp;&nbsp;&nbsp; ARES Management Corp., <br> Class A <br>| &nbsp;&nbsp; 1012 | &nbsp;&nbsp; 110409 |
| &nbsp;&nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc., Class A <br>| &nbsp;&nbsp; 1489 | &nbsp;&nbsp; 54185 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon <br> Corp. <br>| &nbsp;&nbsp; 3886 | &nbsp;&nbsp; 460996 |
| Blackrock, Inc.  | &nbsp;&nbsp; 852 | &nbsp;&nbsp; 819377 |
| Blackstone, Inc.  | &nbsp;&nbsp; 4182 | &nbsp;&nbsp; 480888 |
| Blue Owl Capital, Inc.  | &nbsp;&nbsp; 4220 | &nbsp;&nbsp; 38529 |
| Carlyle Group, Inc.  | &nbsp;&nbsp; 1651 | &nbsp;&nbsp; 79892 |
| Cohen & Steers, Inc.  | &nbsp;&nbsp; 657 | &nbsp;&nbsp; 41095 |
| &nbsp;&nbsp;&nbsp; Diamond Hill Investment <br> Group, Inc. <br>| &nbsp;&nbsp; 60 | &nbsp;&nbsp; 10326 |
| DigitalBridge Group, Inc.  | &nbsp;&nbsp; 4221 | &nbsp;&nbsp; 65088 |
| Franklin Resources, Inc.  | &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 33068 |
| GCM Grosvenor, Inc., Class A  | &nbsp;&nbsp; 1410 | &nbsp;&nbsp; 13818 |
| Hamilton Lane, Inc., Class A  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 29820 |
| Innventure, Inc. (a) | &nbsp;&nbsp; 788 | &nbsp;&nbsp; 3081 |
| Invesco Ltd.  | &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 51009 |
| Janus Henderson Group PLC  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 35959 |
| KKR & Co., Inc.  | &nbsp;&nbsp; 3729 | &nbsp;&nbsp; 344932 |
| Northern Trust Corp.  | &nbsp;&nbsp; 1032 | &nbsp;&nbsp; 144036 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Ridgepost Capital, Inc., <br> Class A <br>| &nbsp;&nbsp; 1388 | &nbsp;&nbsp; $10077 |
| SEI Investments Co.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 39235 |
| &nbsp;&nbsp;&nbsp; Silvercrest Asset Management <br> Group, Inc., Class A <br>| &nbsp;&nbsp; 236 | &nbsp;&nbsp; 3172 |
| State Street Corp. (b) | &nbsp;&nbsp; 1561 | &nbsp;&nbsp; 197560 |
| &nbsp;&nbsp;&nbsp; StepStone Group, Inc., <br> Class A <br>| &nbsp;&nbsp; 1665 | &nbsp;&nbsp; 79454 |
| T. Rowe Price Group, Inc.  | &nbsp;&nbsp; 1157 | &nbsp;&nbsp; 104292 |
| TPG, Inc.  | &nbsp;&nbsp; 870 | &nbsp;&nbsp; 35244 |
| &nbsp;&nbsp;&nbsp; Victory Capital Holdings, Inc., <br> Class A <br>| &nbsp;&nbsp; 1056 | &nbsp;&nbsp; 69147 |
| &nbsp;&nbsp;&nbsp; Virtus Investment Partners, <br> Inc. <br>| &nbsp;&nbsp; 149 | &nbsp;&nbsp; 20018 |
| Wealthfront Corp. (a) | &nbsp;&nbsp; 833 | &nbsp;&nbsp; 7705 |
| &nbsp;&nbsp;&nbsp; Westwood Holdings Group, <br> Inc. <br>| &nbsp;&nbsp; 244 | &nbsp;&nbsp; 4019 |
| WisdomTree, Inc.  | &nbsp;&nbsp; 2938 | &nbsp;&nbsp; 42777 |
|  |  | &nbsp;&nbsp; 3716023 |
| Automobile Manufacturers - 0.7%  | Automobile Manufacturers - 0.7%  | Automobile Manufacturers - 0.7%  |
| &nbsp;&nbsp;&nbsp; Faraday Future Intelligent <br> Electric, Inc. (a)<br>| &nbsp;&nbsp; 2847 | &nbsp;&nbsp; 782 |
| Ford Motor Co.  | &nbsp;&nbsp; 21341 | &nbsp;&nbsp; 246275 |
| General Motors Co.  | &nbsp;&nbsp; 4997 | &nbsp;&nbsp; 372276 |
| Lucid Group, Inc. (a) | &nbsp;&nbsp; 1020 | &nbsp;&nbsp; 9721 |
| &nbsp;&nbsp;&nbsp; Rivian Automotive, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 4880 | &nbsp;&nbsp; 73444 |
| Stellantis NV  | &nbsp;&nbsp; 11607 | &nbsp;&nbsp; 83626 |
| Tesla, Inc. (a) | &nbsp;&nbsp; 15860 | &nbsp;&nbsp; 5895955 |
| Thor Industries, Inc.  | &nbsp;&nbsp; 234 | &nbsp;&nbsp; 18694 |
| Winnebago Industries, Inc.  | &nbsp;&nbsp; 638 | &nbsp;&nbsp; 19772 |
|  |  | &nbsp;&nbsp; 6720545 |
| Automotive Parts & Equipment - 0.1%  | Automotive Parts & Equipment - 0.1%  | Automotive Parts & Equipment - 0.1%  |
| Adient PLC (a) | &nbsp;&nbsp; 1930 | &nbsp;&nbsp; 39005 |
| Aptiv PLC (a) | &nbsp;&nbsp; 1291 | &nbsp;&nbsp; 89647 |
| BorgWarner, Inc.  | &nbsp;&nbsp; 1286 | &nbsp;&nbsp; 69778 |
| &nbsp;&nbsp;&nbsp; Cooper-Standard Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 402 | &nbsp;&nbsp; 11204 |
| Dana, Inc.  | &nbsp;&nbsp; 2689 | &nbsp;&nbsp; 90485 |
| Dauch Corp. (a) | &nbsp;&nbsp; 5380 | &nbsp;&nbsp; 31903 |
| Dorman Products, Inc. (a) | &nbsp;&nbsp; 658 | &nbsp;&nbsp; 68669 |
| Fox Factory Holding Corp. (a) | &nbsp;&nbsp; 971 | &nbsp;&nbsp; 15983 |
| Gentex Corp.  | &nbsp;&nbsp; 1058 | &nbsp;&nbsp; 23117 |
| Gentherm, Inc. (a) | &nbsp;&nbsp; 710 | &nbsp;&nbsp; 19724 |
| Holley, Inc. (a) | &nbsp;&nbsp; 1888 | &nbsp;&nbsp; 5796 |
| LCI Industries  | &nbsp;&nbsp; 565 | &nbsp;&nbsp; 69484 |
| Lear Corp.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 36324 |
| &nbsp;&nbsp;&nbsp; Motorcar Parts of America, <br> Inc. (a)<br>| &nbsp;&nbsp; 396 | &nbsp;&nbsp; 4380 |
| Patrick Industries, Inc.  | &nbsp;&nbsp; 777 | &nbsp;&nbsp; 86301 |
| Phinia, Inc.  | &nbsp;&nbsp; 907 | &nbsp;&nbsp; 62075 |
| QuantumScape Corp. (a) | &nbsp;&nbsp; 2200 | &nbsp;&nbsp; 14036 |
| Solid Power, Inc. (a) | &nbsp;&nbsp; 3492 | &nbsp;&nbsp; 10476 |
| Standard Motor Products, Inc.  | &nbsp;&nbsp; 490 | &nbsp;&nbsp; 17023 |
| Strattec Security Corp. (a) | &nbsp;&nbsp; 96 | &nbsp;&nbsp; 7521 |
| Visteon Corp.  | &nbsp;&nbsp; 654 | &nbsp;&nbsp; 59586 |
| XPEL, Inc. (a) | &nbsp;&nbsp; 594 | &nbsp;&nbsp; 26290 |
|  |  | &nbsp;&nbsp; 858807 |
| Automotive Retail - 0.1%  | Automotive Retail - 0.1%  | Automotive Retail - 0.1%  |
| Advance Auto Parts, Inc.  | &nbsp;&nbsp; 1432 | &nbsp;&nbsp; 75538 |
| America's Car-Mart, Inc. (a) | &nbsp;&nbsp; 186 | &nbsp;&nbsp; 2368 |
| Arko Corp.  | &nbsp;&nbsp; 1689 | &nbsp;&nbsp; 9391 |
| &nbsp;&nbsp;&nbsp; Asbury Automotive Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 464 | &nbsp;&nbsp; 90670 |
| AutoNation, Inc. (a) | &nbsp;&nbsp; 182 | &nbsp;&nbsp; 35537 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 34 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| AutoZone, Inc. (a) | &nbsp;&nbsp; 92 | &nbsp;&nbsp; $310756 |
| &nbsp;&nbsp;&nbsp; Camping World Holdings, Inc., <br> Class A <br>| &nbsp;&nbsp; 1358 | &nbsp;&nbsp; 9275 |
| CarMax, Inc. (a) | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 37422 |
| Carvana Co. (a) | &nbsp;&nbsp; 780 | &nbsp;&nbsp; 245217 |
| EVgo, Inc. (a) | &nbsp;&nbsp; 3502 | &nbsp;&nbsp; 6024 |
| Group 1 Automotive, Inc.  | &nbsp;&nbsp; 279 | &nbsp;&nbsp; 92246 |
| Lithia Motors, Inc.  | &nbsp;&nbsp; 120 | &nbsp;&nbsp; 29966 |
| Monro, Inc.  | &nbsp;&nbsp; 671 | &nbsp;&nbsp; 10763 |
| Murphy USA, Inc.  | &nbsp;&nbsp; 92 | &nbsp;&nbsp; 45445 |
| &nbsp;&nbsp;&nbsp; OneWater Marine, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 362 | &nbsp;&nbsp; 3421 |
| O'Reilly Automotive, Inc. (a) | &nbsp;&nbsp; 4685 | &nbsp;&nbsp; 432472 |
| Penske Automotive Group, Inc.  | &nbsp;&nbsp; 70 | &nbsp;&nbsp; 10466 |
| &nbsp;&nbsp;&nbsp; Sonic Automotive, Inc., <br> Class A <br>| &nbsp;&nbsp; 349 | &nbsp;&nbsp; 23931 |
| Valvoline, Inc. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 20208 |
|  |  | &nbsp;&nbsp; 1491116 |
| Biotechnology - 1.3%  | Biotechnology - 1.3%  | Biotechnology - 1.3%  |
| &nbsp;&nbsp;&nbsp; 4D Molecular Therapeutics, <br> Inc. (a)<br>| &nbsp;&nbsp; 1096 | &nbsp;&nbsp; 10204 |
| AbbVie, Inc.  | &nbsp;&nbsp; 9978 | &nbsp;&nbsp; 2170115 |
| Abeona Therapeutics, Inc. (a) | &nbsp;&nbsp; 1089 | &nbsp;&nbsp; 4879 |
| Absci Corp. (a) | &nbsp;&nbsp; 3005 | &nbsp;&nbsp; 9015 |
| &nbsp;&nbsp;&nbsp; ACADIA Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2965 | &nbsp;&nbsp; 66001 |
| Actuate Therapeutics, Inc. (a) | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 923 |
| ADMA Biologics, Inc. (a) | &nbsp;&nbsp; 5536 | &nbsp;&nbsp; 49879 |
| Aduro Biotech, Inc. (a)(c)\*\* | &nbsp;&nbsp; 4580 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Agios Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 1334 | &nbsp;&nbsp; 45129 |
| Akebia Therapeutics, Inc. (a) | &nbsp;&nbsp; 6764 | &nbsp;&nbsp; 9402 |
| Akero Therapeutics, Inc. (a) | &nbsp;&nbsp; 2030 | &nbsp;&nbsp; 1319 |
| Aktis Oncology, Inc. (a) | &nbsp;&nbsp; 488 | &nbsp;&nbsp; 8730 |
| Aldeyra Therapeutics, Inc. (a) | &nbsp;&nbsp; 1722 | &nbsp;&nbsp; 2910 |
| Alector, Inc. (a) | &nbsp;&nbsp; 2385 | &nbsp;&nbsp; 5128 |
| Alkermes PLC (a) | &nbsp;&nbsp; 3881 | &nbsp;&nbsp; 137232 |
| Allogene Therapeutics, Inc. (a) | &nbsp;&nbsp; 3701 | &nbsp;&nbsp; 9030 |
| &nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 727 | &nbsp;&nbsp; 240542 |
| Altimmune, Inc. (a) | &nbsp;&nbsp; 2223 | &nbsp;&nbsp; 6847 |
| Amgen, Inc.  | &nbsp;&nbsp; 3008 | &nbsp;&nbsp; 1058365 |
| Amicus Therapeutics, Inc. (a) | &nbsp;&nbsp; 7123 | &nbsp;&nbsp; 102999 |
| AnaptysBio, Inc. (a) | &nbsp;&nbsp; 432 | &nbsp;&nbsp; 23959 |
| Anavex Life Sciences Corp. (a) | &nbsp;&nbsp; 2253 | &nbsp;&nbsp; 6917 |
| Anika Therapeutics, Inc. (a) | &nbsp;&nbsp; 319 | &nbsp;&nbsp; 4625 |
| Annexon, Inc. (a) | &nbsp;&nbsp; 3132 | &nbsp;&nbsp; 17351 |
| &nbsp;&nbsp;&nbsp; Apellis Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 24138 |
| Apogee Therapeutics, Inc. (a) | &nbsp;&nbsp; 1057 | &nbsp;&nbsp; 88968 |
| Arbutus Biopharma Corp. (a) | &nbsp;&nbsp; 3492 | &nbsp;&nbsp; 15714 |
| Arcellx, Inc. (a) | &nbsp;&nbsp; 912 | &nbsp;&nbsp; 104716 |
| &nbsp;&nbsp;&nbsp; Arcturus Therapeutics <br> Holdings, Inc. (a)<br>| &nbsp;&nbsp; 630 | &nbsp;&nbsp; 4864 |
| Arcus Biosciences, Inc. (a) | &nbsp;&nbsp; 1861 | &nbsp;&nbsp; 40198 |
| &nbsp;&nbsp;&nbsp; Arcutis Biotherapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 2620 | &nbsp;&nbsp; 61727 |
| Ardelyx, Inc. (a) | &nbsp;&nbsp; 5655 | &nbsp;&nbsp; 33873 |
| ArriVent Biopharma, Inc. (a) | &nbsp;&nbsp; 682 | &nbsp;&nbsp; 15734 |
| &nbsp;&nbsp;&nbsp; Arrowhead Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 3184 | &nbsp;&nbsp; 199637 |
| ARS Pharmaceuticals, Inc. (a) | &nbsp;&nbsp; 1401 | &nbsp;&nbsp; 11250 |
| Atrium Therapeutics, Inc. (a) | &nbsp;&nbsp; 340 | &nbsp;&nbsp; 4546 |
| aTyr Pharma, Inc. (a) | &nbsp;&nbsp; 3332 | &nbsp;&nbsp; 2599 |
| Aura Biosciences, Inc. (a) | &nbsp;&nbsp; 1069 | &nbsp;&nbsp; 7152 |
| Avita Medical, Inc. (a) | &nbsp;&nbsp; 420 | &nbsp;&nbsp; 1554 |
| Beam Therapeutics, Inc. (a) | &nbsp;&nbsp; 2274 | &nbsp;&nbsp; 54189 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; BeOne Medicines Ltd., <br> Class H (a)<br>| &nbsp;&nbsp; 7500 | &nbsp;&nbsp; $168265 |
| Bicara Therapeutics, Inc. (a) | &nbsp;&nbsp; 719 | &nbsp;&nbsp; 14301 |
| &nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 5376 | &nbsp;&nbsp; 51180 |
| Biogen, Inc. (a) | &nbsp;&nbsp; 792 | &nbsp;&nbsp; 145197 |
| Biohaven Ltd. (a) | &nbsp;&nbsp; 2792 | &nbsp;&nbsp; 23620 |
| &nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc. <br> (a)<br>| &nbsp;&nbsp; 1069 | &nbsp;&nbsp; 60388 |
| Bridgebio Pharma, Inc. (a) | &nbsp;&nbsp; 3770 | &nbsp;&nbsp; 279960 |
| Candel Therapeutics, Inc. (a) | &nbsp;&nbsp; 1066 | &nbsp;&nbsp; 5223 |
| Capricor Therapeutics, Inc. (a) | &nbsp;&nbsp; 1035 | &nbsp;&nbsp; 31464 |
| Cardiff Oncology, Inc. (a) | &nbsp;&nbsp; 1445 | &nbsp;&nbsp; 2341 |
| CareDx, Inc. (a) | &nbsp;&nbsp; 1216 | &nbsp;&nbsp; 21110 |
| &nbsp;&nbsp;&nbsp; Cartesian Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 239 | &nbsp;&nbsp; 1470 |
| &nbsp;&nbsp;&nbsp; Catalyst Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2758 | &nbsp;&nbsp; 68288 |
| Celcuity, Inc. (a) | &nbsp;&nbsp; 833 | &nbsp;&nbsp; 95079 |
| Celldex Therapeutics, Inc. (a) | &nbsp;&nbsp; 1552 | &nbsp;&nbsp; 49229 |
| CG oncology, Inc. (a) | &nbsp;&nbsp; 1405 | &nbsp;&nbsp; 95090 |
| &nbsp;&nbsp;&nbsp; Chinook Therapeutics, Inc. <br> (a)(c)\*\*<br>| &nbsp;&nbsp; 2824 | &nbsp;&nbsp; — |
| Cogent Biosciences, Inc. (a) | &nbsp;&nbsp; 3328 | &nbsp;&nbsp; 128095 |
| Coherus Oncology, Inc. (a) | &nbsp;&nbsp; 2726 | &nbsp;&nbsp; 4607 |
| &nbsp;&nbsp;&nbsp; Compass Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 3020 | &nbsp;&nbsp; 15976 |
| &nbsp;&nbsp;&nbsp; Corvus Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 1334 | &nbsp;&nbsp; 19516 |
| Cullinan Therapeutics, Inc. (a) | &nbsp;&nbsp; 1253 | &nbsp;&nbsp; 17805 |
| Cytokinetics, Inc. (a) | &nbsp;&nbsp; 2801 | &nbsp;&nbsp; 184614 |
| &nbsp;&nbsp;&nbsp; Day One Biopharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 1833 | &nbsp;&nbsp; 39300 |
| Denali Therapeutics, Inc. (a) | &nbsp;&nbsp; 3383 | &nbsp;&nbsp; 64954 |
| Design Therapeutics, Inc. (a) | &nbsp;&nbsp; 504 | &nbsp;&nbsp; 5363 |
| &nbsp;&nbsp;&nbsp; DiaMedica Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 885 | &nbsp;&nbsp; 5991 |
| Dianthus Therapeutics, Inc. (a) | &nbsp;&nbsp; 852 | &nbsp;&nbsp; 71500 |
| Disc Medicine, Inc. (a) | &nbsp;&nbsp; 653 | &nbsp;&nbsp; 41753 |
| Dyne Therapeutics, Inc. (a) | &nbsp;&nbsp; 3166 | &nbsp;&nbsp; 57400 |
| Editas Medicine, Inc. (a) | &nbsp;&nbsp; 2530 | &nbsp;&nbsp; 6249 |
| &nbsp;&nbsp;&nbsp; Eledon Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 1831 | &nbsp;&nbsp; 5639 |
| &nbsp;&nbsp;&nbsp; Emergent BioSolutions, Inc. <br> (a)<br>| &nbsp;&nbsp; 1170 | &nbsp;&nbsp; 9711 |
| &nbsp;&nbsp;&nbsp; Enanta Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 648 | &nbsp;&nbsp; 8184 |
| Entrada Therapeutics, Inc. (a) | &nbsp;&nbsp; 676 | &nbsp;&nbsp; 8531 |
| Erasca, Inc. (a) | &nbsp;&nbsp; 4506 | &nbsp;&nbsp; 72907 |
| Evommune, Inc. (a) | &nbsp;&nbsp; 248 | &nbsp;&nbsp; 5702 |
| Exelixis, Inc. (a) | &nbsp;&nbsp; 1660 | &nbsp;&nbsp; 71197 |
| Fate Therapeutics, Inc. (a) | &nbsp;&nbsp; 2800 | &nbsp;&nbsp; 3360 |
| Foghorn Therapeutics, Inc. (a) | &nbsp;&nbsp; 763 | &nbsp;&nbsp; 3647 |
| Geron Corp. (a) | &nbsp;&nbsp; 12644 | &nbsp;&nbsp; 18840 |
| Gilead Sciences, Inc.  | &nbsp;&nbsp; 6967 | &nbsp;&nbsp; 970991 |
| Gossamer Bio, Inc. (a) | &nbsp;&nbsp; 5303 | &nbsp;&nbsp; 1742 |
| GRAIL, Inc. (a) | &nbsp;&nbsp; 833 | &nbsp;&nbsp; 43049 |
| &nbsp;&nbsp;&nbsp; Greenwich Lifesciences, Inc. <br> (a)<br>| &nbsp;&nbsp; 151 | &nbsp;&nbsp; 3627 |
| Gyre Therapeutics, Inc. (a) | &nbsp;&nbsp; 312 | &nbsp;&nbsp; 2175 |
| &nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 45241 |
| Heron Therapeutics, Inc. (a) | &nbsp;&nbsp; 3827 | &nbsp;&nbsp; 3062 |
| Humacyte, Inc. (a) | &nbsp;&nbsp; 3888 | &nbsp;&nbsp; 2359 |
| Ideaya Biosciences, Inc. (a) | &nbsp;&nbsp; 1912 | &nbsp;&nbsp; 63708 |
| ImmunityBio, Inc. (a) | &nbsp;&nbsp; 7026 | &nbsp;&nbsp; 53889 |
| Immunome, Inc. (a) | &nbsp;&nbsp; 2425 | &nbsp;&nbsp; 53035 |
| Immunovant, Inc. (a) | &nbsp;&nbsp; 1936 | &nbsp;&nbsp; 48090 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 35 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Incyte Corp. (a) | &nbsp;&nbsp; 926 | &nbsp;&nbsp; $87155 |
| &nbsp;&nbsp;&nbsp; Inhibikase Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 2039 | &nbsp;&nbsp; 3426 |
| Inhibrx Biosciences, Inc. (a) | &nbsp;&nbsp; 208 | &nbsp;&nbsp; 13984 |
| Inmune Bio, Inc. (a) | &nbsp;&nbsp; 404 | &nbsp;&nbsp; 457 |
| Insmed, Inc. (a) | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 196224 |
| Intellia Therapeutics, Inc. (a) | &nbsp;&nbsp; 2423 | &nbsp;&nbsp; 31063 |
| Ionis Pharmaceuticals, Inc. (a) | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 67581 |
| &nbsp;&nbsp;&nbsp; Iovance Biotherapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 7247 | &nbsp;&nbsp; 25437 |
| &nbsp;&nbsp;&nbsp; Ironwood Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 3653 | &nbsp;&nbsp; 12822 |
| Jade Biosciences, Inc.  | &nbsp;&nbsp; 757 | &nbsp;&nbsp; 10636 |
| Janux Therapeutics, Inc. (a) | &nbsp;&nbsp; 1018 | &nbsp;&nbsp; 14150 |
| &nbsp;&nbsp;&nbsp; KalVista Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 911 | &nbsp;&nbsp; 18338 |
| Keros Therapeutics, Inc. (a) | &nbsp;&nbsp; 694 | &nbsp;&nbsp; 7662 |
| Kodiak Sciences, Inc. (a) | &nbsp;&nbsp; 759 | &nbsp;&nbsp; 28933 |
| Korro Bio, Inc. (a) | &nbsp;&nbsp; 245 | &nbsp;&nbsp; 2773 |
| Krystal Biotech, Inc. (a) | &nbsp;&nbsp; 594 | &nbsp;&nbsp; 153442 |
| Kura Oncology, Inc. (a) | &nbsp;&nbsp; 1857 | &nbsp;&nbsp; 15097 |
| Kymera Therapeutics, Inc. (a) | &nbsp;&nbsp; 1350 | &nbsp;&nbsp; 112441 |
| Larimar Therapeutics, Inc. (a) | &nbsp;&nbsp; 1146 | &nbsp;&nbsp; 5157 |
| &nbsp;&nbsp;&nbsp; Legend Biotech Corp. ADR <br> (a)(d)<br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 10854 |
| Lexeo Therapeutics, Inc. (a) | &nbsp;&nbsp; 1571 | &nbsp;&nbsp; 9018 |
| &nbsp;&nbsp;&nbsp; Madrigal Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 406 | &nbsp;&nbsp; 212529 |
| MannKind Corp. (a) | &nbsp;&nbsp; 7035 | &nbsp;&nbsp; 17236 |
| &nbsp;&nbsp;&nbsp; MapLight Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 487 | &nbsp;&nbsp; 9901 |
| MeiraGTx Holdings PLC (a) | &nbsp;&nbsp; 1074 | &nbsp;&nbsp; 9301 |
| MiMedx Group, Inc. (a) | &nbsp;&nbsp; 2698 | &nbsp;&nbsp; 10657 |
| &nbsp;&nbsp;&nbsp; Mineralys Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 29799 |
| &nbsp;&nbsp;&nbsp; Mirum Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 979 | &nbsp;&nbsp; 90440 |
| Moderna, Inc. (a) | &nbsp;&nbsp; 2008 | &nbsp;&nbsp; 102006 |
| Monopar Therapeutics, Inc. (a) | &nbsp;&nbsp; 105 | &nbsp;&nbsp; 5753 |
| &nbsp;&nbsp;&nbsp; Monte Rosa Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 1437 | &nbsp;&nbsp; 23639 |
| Myriad Genetics, Inc. (a) | &nbsp;&nbsp; 2187 | &nbsp;&nbsp; 9841 |
| Natera, Inc. (a) | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 139993 |
| &nbsp;&nbsp;&nbsp; Neurocrine Biosciences, Inc. <br> (a)<br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 79044 |
| Neurogene, Inc. (a) | &nbsp;&nbsp; 289 | &nbsp;&nbsp; 5826 |
| Nkarta, Inc. (a) | &nbsp;&nbsp; 1447 | &nbsp;&nbsp; 3053 |
| Novavax, Inc. (a) | &nbsp;&nbsp; 3533 | &nbsp;&nbsp; 28759 |
| Nurix Therapeutics, Inc. (a) | &nbsp;&nbsp; 2366 | &nbsp;&nbsp; 36673 |
| Nuvalent, Inc., Class A (a) | &nbsp;&nbsp; 1198 | &nbsp;&nbsp; 122735 |
| Nuvectis Pharma, Inc. (a) | &nbsp;&nbsp; 435 | &nbsp;&nbsp; 3363 |
| &nbsp;&nbsp;&nbsp; Olema Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 1659 | &nbsp;&nbsp; 24736 |
| &nbsp;&nbsp;&nbsp; Organogenesis Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1938 | &nbsp;&nbsp; 4593 |
| &nbsp;&nbsp;&nbsp; ORIC Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 1541 | &nbsp;&nbsp; 19524 |
| Oruka Therapeutics, Inc. (a) | &nbsp;&nbsp; 907 | &nbsp;&nbsp; 44488 |
| Palvella Therapeutics, Inc. (a) | &nbsp;&nbsp; 169 | &nbsp;&nbsp; 21066 |
| &nbsp;&nbsp;&nbsp; Perspective Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 1476 | &nbsp;&nbsp; 6155 |
| &nbsp;&nbsp;&nbsp; Praxis Precision Medicines, <br> Inc. (a)<br>| &nbsp;&nbsp; 613 | &nbsp;&nbsp; 197502 |
| Precigen, Inc. (a) | &nbsp;&nbsp; 4127 | &nbsp;&nbsp; 15971 |
| Prime Medicine, Inc. (a) | &nbsp;&nbsp; 2212 | &nbsp;&nbsp; 7698 |
| &nbsp;&nbsp;&nbsp; Protagonist Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 1394 | &nbsp;&nbsp; 146928 |
| &nbsp;&nbsp;&nbsp; Protalix BioTherapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 1735 | &nbsp;&nbsp; 3765 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Protara Therapeutics, Inc. (a) | &nbsp;&nbsp; 1107 | &nbsp;&nbsp; $5767 |
| PTC Therapeutics, Inc. (a) | &nbsp;&nbsp; 1860 | &nbsp;&nbsp; 126722 |
| Puma Biotechnology, Inc. (a) | &nbsp;&nbsp; 1023 | &nbsp;&nbsp; 6537 |
| &nbsp;&nbsp;&nbsp; Recursion Pharmaceuticals, <br> Inc., Class A (a)<br>| &nbsp;&nbsp; 10888 | &nbsp;&nbsp; 33426 |
| &nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, <br> Inc. <br>| &nbsp;&nbsp; 555 | &nbsp;&nbsp; 428815 |
| REGENXBIO, Inc. (a) | &nbsp;&nbsp; 1123 | &nbsp;&nbsp; 9411 |
| Relay Therapeutics, Inc. (a) | &nbsp;&nbsp; 3316 | &nbsp;&nbsp; 32994 |
| Replimune Group, Inc. (a) | &nbsp;&nbsp; 1701 | &nbsp;&nbsp; 13013 |
| Revolution Medicines, Inc. (a) | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 97250 |
| Rezolute, Inc. (a) | &nbsp;&nbsp; 2259 | &nbsp;&nbsp; 6890 |
| &nbsp;&nbsp;&nbsp; Rhythm Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 1267 | &nbsp;&nbsp; 110191 |
| Rigel Pharmaceuticals, Inc. (a) | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 10816 |
| &nbsp;&nbsp;&nbsp; Rocket Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2224 | &nbsp;&nbsp; 7962 |
| Roivant Sciences Ltd. (a) | &nbsp;&nbsp; 2500 | &nbsp;&nbsp; 69250 |
| Sana Biotechnology, Inc. (a) | &nbsp;&nbsp; 3766 | &nbsp;&nbsp; 10846 |
| Sarepta Therapeutics, Inc. (a) | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 10880 |
| Savara, Inc. (a) | &nbsp;&nbsp; 3278 | &nbsp;&nbsp; 17898 |
| &nbsp;&nbsp;&nbsp; Scholar Rock Holding Corp. <br> (a)<br>| &nbsp;&nbsp; 2074 | &nbsp;&nbsp; 101958 |
| &nbsp;&nbsp;&nbsp; SELLAS Life Sciences Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 4082 | &nbsp;&nbsp; 17267 |
| Sionna Therapeutics, Inc. (a) | &nbsp;&nbsp; 365 | &nbsp;&nbsp; 14633 |
| Soleno Therapeutics, Inc. (a) | &nbsp;&nbsp; 1106 | &nbsp;&nbsp; 37029 |
| Solid Biosciences, Inc. (a) | &nbsp;&nbsp; 1578 | &nbsp;&nbsp; 11362 |
| Spyre Therapeutics, Inc. (a) | &nbsp;&nbsp; 1641 | &nbsp;&nbsp; 82772 |
| Stoke Therapeutics, Inc. (a) | &nbsp;&nbsp; 1059 | &nbsp;&nbsp; 34481 |
| Summit Therapeutics, Inc. (a) | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 15168 |
| &nbsp;&nbsp;&nbsp; Syndax Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2018 | &nbsp;&nbsp; 47140 |
| Tango Therapeutics, Inc. (a) | &nbsp;&nbsp; 2518 | &nbsp;&nbsp; 52677 |
| &nbsp;&nbsp;&nbsp; Taysha Gene Therapies, Inc. <br> (a)<br>| &nbsp;&nbsp; 5157 | &nbsp;&nbsp; 23052 |
| Tectonic Therapeutic, Inc. (a) | &nbsp;&nbsp; 279 | &nbsp;&nbsp; 8624 |
| Tevogen Bio Holdings, Inc. (a) | &nbsp;&nbsp; 18 | &nbsp;&nbsp; 81 |
| TG Therapeutics, Inc. (a) | &nbsp;&nbsp; 3472 | &nbsp;&nbsp; 115340 |
| &nbsp;&nbsp;&nbsp; Tonix Pharmaceuticals Holding <br> Corp. (a)<br>| &nbsp;&nbsp; 300 | &nbsp;&nbsp; 4125 |
| Travere Therapeutics, Inc. (a) | &nbsp;&nbsp; 1960 | &nbsp;&nbsp; 58232 |
| TriSalus Life Sciences, Inc. (a) | &nbsp;&nbsp; 666 | &nbsp;&nbsp; 2664 |
| Twist Bioscience Corp. (a) | &nbsp;&nbsp; 1426 | &nbsp;&nbsp; 67764 |
| Tyra Biosciences, Inc. (a) | &nbsp;&nbsp; 603 | &nbsp;&nbsp; 23095 |
| &nbsp;&nbsp;&nbsp; Ultragenyx Pharmaceutical, <br> Inc. (a)<br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 8380 |
| United Therapeutics Corp. (a) | &nbsp;&nbsp; 231 | &nbsp;&nbsp; 136978 |
| Upstream Bio, Inc. (a) | &nbsp;&nbsp; 779 | &nbsp;&nbsp; 7011 |
| UroGen Pharma Ltd. (a) | &nbsp;&nbsp; 852 | &nbsp;&nbsp; 15319 |
| &nbsp;&nbsp;&nbsp; Vanda Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 1250 | &nbsp;&nbsp; 8637 |
| Vaxcyte, Inc. (a) | &nbsp;&nbsp; 2951 | &nbsp;&nbsp; 171483 |
| Vera Therapeutics, Inc. (a) | &nbsp;&nbsp; 1469 | &nbsp;&nbsp; 59098 |
| Veracyte, Inc. (a) | &nbsp;&nbsp; 1867 | &nbsp;&nbsp; 60136 |
| Verastem, Inc. (a) | &nbsp;&nbsp; 1528 | &nbsp;&nbsp; 8098 |
| Vericel Corp. (a) | &nbsp;&nbsp; 1192 | &nbsp;&nbsp; 38347 |
| &nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 1419 | &nbsp;&nbsp; 633640 |
| Viking Therapeutics, Inc. (a) | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 26032 |
| Vir Biotechnology, Inc. (a) | &nbsp;&nbsp; 2065 | &nbsp;&nbsp; 18502 |
| Viridian Therapeutics, Inc. (a) | &nbsp;&nbsp; 1899 | &nbsp;&nbsp; 37144 |
| Voyager Therapeutics, Inc. (a) | &nbsp;&nbsp; 1164 | &nbsp;&nbsp; 4493 |
| Xencor, Inc. (a) | &nbsp;&nbsp; 1632 | &nbsp;&nbsp; 19682 |
| XOMA Royalty Corp. (a) | &nbsp;&nbsp; 231 | &nbsp;&nbsp; 7246 |
| Zenas Biopharma, Inc. (a) | &nbsp;&nbsp; 426 | &nbsp;&nbsp; 8328 |
| Zymeworks, Inc. (a) | &nbsp;&nbsp; 1171 | &nbsp;&nbsp; 29322 |
|  |  | &nbsp;&nbsp; 13210006 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 36 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Brewers - 0.0%\*  | Brewers - 0.0%\*  | Brewers - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Boston Beer Co., Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 17 | &nbsp;&nbsp; $3917 |
| &nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., <br> Class B <br>| &nbsp;&nbsp; 980 | &nbsp;&nbsp; 42199 |
|  |  | &nbsp;&nbsp; 46116 |
| Broadcasting - 0.0%\*  | Broadcasting - 0.0%\*  | Broadcasting - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; AMC Networks, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 732 | &nbsp;&nbsp; 4970 |
| &nbsp;&nbsp;&nbsp; Entravision Communications <br> Corp., Class A <br>| &nbsp;&nbsp; 1509 | &nbsp;&nbsp; 4482 |
| EW Scripps Co., Class A (a) | &nbsp;&nbsp; 1644 | &nbsp;&nbsp; 6116 |
| Fox Corp., Class A  | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 64240 |
| Fox Corp., Class B  | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 42480 |
| Gray Media, Inc.  | &nbsp;&nbsp; 2380 | &nbsp;&nbsp; 10329 |
| iHeartMedia, Inc., Class A (a) | &nbsp;&nbsp; 3261 | &nbsp;&nbsp; 9522 |
| Newsmax, Inc. (a) | &nbsp;&nbsp; 1128 | &nbsp;&nbsp; 5888 |
| Nexstar Media Group, Inc.  | &nbsp;&nbsp; 114 | &nbsp;&nbsp; 20615 |
| Sinclair, Inc.  | &nbsp;&nbsp; 918 | &nbsp;&nbsp; 11879 |
|  |  | &nbsp;&nbsp; 180521 |
| Broadline Retail - 1.1%  | Broadline Retail - 1.1%  | Broadline Retail - 1.1%  |
| Amazon.com, Inc. (a) | &nbsp;&nbsp; 53893 | &nbsp;&nbsp; 11224295 |
| eBay, Inc.  | &nbsp;&nbsp; 2628 | &nbsp;&nbsp; 239201 |
| Etsy, Inc. (a) | &nbsp;&nbsp; 591 | &nbsp;&nbsp; 29538 |
| Groupon, Inc. (a) | &nbsp;&nbsp; 677 | &nbsp;&nbsp; 8056 |
| Kohl's Corp.  | &nbsp;&nbsp; 2581 | &nbsp;&nbsp; 33295 |
| Macy's, Inc.  | &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 25326 |
| &nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet <br> Holdings, Inc. (a)<br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 36816 |
| Savers Value Village, Inc. (a) | &nbsp;&nbsp; 1029 | &nbsp;&nbsp; 7656 |
|  |  | &nbsp;&nbsp; 11604183 |
| Building Products - 0.3%  | Building Products - 0.3%  | Building Products - 0.3%  |
| A.O. Smith Corp.  | &nbsp;&nbsp; 706 | &nbsp;&nbsp; 46554 |
| AAON, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 24825 |
| &nbsp;&nbsp;&nbsp; Advanced Drainage Systems, <br> Inc. <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 54852 |
| Allegion PLC  | &nbsp;&nbsp; 456 | &nbsp;&nbsp; 66252 |
| American Woodmark Corp. (a) | &nbsp;&nbsp; 330 | &nbsp;&nbsp; 13144 |
| Apogee Enterprises, Inc.  | &nbsp;&nbsp; 490 | &nbsp;&nbsp; 16435 |
| &nbsp;&nbsp;&nbsp; Armstrong World Industries, <br> Inc. <br>| &nbsp;&nbsp; 200 | &nbsp;&nbsp; 32960 |
| AZZ, Inc.  | &nbsp;&nbsp; 710 | &nbsp;&nbsp; 88842 |
| Builders FirstSource, Inc. (a) | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 57631 |
| Carlisle Cos., Inc.  | &nbsp;&nbsp; 235 | &nbsp;&nbsp; 78401 |
| Carrier Global Corp.  | &nbsp;&nbsp; 4352 | &nbsp;&nbsp; 245061 |
| CSW Industrials, Inc.  | &nbsp;&nbsp; 380 | &nbsp;&nbsp; 99020 |
| &nbsp;&nbsp;&nbsp; Fortune Brands Innovations, <br> Inc. <br>| &nbsp;&nbsp; 735 | &nbsp;&nbsp; 28643 |
| Gibraltar Industries, Inc. (a) | &nbsp;&nbsp; 701 | &nbsp;&nbsp; 27949 |
| Griffon Corp.  | &nbsp;&nbsp; 915 | &nbsp;&nbsp; 66502 |
| Hayward Holdings, Inc. (a) | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 22746 |
| Insteel Industries, Inc.  | &nbsp;&nbsp; 429 | &nbsp;&nbsp; 14419 |
| &nbsp;&nbsp;&nbsp; Janus International Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 3142 | &nbsp;&nbsp; 16181 |
| JELD-WEN Holding, Inc. (a) | &nbsp;&nbsp; 2912 | &nbsp;&nbsp; 3611 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International <br> PLC <br>| &nbsp;&nbsp; 3465 | &nbsp;&nbsp; 453742 |
| Lennox International, Inc.  | &nbsp;&nbsp; 198 | &nbsp;&nbsp; 91898 |
| Masco Corp.  | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 72444 |
| Masterbrand, Inc. (a) | &nbsp;&nbsp; 2982 | &nbsp;&nbsp; 24780 |
| Modine Manufacturing Co. (a) | &nbsp;&nbsp; 1246 | &nbsp;&nbsp; 270021 |
| Owens Corning  | &nbsp;&nbsp; 367 | &nbsp;&nbsp; 39717 |
| &nbsp;&nbsp;&nbsp; Quanex Building Products <br> Corp. <br>| &nbsp;&nbsp; 1072 | &nbsp;&nbsp; 19264 |
| Resideo Technologies, Inc. (a) | &nbsp;&nbsp; 3091 | &nbsp;&nbsp; 104198 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Simpson Manufacturing Co., <br> Inc. <br>| &nbsp;&nbsp; 200 | &nbsp;&nbsp; $34324 |
| Tecnoglass, Inc.  | &nbsp;&nbsp; 637 | &nbsp;&nbsp; 28378 |
| Trane Technologies PLC  | &nbsp;&nbsp; 1266 | &nbsp;&nbsp; 527593 |
| Trex Co., Inc. (a) | &nbsp;&nbsp; 596 | &nbsp;&nbsp; 21706 |
| UFP Industries, Inc.  | &nbsp;&nbsp; 1394 | &nbsp;&nbsp; 128415 |
| &nbsp;&nbsp;&nbsp; Zurn Elkay Water Solutions <br> Corp. <br>| &nbsp;&nbsp; 3573 | &nbsp;&nbsp; 160213 |
|  |  | &nbsp;&nbsp; 2980721 |
| Cable & Satellite - 0.1%  | Cable & Satellite - 0.1%  | Cable & Satellite - 0.1%  |
| Cable One, Inc. (a) | &nbsp;&nbsp; 122 | &nbsp;&nbsp; 11128 |
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 493 | &nbsp;&nbsp; 106429 |
| EchoStar Corp., Class A (a) | &nbsp;&nbsp; 3223 | &nbsp;&nbsp; 377316 |
| &nbsp;&nbsp;&nbsp; Liberty Broadband Corp., <br> Class C (a)<br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 35210 |
| &nbsp;&nbsp;&nbsp; Optimum Communications, <br> Inc., Class A (a)<br>| &nbsp;&nbsp; 6210 | &nbsp;&nbsp; 8073 |
| Sirius XM Holdings, Inc.  | &nbsp;&nbsp; 913 | &nbsp;&nbsp; 21072 |
| Versant Media Group, Inc. (a) | &nbsp;&nbsp; 945 | &nbsp;&nbsp; 34984 |
|  |  | &nbsp;&nbsp; 594212 |
| Cargo Ground Transportation - 0.1%  | Cargo Ground Transportation - 0.1%  | Cargo Ground Transportation - 0.1%  |
| ArcBest Corp.  | &nbsp;&nbsp; 542 | &nbsp;&nbsp; 53311 |
| Covenant Logistics Group, Inc.  | &nbsp;&nbsp; 403 | &nbsp;&nbsp; 10941 |
| Heartland Express, Inc.  | &nbsp;&nbsp; 1041 | &nbsp;&nbsp; 10826 |
| &nbsp;&nbsp;&nbsp; JB Hunt Transport Services, <br> Inc. <br>| &nbsp;&nbsp; 454 | &nbsp;&nbsp; 96203 |
| &nbsp;&nbsp;&nbsp; Knight-Swift Transportation <br> Holdings, Inc. <br>| &nbsp;&nbsp; 822 | &nbsp;&nbsp; 47331 |
| Landstar System, Inc.  | &nbsp;&nbsp; 244 | &nbsp;&nbsp; 39116 |
| Marten Transport Ltd.  | &nbsp;&nbsp; 1351 | &nbsp;&nbsp; 17739 |
| Old Dominion Freight Line, Inc.  | &nbsp;&nbsp; 1058 | &nbsp;&nbsp; 206733 |
| PAMT Corp. (a) | &nbsp;&nbsp; 196 | &nbsp;&nbsp; 1656 |
| &nbsp;&nbsp;&nbsp; Proficient Auto Logistics, Inc. <br> (a)<br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 4068 |
| RXO, Inc. (a) | &nbsp;&nbsp; 3869 | &nbsp;&nbsp; 56565 |
| Ryder System, Inc.  | &nbsp;&nbsp; 194 | &nbsp;&nbsp; 39714 |
| Saia, Inc. (a) | &nbsp;&nbsp; 136 | &nbsp;&nbsp; 47774 |
| U-Haul Holding Co.  | &nbsp;&nbsp; 647 | &nbsp;&nbsp; 28901 |
| &nbsp;&nbsp;&nbsp; Universal Logistics Holdings, <br> Inc. <br>| &nbsp;&nbsp; 161 | &nbsp;&nbsp; 3404 |
| Werner Enterprises, Inc.  | &nbsp;&nbsp; 1422 | &nbsp;&nbsp; 41821 |
| XPO, Inc. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 116730 |
|  |  | &nbsp;&nbsp; 822833 |
| Casinos & Gaming - 0.1%  | Casinos & Gaming - 0.1%  | Casinos & Gaming - 0.1%  |
| Accel Entertainment, Inc. (a) | &nbsp;&nbsp; 1172 | &nbsp;&nbsp; 12787 |
| Bally's Corp. (a) | &nbsp;&nbsp; 263 | &nbsp;&nbsp; 2535 |
| Boyd Gaming Corp.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 32872 |
| Brightstar Lottery PLC  | &nbsp;&nbsp; 2475 | &nbsp;&nbsp; 31532 |
| &nbsp;&nbsp;&nbsp; Caesars Entertainment, Inc. <br> (a)<br>| &nbsp;&nbsp; 1059 | &nbsp;&nbsp; 27989 |
| Churchill Downs, Inc.  | &nbsp;&nbsp; 390 | &nbsp;&nbsp; 35034 |
| DraftKings, Inc., Class A (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 64860 |
| Flutter Entertainment PLC (a) | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 89716 |
| Golden Entertainment, Inc.  | &nbsp;&nbsp; 440 | &nbsp;&nbsp; 11744 |
| Inspired Entertainment, Inc. (a) | &nbsp;&nbsp; 748 | &nbsp;&nbsp; 5333 |
| Las Vegas Sands Corp.  | &nbsp;&nbsp; 1659 | &nbsp;&nbsp; 89387 |
| MGM Resorts International (a) | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 44412 |
| Monarch Casino & Resort, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 28680 |
| Penn Entertainment, Inc. (a) | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 10521 |
| &nbsp;&nbsp;&nbsp; Red Rock Resorts, Inc., <br> Class A <br>| &nbsp;&nbsp; 1165 | &nbsp;&nbsp; 62164 |
| Rush Street Interactive, Inc. (a) | &nbsp;&nbsp; 2171 | &nbsp;&nbsp; 47219 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 37 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Wynn Resorts Ltd.  | &nbsp;&nbsp; 370 | &nbsp;&nbsp; $37573 |
|  |  | &nbsp;&nbsp; 634358 |
| Coal & Consumable Fuels - 0.1%  | Coal & Consumable Fuels - 0.1%  | Coal & Consumable Fuels - 0.1%  |
| &nbsp;&nbsp;&nbsp; Centrus Energy Corp., Class A <br> (a)<br>| &nbsp;&nbsp; 402 | &nbsp;&nbsp; 69783 |
| Core Natural Resources, Inc.  | &nbsp;&nbsp; 1219 | &nbsp;&nbsp; 127666 |
| Energy Fuels, Inc. (a) | &nbsp;&nbsp; 5467 | &nbsp;&nbsp; 99773 |
| Lightbridge Corp. (a) | &nbsp;&nbsp; 766 | &nbsp;&nbsp; 8165 |
| &nbsp;&nbsp;&nbsp; NACCO Industries, Inc., <br> Class A <br>| &nbsp;&nbsp; 108 | &nbsp;&nbsp; 5613 |
| Peabody Energy Corp.  | &nbsp;&nbsp; 2926 | &nbsp;&nbsp; 96412 |
| Uranium Energy Corp. (a) | &nbsp;&nbsp; 11343 | &nbsp;&nbsp; 153130 |
| XCF Global, Inc., Class A (a) | &nbsp;&nbsp; 1217 | &nbsp;&nbsp; 445 |
|  |  | &nbsp;&nbsp; 560987 |
| Commercial & Residential Mortgage Finance - 0.1%  | Commercial & Residential Mortgage Finance - 0.1%  | Commercial & Residential Mortgage Finance - 0.1%  |
| &nbsp;&nbsp;&nbsp; Better Home & Finance <br> Holding Co. (a)<br>| &nbsp;&nbsp; 178 | &nbsp;&nbsp; 6340 |
| Enact Holdings, Inc.  | &nbsp;&nbsp; 662 | &nbsp;&nbsp; 27016 |
| Essent Group Ltd.  | &nbsp;&nbsp; 2209 | &nbsp;&nbsp; 129094 |
| &nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage <br> Corp., Class C <br>| &nbsp;&nbsp; 220 | &nbsp;&nbsp; 32637 |
| &nbsp;&nbsp;&nbsp; Finance of America Cos., Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 150 | &nbsp;&nbsp; 2490 |
| loanDepot, Inc., Class A (a) | &nbsp;&nbsp; 2727 | &nbsp;&nbsp; 3872 |
| Merchants Bancorp  | &nbsp;&nbsp; 607 | &nbsp;&nbsp; 26046 |
| MGIC Investment Corp.  | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 31500 |
| NMI Holdings, Inc. (a) | &nbsp;&nbsp; 1827 | &nbsp;&nbsp; 68531 |
| Onity Group, Inc. (a) | &nbsp;&nbsp; 175 | &nbsp;&nbsp; 6872 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, <br> Inc. <br>| &nbsp;&nbsp; 696 | &nbsp;&nbsp; 60831 |
| Radian Group, Inc.  | &nbsp;&nbsp; 3245 | &nbsp;&nbsp; 107345 |
| Rocket Cos., Inc., Class A (a) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 71250 |
| &nbsp;&nbsp;&nbsp; Security National Financial <br> Corp., Class A (a)<br>| &nbsp;&nbsp; 493 | &nbsp;&nbsp; 4674 |
| Velocity Financial, Inc. (a) | &nbsp;&nbsp; 328 | &nbsp;&nbsp; 5934 |
| Walker & Dunlop, Inc.  | &nbsp;&nbsp; 780 | &nbsp;&nbsp; 34616 |
| Waterstone Financial, Inc.  | &nbsp;&nbsp; 361 | &nbsp;&nbsp; 6509 |
|  |  | &nbsp;&nbsp; 625557 |
| Commercial Printing - 0.0%\*  | Commercial Printing - 0.0%\*  | Commercial Printing - 0.0%\*  |
| Deluxe Corp.  | &nbsp;&nbsp; 1040 | &nbsp;&nbsp; 28642 |
| Ennis, Inc.  | &nbsp;&nbsp; 573 | &nbsp;&nbsp; 12274 |
| Quad/Graphics, Inc.  | &nbsp;&nbsp; 845 | &nbsp;&nbsp; 5585 |
|  |  | &nbsp;&nbsp; 46501 |
| Commodity Chemicals - 0.1%  | Commodity Chemicals - 0.1%  | Commodity Chemicals - 0.1%  |
| AdvanSix, Inc.  | &nbsp;&nbsp; 624 | &nbsp;&nbsp; 15226 |
| Cabot Corp.  | &nbsp;&nbsp; 1241 | &nbsp;&nbsp; 93460 |
| &nbsp;&nbsp;&nbsp; Core Molding Technologies, <br> Inc. (a)<br>| &nbsp;&nbsp; 238 | &nbsp;&nbsp; 5331 |
| Dow, Inc.  | &nbsp;&nbsp; 3836 | &nbsp;&nbsp; 159769 |
| Hawkins, Inc.  | &nbsp;&nbsp; 465 | &nbsp;&nbsp; 71424 |
| Koppers Holdings, Inc.  | &nbsp;&nbsp; 436 | &nbsp;&nbsp; 16864 |
| Kronos Worldwide, Inc.  | &nbsp;&nbsp; 453 | &nbsp;&nbsp; 2976 |
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, <br> Class A <br>| &nbsp;&nbsp; 1434 | &nbsp;&nbsp; 115523 |
| Mativ Holdings, Inc.  | &nbsp;&nbsp; 1228 | &nbsp;&nbsp; 10684 |
| Olin Corp.  | &nbsp;&nbsp; 490 | &nbsp;&nbsp; 14568 |
| &nbsp;&nbsp;&nbsp; PureCycle Technologies, Inc. <br> (a)<br>| &nbsp;&nbsp; 3008 | &nbsp;&nbsp; 15611 |
| Tronox Holdings PLC  | &nbsp;&nbsp; 2779 | &nbsp;&nbsp; 27151 |
| Westlake Corp.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 23364 |
|  |  | &nbsp;&nbsp; 571951 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Communications Equipment - 0.4%  | Communications Equipment - 0.4%  | Communications Equipment - 0.4%  |
| ADTRAN Holdings, Inc. (a) | &nbsp;&nbsp; 1719 | &nbsp;&nbsp; $21625 |
| &nbsp;&nbsp;&nbsp; Applied Optoelectronics, Inc. <br> (a)<br>| &nbsp;&nbsp; 1570 | &nbsp;&nbsp; 132806 |
| Arista Networks, Inc. (a) | &nbsp;&nbsp; 5816 | &nbsp;&nbsp; 714089 |
| Aviat Networks, Inc. (a) | &nbsp;&nbsp; 278 | &nbsp;&nbsp; 6286 |
| BK Technologies Corp. (a) | &nbsp;&nbsp; 68 | &nbsp;&nbsp; 5075 |
| Calix, Inc. (a) | &nbsp;&nbsp; 1438 | &nbsp;&nbsp; 70448 |
| Ciena Corp. (a) | &nbsp;&nbsp; 779 | &nbsp;&nbsp; 302431 |
| Cisco Systems, Inc.  | &nbsp;&nbsp; 22466 | &nbsp;&nbsp; 1743137 |
| Clearfield, Inc. (a) | &nbsp;&nbsp; 307 | &nbsp;&nbsp; 8126 |
| Digi International, Inc. (a) | &nbsp;&nbsp; 863 | &nbsp;&nbsp; 41597 |
| Extreme Networks, Inc. (a) | &nbsp;&nbsp; 3129 | &nbsp;&nbsp; 47185 |
| F5, Inc. (a) | &nbsp;&nbsp; 320 | &nbsp;&nbsp; 92586 |
| Harmonic, Inc. (a) | &nbsp;&nbsp; 2636 | &nbsp;&nbsp; 23671 |
| Inseego Corp. (a) | &nbsp;&nbsp; 418 | &nbsp;&nbsp; 4648 |
| Lumentum Holdings, Inc. (a) | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 281104 |
| Motorola Solutions, Inc.  | &nbsp;&nbsp; 963 | &nbsp;&nbsp; 417913 |
| NETGEAR, Inc. (a) | &nbsp;&nbsp; 625 | &nbsp;&nbsp; 13650 |
| NetScout Systems, Inc. (a) | &nbsp;&nbsp; 1661 | &nbsp;&nbsp; 52803 |
| &nbsp;&nbsp;&nbsp; Ribbon Communications, Inc. <br> (a)<br>| &nbsp;&nbsp; 2228 | &nbsp;&nbsp; 4723 |
| Viasat, Inc. (a) | &nbsp;&nbsp; 2962 | &nbsp;&nbsp; 135660 |
| Viavi Solutions, Inc. (a) | &nbsp;&nbsp; 5480 | &nbsp;&nbsp; 182374 |
| Vistance Networks, Inc. (a) | &nbsp;&nbsp; 5217 | &nbsp;&nbsp; 94949 |
|  |  | &nbsp;&nbsp; 4396886 |
| Computer & Electronics Retail - 0.0%\*  | Computer & Electronics Retail - 0.0%\*  | Computer & Electronics Retail - 0.0%\*  |
| Best Buy Co., Inc.  | &nbsp;&nbsp; 1218 | &nbsp;&nbsp; 78196 |
| GameStop Corp., Class A (a) | &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 52992 |
|  |  | &nbsp;&nbsp; 131188 |
| Construction & Engineering - 0.3%  | Construction & Engineering - 0.3%  | Construction & Engineering - 0.3%  |
| AECOM  | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 67856 |
| Ameresco, Inc., Class A (a) | &nbsp;&nbsp; 747 | &nbsp;&nbsp; 19049 |
| API Group Corp. (a) | &nbsp;&nbsp; 1900 | &nbsp;&nbsp; 76988 |
| Arcosa, Inc.  | &nbsp;&nbsp; 1163 | &nbsp;&nbsp; 123441 |
| Argan, Inc.  | &nbsp;&nbsp; 319 | &nbsp;&nbsp; 173743 |
| &nbsp;&nbsp;&nbsp; Bowman Consulting Group <br> Ltd. (a)<br>| &nbsp;&nbsp; 334 | &nbsp;&nbsp; 9499 |
| &nbsp;&nbsp;&nbsp; Cardinal Infrastructure Group, <br> Inc., Class A (a)<br>| &nbsp;&nbsp; 304 | &nbsp;&nbsp; 12055 |
| Centuri Holdings, Inc. (a) | &nbsp;&nbsp; 2094 | &nbsp;&nbsp; 61166 |
| Comfort Systems USA, Inc.  | &nbsp;&nbsp; 191 | &nbsp;&nbsp; 263387 |
| &nbsp;&nbsp;&nbsp; Concrete Pumping Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 518 | &nbsp;&nbsp; 3699 |
| &nbsp;&nbsp;&nbsp; Construction Partners, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 1125 | &nbsp;&nbsp; 125010 |
| Dycom Industries, Inc. (a) | &nbsp;&nbsp; 694 | &nbsp;&nbsp; 235141 |
| EMCOR Group, Inc.  | &nbsp;&nbsp; 244 | &nbsp;&nbsp; 180148 |
| &nbsp;&nbsp;&nbsp; Everus Construction Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 275 | &nbsp;&nbsp; 32467 |
| Ferrovial SE  | &nbsp;&nbsp; 2989 | &nbsp;&nbsp; 193840 |
| Fluor Corp. (a) | &nbsp;&nbsp; 3827 | &nbsp;&nbsp; 178530 |
| Granite Construction, Inc.  | &nbsp;&nbsp; 1049 | &nbsp;&nbsp; 125754 |
| &nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock <br> Corp. (a)<br>| &nbsp;&nbsp; 1560 | &nbsp;&nbsp; 26520 |
| IES Holdings, Inc. (a) | &nbsp;&nbsp; 216 | &nbsp;&nbsp; 102918 |
| Legence Corp., Class A (a) | &nbsp;&nbsp; 879 | &nbsp;&nbsp; 49628 |
| Limbach Holdings, Inc. (a) | &nbsp;&nbsp; 247 | &nbsp;&nbsp; 19278 |
| MasTec, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 96522 |
| Matrix Service Co. (a) | &nbsp;&nbsp; 644 | &nbsp;&nbsp; 7393 |
| MYR Group, Inc. (a) | &nbsp;&nbsp; 369 | &nbsp;&nbsp; 104176 |
| NWPX Infrastructure, Inc. (a) | &nbsp;&nbsp; 219 | &nbsp;&nbsp; 17051 |
| Orion Group Holdings, Inc. (a) | &nbsp;&nbsp; 847 | &nbsp;&nbsp; 9232 |
| Primoris Services Corp.  | &nbsp;&nbsp; 1286 | &nbsp;&nbsp; 183949 |
| Quanta Services, Inc.  | &nbsp;&nbsp; 835 | &nbsp;&nbsp; 458432 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 38 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Southland Holdings, Inc. (a) | &nbsp;&nbsp; 505 | &nbsp;&nbsp; $657 |
| Sterling Infrastructure, Inc. (a) | &nbsp;&nbsp; 709 | &nbsp;&nbsp; 288754 |
| Tutor Perini Corp.  | &nbsp;&nbsp; 1063 | &nbsp;&nbsp; 82053 |
| Valmont Industries, Inc.  | &nbsp;&nbsp; 99 | &nbsp;&nbsp; 39557 |
| WillScot Holdings Corp.  | &nbsp;&nbsp; 1340 | &nbsp;&nbsp; 23262 |
|  |  | &nbsp;&nbsp; 3391155 |
| Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  |
| &nbsp;&nbsp;&nbsp; Allison Transmission Holdings, <br> Inc. <br>| &nbsp;&nbsp; 480 | &nbsp;&nbsp; 56189 |
| Astec Industries, Inc.  | &nbsp;&nbsp; 539 | &nbsp;&nbsp; 29020 |
| &nbsp;&nbsp;&nbsp; Atmus Filtration Technologies, <br> Inc. <br>| &nbsp;&nbsp; 1957 | &nbsp;&nbsp; 111099 |
| Blue Bird Corp. (a) | &nbsp;&nbsp; 750 | &nbsp;&nbsp; 42592 |
| Caterpillar, Inc.  | &nbsp;&nbsp; 2606 | &nbsp;&nbsp; 1846247 |
| Cummins, Inc.  | &nbsp;&nbsp; 770 | &nbsp;&nbsp; 414275 |
| Douglas Dynamics, Inc.  | &nbsp;&nbsp; 530 | &nbsp;&nbsp; 22308 |
| Federal Signal Corp.  | &nbsp;&nbsp; 1428 | &nbsp;&nbsp; 154424 |
| Greenbrier Cos., Inc.  | &nbsp;&nbsp; 715 | &nbsp;&nbsp; 37645 |
| Manitowoc Co., Inc. (a) | &nbsp;&nbsp; 780 | &nbsp;&nbsp; 9087 |
| Microvast Holdings, Inc. (a) | &nbsp;&nbsp; 4726 | &nbsp;&nbsp; 7089 |
| Miller Industries, Inc.  | &nbsp;&nbsp; 263 | &nbsp;&nbsp; 11980 |
| Oshkosh Corp.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 58884 |
| PACCAR, Inc.  | &nbsp;&nbsp; 2785 | &nbsp;&nbsp; 321667 |
| Terex Corp.  | &nbsp;&nbsp; 2664 | &nbsp;&nbsp; 157442 |
| Trinity Industries, Inc.  | &nbsp;&nbsp; 1915 | &nbsp;&nbsp; 61625 |
| Wabash National Corp.  | &nbsp;&nbsp; 937 | &nbsp;&nbsp; 8077 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake <br> Technologies Corp. <br>| &nbsp;&nbsp; 931 | &nbsp;&nbsp; 232666 |
|  |  | &nbsp;&nbsp; 3582316 |
| Construction Materials - 0.1%  | Construction Materials - 0.1%  | Construction Materials - 0.1%  |
| Buzzi SpA  | &nbsp;&nbsp; 391 | &nbsp;&nbsp; 19705 |
| CRH PLC  | &nbsp;&nbsp; 3770 | &nbsp;&nbsp; 396302 |
| Eagle Materials, Inc.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 37890 |
| Holcim AG  | &nbsp;&nbsp; 2973 | &nbsp;&nbsp; 244546 |
| &nbsp;&nbsp;&nbsp; James Hardie Industries PLC <br> (a)<br>| &nbsp;&nbsp; 723 | &nbsp;&nbsp; 13694 |
| Knife River Corp. (a) | &nbsp;&nbsp; 1369 | &nbsp;&nbsp; 111779 |
| Martin Marietta Materials, Inc.  | &nbsp;&nbsp; 327 | &nbsp;&nbsp; 192498 |
| Smith-Midland Corp. (a) | &nbsp;&nbsp; 110 | &nbsp;&nbsp; 3578 |
| U.S. Lime & Minerals, Inc.  | &nbsp;&nbsp; 255 | &nbsp;&nbsp; 33306 |
| Vulcan Materials Co.  | &nbsp;&nbsp; 766 | &nbsp;&nbsp; 208582 |
|  |  | &nbsp;&nbsp; 1261880 |
| Consumer Electronics - 0.0%\*  | Consumer Electronics - 0.0%\*  | Consumer Electronics - 0.0%\*  |
| Garmin Ltd.  | &nbsp;&nbsp; 874 | &nbsp;&nbsp; 202777 |
| Sonos, Inc. (a) | &nbsp;&nbsp; 2829 | &nbsp;&nbsp; 37908 |
|  |  | &nbsp;&nbsp; 240685 |
| Consumer Finance - 0.3%  | Consumer Finance - 0.3%  | Consumer Finance - 0.3%  |
| Ally Financial, Inc.  | &nbsp;&nbsp; 1587 | &nbsp;&nbsp; 62258 |
| American Express Co.  | &nbsp;&nbsp; 2997 | &nbsp;&nbsp; 906533 |
| Atlanticus Holdings Corp. (a) | &nbsp;&nbsp; 116 | &nbsp;&nbsp; 6086 |
| Bread Financial Holdings, Inc.  | &nbsp;&nbsp; 1093 | &nbsp;&nbsp; 81855 |
| Capital One Financial Corp.  | &nbsp;&nbsp; 3379 | &nbsp;&nbsp; 616431 |
| &nbsp;&nbsp;&nbsp; Consumer Portfolio Services, <br> Inc. (a)<br>| &nbsp;&nbsp; 167 | &nbsp;&nbsp; 1291 |
| Credit Acceptance Corp. (a) | &nbsp;&nbsp; 39 | &nbsp;&nbsp; 16515 |
| Dave, Inc. (a) | &nbsp;&nbsp; 246 | &nbsp;&nbsp; 42826 |
| Encore Capital Group, Inc. (a) | &nbsp;&nbsp; 532 | &nbsp;&nbsp; 37304 |
| Enova International, Inc. (a) | &nbsp;&nbsp; 566 | &nbsp;&nbsp; 76880 |
| FirstCash Holdings, Inc.  | &nbsp;&nbsp; 942 | &nbsp;&nbsp; 177096 |
| Green Dot Corp., Class A (a) | &nbsp;&nbsp; 1230 | &nbsp;&nbsp; 13801 |
| Jefferson Capital, Inc.  | &nbsp;&nbsp; 528 | &nbsp;&nbsp; 10153 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| LendingClub Corp. (a) | &nbsp;&nbsp; 2680 | &nbsp;&nbsp; $38378 |
| LendingTree, Inc. (a) | &nbsp;&nbsp; 253 | &nbsp;&nbsp; 10849 |
| Medallion Financial Corp.  | &nbsp;&nbsp; 468 | &nbsp;&nbsp; 4006 |
| Navient Corp.  | &nbsp;&nbsp; 1616 | &nbsp;&nbsp; 13219 |
| Nelnet, Inc., Class A  | &nbsp;&nbsp; 307 | &nbsp;&nbsp; 39591 |
| NerdWallet, Inc., Class A (a) | &nbsp;&nbsp; 942 | &nbsp;&nbsp; 9778 |
| OneMain Holdings, Inc.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 32094 |
| Oportun Financial Corp. (a) | &nbsp;&nbsp; 987 | &nbsp;&nbsp; 4550 |
| OppFi, Inc.  | &nbsp;&nbsp; 637 | &nbsp;&nbsp; 4911 |
| PRA Group, Inc. (a) | &nbsp;&nbsp; 898 | &nbsp;&nbsp; 15715 |
| PROG Holdings, Inc.  | &nbsp;&nbsp; 926 | &nbsp;&nbsp; 26567 |
| Regional Management Corp.  | &nbsp;&nbsp; 237 | &nbsp;&nbsp; 7643 |
| SLM Corp.  | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 27833 |
| SoFi Technologies, Inc. (a) | &nbsp;&nbsp; 6800 | &nbsp;&nbsp; 107984 |
| Synchrony Financial  | &nbsp;&nbsp; 2048 | &nbsp;&nbsp; 139305 |
| Upstart Holdings, Inc. (a) | &nbsp;&nbsp; 2027 | &nbsp;&nbsp; 51992 |
| World Acceptance Corp. (a) | &nbsp;&nbsp; 56 | &nbsp;&nbsp; 7562 |
|  |  | &nbsp;&nbsp; 2591006 |
| Consumer Staples Merchandise Retail - 0.6%  | Consumer Staples Merchandise Retail - 0.6%  | Consumer Staples Merchandise Retail - 0.6%  |
| &nbsp;&nbsp;&nbsp; BJ's Wholesale Club Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 68894 |
| Costco Wholesale Corp.  | &nbsp;&nbsp; 2489 | &nbsp;&nbsp; 2480114 |
| Dollar General Corp.  | &nbsp;&nbsp; 1237 | &nbsp;&nbsp; 146869 |
| Dollar Tree, Inc. (a) | &nbsp;&nbsp; 1126 | &nbsp;&nbsp; 123308 |
| PriceSmart, Inc.  | &nbsp;&nbsp; 613 | &nbsp;&nbsp; 92257 |
| Target Corp.  | &nbsp;&nbsp; 2554 | &nbsp;&nbsp; 309545 |
| Walmart, Inc.  | &nbsp;&nbsp; 24491 | &nbsp;&nbsp; 3043741 |
|  |  | &nbsp;&nbsp; 6264728 |
| Copper - 0.0%\*  | Copper - 0.0%\*  | Copper - 0.0%\*  |
| Freeport-McMoRan, Inc.  | &nbsp;&nbsp; 7938 | &nbsp;&nbsp; 466596 |
| Data Center REITs - 0.1%  | Data Center REITs - 0.1%  | Data Center REITs - 0.1%  |
| Digital Realty Trust, Inc.  | &nbsp;&nbsp; 1951 | &nbsp;&nbsp; 351590 |
| Equinix, Inc.  | &nbsp;&nbsp; 531 | &nbsp;&nbsp; 520507 |
|  |  | &nbsp;&nbsp; 872097 |
| Data Processing & Outsourced Services - 0.0%\*  | Data Processing & Outsourced Services - 0.0%\*  | Data Processing & Outsourced Services - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc. <br>| &nbsp;&nbsp; 647 | &nbsp;&nbsp; 105125 |
| Conduent, Inc. (a) | &nbsp;&nbsp; 3346 | &nbsp;&nbsp; 4283 |
| &nbsp;&nbsp;&nbsp; CSG Systems International, <br> Inc. <br>| &nbsp;&nbsp; 660 | &nbsp;&nbsp; 52760 |
| ExlService Holdings, Inc. (a) | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 30450 |
| Genpact Ltd.  | &nbsp;&nbsp; 770 | &nbsp;&nbsp; 28682 |
| IBEX Holdings Ltd. (a) | &nbsp;&nbsp; 238 | &nbsp;&nbsp; 6383 |
| Maximus, Inc.  | &nbsp;&nbsp; 1296 | &nbsp;&nbsp; 83074 |
| &nbsp;&nbsp;&nbsp; SS&C Technologies Holdings, <br> Inc. <br>| &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 81084 |
| TTEC Holdings, Inc. (a) | &nbsp;&nbsp; 439 | &nbsp;&nbsp; 1098 |
| Verra Mobility Corp. (a) | &nbsp;&nbsp; 3804 | &nbsp;&nbsp; 54359 |
|  |  | &nbsp;&nbsp; 447298 |
| Distillers & Vintners - 0.0%\*  | Distillers & Vintners - 0.0%\*  | Distillers & Vintners - 0.0%\*  |
| Brown-Forman Corp., Class A  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 16074 |
| Brown-Forman Corp., Class B  | &nbsp;&nbsp; 735 | &nbsp;&nbsp; 19433 |
| &nbsp;&nbsp;&nbsp; Constellation Brands, Inc., <br> Class A <br>| &nbsp;&nbsp; 798 | &nbsp;&nbsp; 119700 |
| MGP Ingredients, Inc.  | &nbsp;&nbsp; 335 | &nbsp;&nbsp; 6161 |
|  |  | &nbsp;&nbsp; 161368 |
| Distributors - 0.0%\*  | Distributors - 0.0%\*  | Distributors - 0.0%\*  |
| Genuine Parts Co.  | &nbsp;&nbsp; 890 | &nbsp;&nbsp; 94117 |
| &nbsp;&nbsp;&nbsp; GigaCloud Technology, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 573 | &nbsp;&nbsp; 26003 |
| Gold.com, Inc.  | &nbsp;&nbsp; 444 | &nbsp;&nbsp; 17796 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 39 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| LKQ Corp.  | &nbsp;&nbsp; 1446 | &nbsp;&nbsp; $42469 |
| Pool Corp.  | &nbsp;&nbsp; 163 | &nbsp;&nbsp; 32980 |
| Weyco Group, Inc.  | &nbsp;&nbsp; 175 | &nbsp;&nbsp; 5609 |
|  |  | &nbsp;&nbsp; 218974 |
| Diversified Banks - 1.0%  | Diversified Banks - 1.0%  | Diversified Banks - 1.0%  |
| Bank of America Corp.  | &nbsp;&nbsp; 36941 | &nbsp;&nbsp; 1800874 |
| Citigroup, Inc.  | &nbsp;&nbsp; 9790 | &nbsp;&nbsp; 1110284 |
| Fifth Third Bancorp  | &nbsp;&nbsp; 5092 | &nbsp;&nbsp; 236574 |
| &nbsp;&nbsp;&nbsp; First Citizens BancShares, <br> Inc., Class A <br>| &nbsp;&nbsp; 53 | &nbsp;&nbsp; 99887 |
| JPMorgan Chase & Co.  | &nbsp;&nbsp; 15257 | &nbsp;&nbsp; 4487999 |
| KeyCorp  | &nbsp;&nbsp; 5551 | &nbsp;&nbsp; 111298 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services <br> Group, Inc. <br>| &nbsp;&nbsp; 2205 | &nbsp;&nbsp; 458838 |
| U.S. Bancorp  | &nbsp;&nbsp; 8840 | &nbsp;&nbsp; 459768 |
| Wells Fargo & Co.  | &nbsp;&nbsp; 17429 | &nbsp;&nbsp; 1387523 |
|  |  | &nbsp;&nbsp; 10153045 |
| Diversified Chemicals - 0.0%\*  | Diversified Chemicals - 0.0%\*  | Diversified Chemicals - 0.0%\*  |
| Chemours Co.  | &nbsp;&nbsp; 3585 | &nbsp;&nbsp; 78978 |
| Huntsman Corp.  | &nbsp;&nbsp; 1211 | &nbsp;&nbsp; 16118 |
| LSB Industries, Inc. (a) | &nbsp;&nbsp; 1245 | &nbsp;&nbsp; 18550 |
|  |  | &nbsp;&nbsp; 113646 |
| Diversified Financial Services - 0.1%  | Diversified Financial Services - 0.1%  | Diversified Financial Services - 0.1%  |
| Alerus Financial Corp.  | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 13230 |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, <br> Inc. <br>| &nbsp;&nbsp; 2334 | &nbsp;&nbsp; 260054 |
| Corebridge Financial, Inc.  | &nbsp;&nbsp; 1901 | &nbsp;&nbsp; 45358 |
| Equitable Holdings, Inc.  | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 66798 |
| &nbsp;&nbsp;&nbsp; Jackson Financial, Inc., <br> Class A <br>| &nbsp;&nbsp; 1606 | &nbsp;&nbsp; 169786 |
| NewtekOne, Inc.  | &nbsp;&nbsp; 645 | &nbsp;&nbsp; 7063 |
| Voya Financial, Inc.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 34160 |
|  |  | &nbsp;&nbsp; 596449 |
| Diversified Metals & Mining - 0.0%\*  | Diversified Metals & Mining - 0.0%\*  | Diversified Metals & Mining - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; American Battery Technology <br> Co. (a)<br>| &nbsp;&nbsp; 3235 | &nbsp;&nbsp; 9026 |
| &nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc. (a)<br>| &nbsp;&nbsp; 745 | &nbsp;&nbsp; 17396 |
| &nbsp;&nbsp;&nbsp; Contango Silver & Gold, Inc. <br> (a)<br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 9375 |
| Ferroglobe PLC (a)(c)(e)\*\* | &nbsp;&nbsp; 1316 | &nbsp;&nbsp; — |
| Ferroglobe PLC (e) | &nbsp;&nbsp; 2839 | &nbsp;&nbsp; 11697 |
| &nbsp;&nbsp;&nbsp; Idaho Strategic Resources, <br> Inc. (a)<br>| &nbsp;&nbsp; 326 | &nbsp;&nbsp; 10471 |
| Ivanhoe Electric, Inc. (a) | &nbsp;&nbsp; 2514 | &nbsp;&nbsp; 29715 |
| Materion Corp.  | &nbsp;&nbsp; 494 | &nbsp;&nbsp; 71457 |
| MP Materials Corp. (a) | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 38608 |
| NioCorp Developments Ltd. (a) | &nbsp;&nbsp; 2435 | &nbsp;&nbsp; 10860 |
| U.S. Antimony Corp. (a) | &nbsp;&nbsp; 2787 | &nbsp;&nbsp; 24330 |
| U.S. Gold Corp. (a) | &nbsp;&nbsp; 352 | &nbsp;&nbsp; 5347 |
| USA Rare Earth, Inc. (a) | &nbsp;&nbsp; 4379 | &nbsp;&nbsp; 66276 |
|  |  | &nbsp;&nbsp; 304558 |
| Diversified Real Estate Activities - 0.0%\*  | Diversified Real Estate Activities - 0.0%\*  | Diversified Real Estate Activities - 0.0%\*  |
| RMR Group, Inc., Class A  | &nbsp;&nbsp; 374 | &nbsp;&nbsp; 5786 |
| St. Joe Co.  | &nbsp;&nbsp; 907 | &nbsp;&nbsp; 56960 |
| Tejon Ranch Co. (a) | &nbsp;&nbsp; 466 | &nbsp;&nbsp; 8779 |
|  |  | &nbsp;&nbsp; 71525 |
| Diversified REITs - 0.0%\*  | Diversified REITs - 0.0%\*  | Diversified REITs - 0.0%\*  |
| AH Realty Trust, Inc.  | &nbsp;&nbsp; 1901 | &nbsp;&nbsp; 10456 |
| &nbsp;&nbsp;&nbsp; Alpine Income Property Trust, <br> Inc. <br>| &nbsp;&nbsp; 315 | &nbsp;&nbsp; 5670 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| American Assets Trust, Inc.  | &nbsp;&nbsp; 1216 | &nbsp;&nbsp; $22387 |
| Broadstone Net Lease, Inc.  | &nbsp;&nbsp; 4533 | &nbsp;&nbsp; 82818 |
| CTO Realty Growth, Inc.  | &nbsp;&nbsp; 745 | &nbsp;&nbsp; 13775 |
| &nbsp;&nbsp;&nbsp; Essential Properties Realty <br> Trust, Inc. <br>| &nbsp;&nbsp; 4722 | &nbsp;&nbsp; 143360 |
| Gladstone Commercial Corp.  | &nbsp;&nbsp; 1150 | &nbsp;&nbsp; 13144 |
| Global Net Lease, Inc.  | &nbsp;&nbsp; 4697 | &nbsp;&nbsp; 43964 |
| Modiv Industrial, Inc.  | &nbsp;&nbsp; 301 | &nbsp;&nbsp; 4310 |
| &nbsp;&nbsp;&nbsp; NexPoint Diversified Real <br> Estate Trust <br>| &nbsp;&nbsp; 1079 | &nbsp;&nbsp; 5039 |
| WP Carey, Inc.  | &nbsp;&nbsp; 1211 | &nbsp;&nbsp; 82300 |
|  |  | &nbsp;&nbsp; 427223 |
| Diversified Support Services - 0.1%  | Diversified Support Services - 0.1%  | Diversified Support Services - 0.1%  |
| ACV Auctions, Inc., Class A (a) | &nbsp;&nbsp; 3911 | &nbsp;&nbsp; 16583 |
| Cintas Corp.  | &nbsp;&nbsp; 1942 | &nbsp;&nbsp; 328470 |
| Copart, Inc. (a) | &nbsp;&nbsp; 4766 | &nbsp;&nbsp; 158231 |
| &nbsp;&nbsp;&nbsp; Healthcare Services Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 1662 | &nbsp;&nbsp; 30830 |
| Liquidity Services, Inc. (a) | &nbsp;&nbsp; 538 | &nbsp;&nbsp; 16447 |
| OPENLANE, Inc. (a) | &nbsp;&nbsp; 2511 | &nbsp;&nbsp; 73196 |
| UniFirst Corp.  | &nbsp;&nbsp; 350 | &nbsp;&nbsp; 88056 |
| Vestis Corp. (a) | &nbsp;&nbsp; 2176 | &nbsp;&nbsp; 17103 |
|  |  | &nbsp;&nbsp; 728916 |
| Education Services - 0.1%  | Education Services - 0.1%  | Education Services - 0.1%  |
| &nbsp;&nbsp;&nbsp; American Public Education, <br> Inc. (a)<br>| &nbsp;&nbsp; 403 | &nbsp;&nbsp; 22923 |
| &nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc. (a)<br>| &nbsp;&nbsp; 291 | &nbsp;&nbsp; 23900 |
| Coursera, Inc. (a) | &nbsp;&nbsp; 3321 | &nbsp;&nbsp; 19328 |
| Covista, Inc. (a) | &nbsp;&nbsp; 810 | &nbsp;&nbsp; 93353 |
| Duolingo, Inc. (a) | &nbsp;&nbsp; 232 | &nbsp;&nbsp; 22868 |
| Graham Holdings Co., Class B  | &nbsp;&nbsp; 77 | &nbsp;&nbsp; 81409 |
| &nbsp;&nbsp;&nbsp; Grand Canyon Education, Inc. <br> (a)<br>| &nbsp;&nbsp; 200 | &nbsp;&nbsp; 34006 |
| &nbsp;&nbsp;&nbsp; KinderCare Learning Cos., Inc. <br> (a)<br>| &nbsp;&nbsp; 731 | &nbsp;&nbsp; 1608 |
| Laureate Education, Inc. (a) | &nbsp;&nbsp; 3041 | &nbsp;&nbsp; 105949 |
| &nbsp;&nbsp;&nbsp; Lincoln Educational Services <br> Corp. (a)<br>| &nbsp;&nbsp; 693 | &nbsp;&nbsp; 28191 |
| McGraw Hill, Inc. (a) | &nbsp;&nbsp; 689 | &nbsp;&nbsp; 9439 |
| Nerdy, Inc. (a) | &nbsp;&nbsp; 2003 | &nbsp;&nbsp; 1635 |
| Perdoceo Education Corp.  | &nbsp;&nbsp; 1557 | &nbsp;&nbsp; 57936 |
| &nbsp;&nbsp;&nbsp; Phoenix Education Partners, <br> Inc. <br>| &nbsp;&nbsp; 143 | &nbsp;&nbsp; 4499 |
| Strategic Education, Inc.  | &nbsp;&nbsp; 554 | &nbsp;&nbsp; 45960 |
| Stride, Inc. (a) | &nbsp;&nbsp; 994 | &nbsp;&nbsp; 87641 |
| Udemy, Inc. (a) | &nbsp;&nbsp; 2241 | &nbsp;&nbsp; 10353 |
| &nbsp;&nbsp;&nbsp; Universal Technical Institute, <br> Inc. (a)<br>| &nbsp;&nbsp; 1103 | &nbsp;&nbsp; 39818 |
|  |  | &nbsp;&nbsp; 690816 |
| Electric Utilities - 0.6%  | Electric Utilities - 0.6%  | Electric Utilities - 0.6%  |
| Alliant Energy Corp.  | &nbsp;&nbsp; 1356 | &nbsp;&nbsp; 97307 |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., <br> Inc. <br>| &nbsp;&nbsp; 3066 | &nbsp;&nbsp; 401891 |
| Constellation Energy Corp.  | &nbsp;&nbsp; 1737 | &nbsp;&nbsp; 485057 |
| Duke Energy Corp.  | &nbsp;&nbsp; 4479 | &nbsp;&nbsp; 586480 |
| Edison International  | &nbsp;&nbsp; 2111 | &nbsp;&nbsp; 154483 |
| Entergy Corp.  | &nbsp;&nbsp; 2548 | &nbsp;&nbsp; 286293 |
| Evergy, Inc.  | &nbsp;&nbsp; 1187 | &nbsp;&nbsp; 97239 |
| Eversource Energy  | &nbsp;&nbsp; 2184 | &nbsp;&nbsp; 151307 |
| Exelon Corp.  | &nbsp;&nbsp; 5512 | &nbsp;&nbsp; 270198 |
| FirstEnergy Corp.  | &nbsp;&nbsp; 2998 | &nbsp;&nbsp; 151879 |
| Genie Energy Ltd., Class B  | &nbsp;&nbsp; 499 | &nbsp;&nbsp; 7056 |
| &nbsp;&nbsp;&nbsp; Hawaiian Electric Industries, <br> Inc. (a)<br>| &nbsp;&nbsp; 3888 | &nbsp;&nbsp; 57698 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 40 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| IDACORP, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; $42891 |
| MGE Energy, Inc.  | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 68015 |
| NextEra Energy, Inc.  | &nbsp;&nbsp; 11738 | &nbsp;&nbsp; 1090225 |
| NRG Energy, Inc.  | &nbsp;&nbsp; 1161 | &nbsp;&nbsp; 169669 |
| OGE Energy Corp.  | &nbsp;&nbsp; 1150 | &nbsp;&nbsp; 55154 |
| Oklo, Inc. (a) | &nbsp;&nbsp; 2900 | &nbsp;&nbsp; 143811 |
| Otter Tail Corp.  | &nbsp;&nbsp; 920 | &nbsp;&nbsp; 80748 |
| PG&E Corp.  | &nbsp;&nbsp; 12080 | &nbsp;&nbsp; 212246 |
| Pinnacle West Capital Corp.  | &nbsp;&nbsp; 584 | &nbsp;&nbsp; 58838 |
| Portland General Electric Co.  | &nbsp;&nbsp; 2715 | &nbsp;&nbsp; 143271 |
| PPL Corp.  | &nbsp;&nbsp; 4260 | &nbsp;&nbsp; 162732 |
| Southern Co.  | &nbsp;&nbsp; 6257 | &nbsp;&nbsp; 603926 |
| TXNM Energy, Inc.  | &nbsp;&nbsp; 2415 | &nbsp;&nbsp; 141181 |
| Xcel Energy, Inc.  | &nbsp;&nbsp; 3353 | &nbsp;&nbsp; 266362 |
|  |  | &nbsp;&nbsp; 5985957 |
| Electrical Components & Equipment - 0.5%  | Electrical Components & Equipment - 0.5%  | Electrical Components & Equipment - 0.5%  |
| Acuity, Inc.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 56044 |
| Allient, Inc.  | &nbsp;&nbsp; 335 | &nbsp;&nbsp; 19795 |
| &nbsp;&nbsp;&nbsp; American Superconductor <br> Corp. (a)<br>| &nbsp;&nbsp; 1029 | &nbsp;&nbsp; 34832 |
| AMETEK, Inc.  | &nbsp;&nbsp; 1307 | &nbsp;&nbsp; 280169 |
| Amprius Technologies, Inc. (a) | &nbsp;&nbsp; 2610 | &nbsp;&nbsp; 44005 |
| Array Technologies, Inc. (a) | &nbsp;&nbsp; 3557 | &nbsp;&nbsp; 25717 |
| Atkore, Inc.  | &nbsp;&nbsp; 799 | &nbsp;&nbsp; 47069 |
| Eaton Corp. PLC  | &nbsp;&nbsp; 2198 | &nbsp;&nbsp; 786159 |
| Emerson Electric Co.  | &nbsp;&nbsp; 3199 | &nbsp;&nbsp; 419133 |
| EnerSys  | &nbsp;&nbsp; 874 | &nbsp;&nbsp; 151831 |
| Enovix Corp. (a) | &nbsp;&nbsp; 3920 | &nbsp;&nbsp; 20306 |
| &nbsp;&nbsp;&nbsp; Eos Energy Enterprises, Inc. <br> (a)<br>| &nbsp;&nbsp; 7329 | &nbsp;&nbsp; 36352 |
| Fluence Energy, Inc. (a) | &nbsp;&nbsp; 1491 | &nbsp;&nbsp; 20516 |
| Generac Holdings, Inc. (a) | &nbsp;&nbsp; 298 | &nbsp;&nbsp; 58208 |
| Hubbell, Inc.  | &nbsp;&nbsp; 319 | &nbsp;&nbsp; 156546 |
| Hyliion Holdings Corp. (a) | &nbsp;&nbsp; 2944 | &nbsp;&nbsp; 5182 |
| &nbsp;&nbsp;&nbsp; KULR Technology Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 1021 | &nbsp;&nbsp; 2420 |
| LSI Industries, Inc.  | &nbsp;&nbsp; 657 | &nbsp;&nbsp; 12220 |
| Nextpower, Inc., Class A (a) | &nbsp;&nbsp; 3468 | &nbsp;&nbsp; 418067 |
| nVent Electric PLC  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 106452 |
| Plug Power, Inc. (a) | &nbsp;&nbsp; 31467 | &nbsp;&nbsp; 71115 |
| Powell Industries, Inc.  | &nbsp;&nbsp; 229 | &nbsp;&nbsp; 123907 |
| Preformed Line Products Co.  | &nbsp;&nbsp; 59 | &nbsp;&nbsp; 15974 |
| Regal Rexnord Corp.  | &nbsp;&nbsp; 367 | &nbsp;&nbsp; 68724 |
| Rockwell Automation, Inc.  | &nbsp;&nbsp; 645 | &nbsp;&nbsp; 231478 |
| Schneider Electric SE  | &nbsp;&nbsp; 3208 | &nbsp;&nbsp; 871041 |
| &nbsp;&nbsp;&nbsp; Sensata Technologies Holding <br> PLC <br>| &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 35220 |
| &nbsp;&nbsp;&nbsp; Shoals Technologies Group, <br> Inc., Class A (a)<br>| &nbsp;&nbsp; 3926 | &nbsp;&nbsp; 25833 |
| SKYX Platforms Corp. (a) | &nbsp;&nbsp; 1443 | &nbsp;&nbsp; 1616 |
| SunPower, Inc. (a) | &nbsp;&nbsp; 2039 | &nbsp;&nbsp; 2590 |
| Sunrun, Inc. (a) | &nbsp;&nbsp; 5327 | &nbsp;&nbsp; 72234 |
| &nbsp;&nbsp;&nbsp; Thermon Group Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 776 | &nbsp;&nbsp; 39110 |
| Vertiv Holdings Co., Class A  | &nbsp;&nbsp; 2093 | &nbsp;&nbsp; 524464 |
| Vicor Corp. (a) | &nbsp;&nbsp; 550 | &nbsp;&nbsp; 88550 |
|  |  | &nbsp;&nbsp; 4872879 |
| Electronic Components - 0.2%  | Electronic Components - 0.2%  | Electronic Components - 0.2%  |
| Amphenol Corp., Class A  | &nbsp;&nbsp; 6848 | &nbsp;&nbsp; 865245 |
| Bel Fuse, Inc., Class A  | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 6848 |
| Bel Fuse, Inc., Class B  | &nbsp;&nbsp; 247 | &nbsp;&nbsp; 48901 |
| Belden, Inc.  | &nbsp;&nbsp; 938 | &nbsp;&nbsp; 107711 |
| Coherent Corp. (a) | &nbsp;&nbsp; 953 | &nbsp;&nbsp; 227014 |
| Corning, Inc.  | &nbsp;&nbsp; 4387 | &nbsp;&nbsp; 596500 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Knowles Corp. (a) | &nbsp;&nbsp; 2030 | &nbsp;&nbsp; $52130 |
| Littelfuse, Inc.  | &nbsp;&nbsp; 150 | &nbsp;&nbsp; 50903 |
| M-Tron Industries, Inc. (a) | &nbsp;&nbsp; 84 | &nbsp;&nbsp; 5615 |
| Rogers Corp. (a) | &nbsp;&nbsp; 428 | &nbsp;&nbsp; 45937 |
| Vishay Intertechnology, Inc.  | &nbsp;&nbsp; 2876 | &nbsp;&nbsp; 51768 |
|  |  | &nbsp;&nbsp; 2058572 |
| Electronic Equipment & Instruments - 0.2%  | Electronic Equipment & Instruments - 0.2%  | Electronic Equipment & Instruments - 0.2%  |
| 908 Devices, Inc. (a) | &nbsp;&nbsp; 832 | &nbsp;&nbsp; 5092 |
| &nbsp;&nbsp;&nbsp; Advanced Energy Industries, <br> Inc. <br>| &nbsp;&nbsp; 896 | &nbsp;&nbsp; 289148 |
| Aeva Technologies, Inc. (a) | &nbsp;&nbsp; 990 | &nbsp;&nbsp; 13028 |
| Arlo Technologies, Inc. (a) | &nbsp;&nbsp; 2344 | &nbsp;&nbsp; 33355 |
| Badger Meter, Inc.  | &nbsp;&nbsp; 710 | &nbsp;&nbsp; 108169 |
| Cognex Corp.  | &nbsp;&nbsp; 939 | &nbsp;&nbsp; 46002 |
| Crane NXT Co.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 12177 |
| Daktronics, Inc. (a) | &nbsp;&nbsp; 888 | &nbsp;&nbsp; 17360 |
| &nbsp;&nbsp;&nbsp; Evolv Technologies Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 3543 | &nbsp;&nbsp; 21435 |
| Frequency Electronics, Inc. (a) | &nbsp;&nbsp; 145 | &nbsp;&nbsp; 6418 |
| Itron, Inc. (a) | &nbsp;&nbsp; 1087 | &nbsp;&nbsp; 97428 |
| Keysight Technologies, Inc. (a) | &nbsp;&nbsp; 963 | &nbsp;&nbsp; 271922 |
| MicroVision, Inc. (a) | &nbsp;&nbsp; 7880 | &nbsp;&nbsp; 5053 |
| Mirion Technologies, Inc. (a) | &nbsp;&nbsp; 5742 | &nbsp;&nbsp; 106744 |
| &nbsp;&nbsp;&nbsp; Napco Security Technologies, <br> Inc. <br>| &nbsp;&nbsp; 815 | &nbsp;&nbsp; 32103 |
| nLight, Inc. (a) | &nbsp;&nbsp; 1104 | &nbsp;&nbsp; 62950 |
| Novanta, Inc. (a) | &nbsp;&nbsp; 864 | &nbsp;&nbsp; 102047 |
| OSI Systems, Inc. (a) | &nbsp;&nbsp; 374 | &nbsp;&nbsp; 99301 |
| Ouster, Inc. (a) | &nbsp;&nbsp; 1282 | &nbsp;&nbsp; 23550 |
| Powerfleet, Inc. NJ (a) | &nbsp;&nbsp; 2952 | &nbsp;&nbsp; 9092 |
| Ralliant Corp.  | &nbsp;&nbsp; 676 | &nbsp;&nbsp; 28115 |
| Teledyne Technologies, Inc. (a) | &nbsp;&nbsp; 268 | &nbsp;&nbsp; 162143 |
| &nbsp;&nbsp;&nbsp; Vishay Precision Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 284 | &nbsp;&nbsp; 12331 |
| Vontier Corp.  | &nbsp;&nbsp; 799 | &nbsp;&nbsp; 28341 |
| Vuzix Corp. (a) | &nbsp;&nbsp; 1979 | &nbsp;&nbsp; 4571 |
| &nbsp;&nbsp;&nbsp; Zebra Technologies Corp., <br> Class A (a)<br>| &nbsp;&nbsp; 279 | &nbsp;&nbsp; 58333 |
|  |  | &nbsp;&nbsp; 1656208 |
| Electronic Manufacturing Services - 0.1%  | Electronic Manufacturing Services - 0.1%  | Electronic Manufacturing Services - 0.1%  |
| Benchmark Electronics, Inc.  | &nbsp;&nbsp; 848 | &nbsp;&nbsp; 47539 |
| CTS Corp.  | &nbsp;&nbsp; 679 | &nbsp;&nbsp; 32429 |
| Flex Ltd. (a) | &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 137466 |
| IPG Photonics Corp. (a) | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 11459 |
| Jabil, Inc.  | &nbsp;&nbsp; 614 | &nbsp;&nbsp; 163097 |
| Kimball Electronics, Inc. (a) | &nbsp;&nbsp; 556 | &nbsp;&nbsp; 13172 |
| Methode Electronics, Inc.  | &nbsp;&nbsp; 1018 | &nbsp;&nbsp; 5619 |
| Neonode, Inc. (a) | &nbsp;&nbsp; 420 | &nbsp;&nbsp; 588 |
| Plexus Corp. (a) | &nbsp;&nbsp; 632 | &nbsp;&nbsp; 128005 |
| Sanmina Corp. (a) | &nbsp;&nbsp; 1254 | &nbsp;&nbsp; 162568 |
| TTM Technologies, Inc. (a) | &nbsp;&nbsp; 2433 | &nbsp;&nbsp; 237023 |
|  |  | &nbsp;&nbsp; 938965 |
| Environmental & Facilities Services - 0.1%  | Environmental & Facilities Services - 0.1%  | Environmental & Facilities Services - 0.1%  |
| ABM Industries, Inc.  | &nbsp;&nbsp; 1451 | &nbsp;&nbsp; 55893 |
| BrightView Holdings, Inc. (a) | &nbsp;&nbsp; 1677 | &nbsp;&nbsp; 19772 |
| &nbsp;&nbsp;&nbsp; Casella Waste Systems, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 1507 | &nbsp;&nbsp; 119565 |
| Clean Harbors, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 86019 |
| Enviri Corp. (a) | &nbsp;&nbsp; 1791 | &nbsp;&nbsp; 35140 |
| GFL Environmental, Inc.  | &nbsp;&nbsp; 1402 | &nbsp;&nbsp; 58298 |
| Mobile Infrastructure Corp. (a) | &nbsp;&nbsp; 792 | &nbsp;&nbsp; 1774 |
| &nbsp;&nbsp;&nbsp; Montrose Environmental <br> Group, Inc. (a)<br>| &nbsp;&nbsp; 769 | &nbsp;&nbsp; 16833 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 41 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Perma-Fix Environmental <br> Services, Inc. (a)<br>| &nbsp;&nbsp; 516 | &nbsp;&nbsp; $5516 |
| Republic Services, Inc.  | &nbsp;&nbsp; 1080 | &nbsp;&nbsp; 236542 |
| Rollins, Inc.  | &nbsp;&nbsp; 1578 | &nbsp;&nbsp; 84281 |
| Tetra Tech, Inc.  | &nbsp;&nbsp; 1750 | &nbsp;&nbsp; 52710 |
| Veralto Corp.  | &nbsp;&nbsp; 1450 | &nbsp;&nbsp; 128209 |
| Waste Management, Inc.  | &nbsp;&nbsp; 2089 | &nbsp;&nbsp; 480031 |
|  |  | &nbsp;&nbsp; 1380583 |
| Fertilizers & Agricultural Chemicals - 0.1%  | Fertilizers & Agricultural Chemicals - 0.1%  | Fertilizers & Agricultural Chemicals - 0.1%  |
| American Vanguard Corp. (a) | &nbsp;&nbsp; 730 | &nbsp;&nbsp; 1818 |
| CF Industries Holdings, Inc.  | &nbsp;&nbsp; 882 | &nbsp;&nbsp; 114519 |
| Corteva, Inc.  | &nbsp;&nbsp; 3782 | &nbsp;&nbsp; 316591 |
| Intrepid Potash, Inc. (a) | &nbsp;&nbsp; 282 | &nbsp;&nbsp; 12061 |
| Mosaic Co.  | &nbsp;&nbsp; 1647 | &nbsp;&nbsp; 41999 |
| Scotts Miracle-Gro Co.  | &nbsp;&nbsp; 262 | &nbsp;&nbsp; 15932 |
|  |  | &nbsp;&nbsp; 502920 |
| Financial Exchanges & Data - 0.3%  | Financial Exchanges & Data - 0.3%  | Financial Exchanges & Data - 0.3%  |
| Bakkt, Inc. (a) | &nbsp;&nbsp; 382 | &nbsp;&nbsp; 2811 |
| Cboe Global Markets, Inc.  | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 156837 |
| CME Group, Inc.  | &nbsp;&nbsp; 2002 | &nbsp;&nbsp; 591291 |
| &nbsp;&nbsp;&nbsp; Coinbase Global, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 1240 | &nbsp;&nbsp; 216516 |
| &nbsp;&nbsp;&nbsp; Donnelley Financial Solutions, <br> Inc. (a)<br>| &nbsp;&nbsp; 602 | &nbsp;&nbsp; 28378 |
| &nbsp;&nbsp;&nbsp; FactSet Research Systems, <br> Inc. <br>| &nbsp;&nbsp; 236 | &nbsp;&nbsp; 51210 |
| Intercontinental Exchange, Inc.  | &nbsp;&nbsp; 3143 | &nbsp;&nbsp; 494331 |
| MarketAxess Holdings, Inc.  | &nbsp;&nbsp; 222 | &nbsp;&nbsp; 36626 |
| MarketWise, Inc.  | &nbsp;&nbsp; 49 | &nbsp;&nbsp; 917 |
| &nbsp;&nbsp;&nbsp; Miami International Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 550 | &nbsp;&nbsp; 21406 |
| Moody's Corp.  | &nbsp;&nbsp; 855 | &nbsp;&nbsp; 372994 |
| Morningstar, Inc.  | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 16905 |
| MSCI, Inc.  | &nbsp;&nbsp; 418 | &nbsp;&nbsp; 225306 |
| Nasdaq, Inc.  | &nbsp;&nbsp; 2518 | &nbsp;&nbsp; 213753 |
| Open Lending Corp. (a) | &nbsp;&nbsp; 3050 | &nbsp;&nbsp; 3812 |
| S&P Global, Inc.  | &nbsp;&nbsp; 1693 | &nbsp;&nbsp; 720101 |
| &nbsp;&nbsp;&nbsp; Tradeweb Markets, Inc., <br> Class A <br>| &nbsp;&nbsp; 663 | &nbsp;&nbsp; 78009 |
| Value Line, Inc.  | &nbsp;&nbsp; 20 | &nbsp;&nbsp; 706 |
|  |  | &nbsp;&nbsp; 3231909 |
| Food Distributors - 0.1%  | Food Distributors - 0.1%  | Food Distributors - 0.1%  |
| Andersons, Inc.  | &nbsp;&nbsp; 777 | &nbsp;&nbsp; 55773 |
| Chefs' Warehouse, Inc. (a) | &nbsp;&nbsp; 867 | &nbsp;&nbsp; 51543 |
| HF Foods Group, Inc. (a) | &nbsp;&nbsp; 1048 | &nbsp;&nbsp; 1939 |
| &nbsp;&nbsp;&nbsp; Performance Food Group Co. <br> (a)<br>| &nbsp;&nbsp; 900 | &nbsp;&nbsp; 77094 |
| Sysco Corp.  | &nbsp;&nbsp; 2598 | &nbsp;&nbsp; 185315 |
| U.S. Foods Holding Corp. (a) | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 119873 |
| United Natural Foods, Inc. (a) | &nbsp;&nbsp; 1425 | &nbsp;&nbsp; 64211 |
|  |  | &nbsp;&nbsp; 555748 |
| Food Retail - 0.1%  | Food Retail - 0.1%  | Food Retail - 0.1%  |
| Albertsons Cos., Inc., Class A  | &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 39192 |
| Casey's General Stores, Inc.  | &nbsp;&nbsp; 219 | &nbsp;&nbsp; 159401 |
| &nbsp;&nbsp;&nbsp; Grocery Outlet Holding Corp. <br> (a)<br>| &nbsp;&nbsp; 2168 | &nbsp;&nbsp; 15284 |
| Ingles Markets, Inc., Class A  | &nbsp;&nbsp; 344 | &nbsp;&nbsp; 30922 |
| Kroger Co.  | &nbsp;&nbsp; 3209 | &nbsp;&nbsp; 232203 |
| Maplebear, Inc. (a) | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 44952 |
| &nbsp;&nbsp;&nbsp; Natural Grocers by Vitamin <br> Cottage, Inc. <br>| &nbsp;&nbsp; 340 | &nbsp;&nbsp; 8789 |
| &nbsp;&nbsp;&nbsp; Sprouts Farmers Market, Inc. <br> (a)<br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 46278 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Village Super Market, Inc., <br> Class A <br>| &nbsp;&nbsp; 243 | &nbsp;&nbsp; $10262 |
| Weis Markets, Inc.  | &nbsp;&nbsp; 319 | &nbsp;&nbsp; 21817 |
|  |  | &nbsp;&nbsp; 609100 |
| Footwear - 0.1%  | Footwear - 0.1%  | Footwear - 0.1%  |
| Crocs, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 24906 |
| Deckers Outdoor Corp. (a) | &nbsp;&nbsp; 830 | &nbsp;&nbsp; 83075 |
| NIKE, Inc., Class B  | &nbsp;&nbsp; 6431 | &nbsp;&nbsp; 339686 |
| Rocky Brands, Inc.  | &nbsp;&nbsp; 168 | &nbsp;&nbsp; 6505 |
| Steven Madden Ltd.  | &nbsp;&nbsp; 1708 | &nbsp;&nbsp; 57935 |
| Wolverine World Wide, Inc.  | &nbsp;&nbsp; 1898 | &nbsp;&nbsp; 30975 |
|  |  | &nbsp;&nbsp; 543082 |
| Forest Products - 0.0%\*  | Forest Products - 0.0%\*  | Forest Products - 0.0%\*  |
| Louisiana-Pacific Corp.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 21825 |
| Gas Utilities - 0.1%  | Gas Utilities - 0.1%  | Gas Utilities - 0.1%  |
| Atmos Energy Corp.  | &nbsp;&nbsp; 934 | &nbsp;&nbsp; 172528 |
| Chesapeake Utilities Corp.  | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 70514 |
| MDU Resources Group, Inc.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 14504 |
| National Fuel Gas Co.  | &nbsp;&nbsp; 580 | &nbsp;&nbsp; 54497 |
| New Jersey Resources Corp.  | &nbsp;&nbsp; 2421 | &nbsp;&nbsp; 132961 |
| Northwest Natural Holding Co.  | &nbsp;&nbsp; 976 | &nbsp;&nbsp; 51943 |
| ONE Gas, Inc.  | &nbsp;&nbsp; 1435 | &nbsp;&nbsp; 123597 |
| RGC Resources, Inc.  | &nbsp;&nbsp; 238 | &nbsp;&nbsp; 5248 |
| Southwest Gas Holdings, Inc.  | &nbsp;&nbsp; 1633 | &nbsp;&nbsp; 141908 |
| Spire, Inc.  | &nbsp;&nbsp; 1398 | &nbsp;&nbsp; 126575 |
| UGI Corp.  | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 47346 |
|  |  | &nbsp;&nbsp; 941621 |
| Gold - 0.1%  | Gold - 0.1%  | Gold - 0.1%  |
| Coeur Mining, Inc. (a) | &nbsp;&nbsp; 24200 | &nbsp;&nbsp; 454234 |
| Dakota Gold Corp. (a) | &nbsp;&nbsp; 2037 | &nbsp;&nbsp; 10287 |
| Newmont Corp.  | &nbsp;&nbsp; 6157 | &nbsp;&nbsp; 666495 |
| Perpetua Resources Corp. (a) | &nbsp;&nbsp; 2025 | &nbsp;&nbsp; 56943 |
| Royal Gold, Inc.  | &nbsp;&nbsp; 463 | &nbsp;&nbsp; 117829 |
|  |  | &nbsp;&nbsp; 1305788 |
| Health Care REITs - 0.2%  | Health Care REITs - 0.2%  | Health Care REITs - 0.2%  |
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc. <br>| &nbsp;&nbsp; 1092 | &nbsp;&nbsp; 50691 |
| &nbsp;&nbsp;&nbsp; American Healthcare REIT, <br> Inc. <br>| &nbsp;&nbsp; 4248 | &nbsp;&nbsp; 200336 |
| CareTrust REIT, Inc.  | &nbsp;&nbsp; 5343 | &nbsp;&nbsp; 195821 |
| Chiron Real Estate, Inc.  | &nbsp;&nbsp; 304 | &nbsp;&nbsp; 10056 |
| &nbsp;&nbsp;&nbsp; Community Healthcare Trust, <br> Inc. <br>| &nbsp;&nbsp; 708 | &nbsp;&nbsp; 11250 |
| Diversified Healthcare Trust  | &nbsp;&nbsp; 5188 | &nbsp;&nbsp; 34448 |
| Healthcare Realty Trust, Inc.  | &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 27184 |
| Healthpeak Properties, Inc.  | &nbsp;&nbsp; 3836 | &nbsp;&nbsp; 63025 |
| LTC Properties, Inc.  | &nbsp;&nbsp; 1077 | &nbsp;&nbsp; 40021 |
| Medical Properties Trust, Inc.  | &nbsp;&nbsp; 3500 | &nbsp;&nbsp; 16205 |
| National Health Investors, Inc.  | &nbsp;&nbsp; 1124 | &nbsp;&nbsp; 90887 |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, <br> Inc. <br>| &nbsp;&nbsp; 1536 | &nbsp;&nbsp; 67308 |
| Sabra Health Care REIT, Inc.  | &nbsp;&nbsp; 5922 | &nbsp;&nbsp; 113880 |
| Sila Realty Trust, Inc.  | &nbsp;&nbsp; 1312 | &nbsp;&nbsp; 31068 |
| Strawberry Fields REIT, Inc.  | &nbsp;&nbsp; 242 | &nbsp;&nbsp; 2880 |
| &nbsp;&nbsp;&nbsp; Universal Health Realty <br> Income Trust <br>| &nbsp;&nbsp; 306 | &nbsp;&nbsp; 12384 |
| Ventas, Inc.  | &nbsp;&nbsp; 2603 | &nbsp;&nbsp; 212873 |
| Welltower, Inc.  | &nbsp;&nbsp; 3894 | &nbsp;&nbsp; 769883 |
|  |  | &nbsp;&nbsp; 1950200 |
| Healthcare Distributors - 0.1%  | Healthcare Distributors - 0.1%  | Healthcare Distributors - 0.1%  |
| Accendra Health, Inc. (a) | &nbsp;&nbsp; 1791 | &nbsp;&nbsp; 4084 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 42 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| AdaptHealth Corp. (a) | &nbsp;&nbsp; 2378 | &nbsp;&nbsp; $28298 |
| Cardinal Health, Inc.  | &nbsp;&nbsp; 1335 | &nbsp;&nbsp; 282099 |
| Cencora, Inc.  | &nbsp;&nbsp; 1038 | &nbsp;&nbsp; 326077 |
| Henry Schein, Inc. (a) | &nbsp;&nbsp; 552 | &nbsp;&nbsp; 40682 |
| McKesson Corp.  | &nbsp;&nbsp; 707 | &nbsp;&nbsp; 611810 |
|  |  | &nbsp;&nbsp; 1293050 |
| Healthcare Equipment - 0.7%  | Healthcare Equipment - 0.7%  | Healthcare Equipment - 0.7%  |
| Abbott Laboratories  | &nbsp;&nbsp; 9710 | &nbsp;&nbsp; 996926 |
| Accuray, Inc. (a) | &nbsp;&nbsp; 2707 | &nbsp;&nbsp; 1051 |
| Alphatec Holdings, Inc. (a) | &nbsp;&nbsp; 2772 | &nbsp;&nbsp; 30159 |
| AngioDynamics, Inc. (a) | &nbsp;&nbsp; 891 | &nbsp;&nbsp; 10131 |
| &nbsp;&nbsp;&nbsp; Anteris Technologies Global <br> Corp. (a)<br>| &nbsp;&nbsp; 1884 | &nbsp;&nbsp; 10456 |
| Artivion, Inc. (a) | &nbsp;&nbsp; 995 | &nbsp;&nbsp; 36437 |
| AtriCure, Inc. (a) | &nbsp;&nbsp; 1141 | &nbsp;&nbsp; 32553 |
| Axogen, Inc. (a) | &nbsp;&nbsp; 1046 | &nbsp;&nbsp; 34654 |
| Baxter International, Inc.  | &nbsp;&nbsp; 3217 | &nbsp;&nbsp; 54046 |
| Becton Dickinson & Co.  | &nbsp;&nbsp; 1635 | &nbsp;&nbsp; 257071 |
| Beta Bionics, Inc. (a) | &nbsp;&nbsp; 925 | &nbsp;&nbsp; 9269 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp; 8179 | &nbsp;&nbsp; 513232 |
| Butterfly Network, Inc. (a) | &nbsp;&nbsp; 4526 | &nbsp;&nbsp; 18285 |
| CapsoVision, Inc. (a) | &nbsp;&nbsp; 662 | &nbsp;&nbsp; 4826 |
| Carlsmed, Inc. (a) | &nbsp;&nbsp; 234 | &nbsp;&nbsp; 2118 |
| Ceribell, Inc. (a) | &nbsp;&nbsp; 601 | &nbsp;&nbsp; 11016 |
| ClearPoint Neuro, Inc. (a) | &nbsp;&nbsp; 693 | &nbsp;&nbsp; 6306 |
| CONMED Corp.  | &nbsp;&nbsp; 733 | &nbsp;&nbsp; 25919 |
| CVRx, Inc. (a) | &nbsp;&nbsp; 436 | &nbsp;&nbsp; 4125 |
| Delcath Systems, Inc. (a) | &nbsp;&nbsp; 741 | &nbsp;&nbsp; 6876 |
| Dexcom, Inc. (a) | &nbsp;&nbsp; 2180 | &nbsp;&nbsp; 136904 |
| &nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. <br> (a)<br>| &nbsp;&nbsp; 3151 | &nbsp;&nbsp; 252332 |
| Electromed, Inc. (a) | &nbsp;&nbsp; 161 | &nbsp;&nbsp; 3769 |
| Enovis Corp. (a) | &nbsp;&nbsp; 1347 | &nbsp;&nbsp; 30644 |
| Envista Holdings Corp. (a) | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 27907 |
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies, <br> Inc. <br>| &nbsp;&nbsp; 2629 | &nbsp;&nbsp; 187132 |
| Glaukos Corp. (a) | &nbsp;&nbsp; 1340 | &nbsp;&nbsp; 144264 |
| &nbsp;&nbsp;&nbsp; Globus Medical, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 680 | &nbsp;&nbsp; 58589 |
| Hologic, Inc. (a) | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 98267 |
| IDEXX Laboratories, Inc. (a) | &nbsp;&nbsp; 452 | &nbsp;&nbsp; 253974 |
| Inogen, Inc. (a) | &nbsp;&nbsp; 743 | &nbsp;&nbsp; 4592 |
| &nbsp;&nbsp;&nbsp; Inspire Medical Systems, Inc. <br> (a)<br>| &nbsp;&nbsp; 165 | &nbsp;&nbsp; 8511 |
| Insulet Corp. (a) | &nbsp;&nbsp; 388 | &nbsp;&nbsp; 81418 |
| Integer Holdings Corp. (a) | &nbsp;&nbsp; 822 | &nbsp;&nbsp; 72336 |
| &nbsp;&nbsp;&nbsp; Integra LifeSciences Holdings <br> Corp. (a)<br>| &nbsp;&nbsp; 1542 | &nbsp;&nbsp; 14526 |
| Intuitive Surgical, Inc. (a) | &nbsp;&nbsp; 1985 | &nbsp;&nbsp; 915065 |
| iRadimed Corp.  | &nbsp;&nbsp; 189 | &nbsp;&nbsp; 18193 |
| IRhythm Holdings, Inc. (a) | &nbsp;&nbsp; 762 | &nbsp;&nbsp; 89931 |
| &nbsp;&nbsp;&nbsp; Kestra Medical Technologies <br> Ltd. (a)<br>| &nbsp;&nbsp; 566 | &nbsp;&nbsp; 11280 |
| &nbsp;&nbsp;&nbsp; KORU Medical Systems, Inc. <br> (a)<br>| &nbsp;&nbsp; 1026 | &nbsp;&nbsp; 4432 |
| LeMaitre Vascular, Inc.  | &nbsp;&nbsp; 496 | &nbsp;&nbsp; 54148 |
| LENSAR, Inc. (a) | &nbsp;&nbsp; 308 | &nbsp;&nbsp; 1836 |
| LivaNova PLC (a) | &nbsp;&nbsp; 1302 | &nbsp;&nbsp; 82755 |
| Lucid Diagnostics, Inc. (a) | &nbsp;&nbsp; 2755 | &nbsp;&nbsp; 3168 |
| Masimo Corp. (a) | &nbsp;&nbsp; 276 | &nbsp;&nbsp; 49092 |
| Medtronic PLC  | &nbsp;&nbsp; 7151 | &nbsp;&nbsp; 619634 |
| Myomo, Inc. (a) | &nbsp;&nbsp; 1721 | &nbsp;&nbsp; 1163 |
| Neuronetics, Inc. (a) | &nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1704 |
| NeuroPace, Inc. (a) | &nbsp;&nbsp; 605 | &nbsp;&nbsp; 7956 |
| Novocure Ltd. (a) | &nbsp;&nbsp; 2396 | &nbsp;&nbsp; 26116 |
| Omnicell, Inc. (a) | &nbsp;&nbsp; 1083 | &nbsp;&nbsp; 36151 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Orthofix Medical, Inc. (a) | &nbsp;&nbsp; 931 | &nbsp;&nbsp; $10679 |
| Outset Medical, Inc. (a) | &nbsp;&nbsp; 567 | &nbsp;&nbsp; 2177 |
| Penumbra, Inc. (a) | &nbsp;&nbsp; 220 | &nbsp;&nbsp; 72241 |
| &nbsp;&nbsp;&nbsp; PROCEPT BioRobotics Corp. <br> (a)<br>| &nbsp;&nbsp; 1255 | &nbsp;&nbsp; 31388 |
| Pro-Dex, Inc. (a) | &nbsp;&nbsp; 73 | &nbsp;&nbsp; 3586 |
| Pulmonx Corp. (a) | &nbsp;&nbsp; 654 | &nbsp;&nbsp; 844 |
| Pulse Biosciences, Inc. (a) | &nbsp;&nbsp; 388 | &nbsp;&nbsp; 8377 |
| QuidelOrtho Corp. (a) | &nbsp;&nbsp; 1599 | &nbsp;&nbsp; 26272 |
| ResMed, Inc.  | &nbsp;&nbsp; 789 | &nbsp;&nbsp; 177115 |
| SANUWAVE Health, Inc. (a) | &nbsp;&nbsp; 215 | &nbsp;&nbsp; 3717 |
| Shoulder Innovations, Inc. (a) | &nbsp;&nbsp; 164 | &nbsp;&nbsp; 2383 |
| SI-BONE, Inc. (a) | &nbsp;&nbsp; 915 | &nbsp;&nbsp; 11556 |
| Sight Sciences, Inc. (a) | &nbsp;&nbsp; 1203 | &nbsp;&nbsp; 4535 |
| Stereotaxis, Inc. (a) | &nbsp;&nbsp; 1739 | &nbsp;&nbsp; 3200 |
| STERIS PLC  | &nbsp;&nbsp; 560 | &nbsp;&nbsp; 123833 |
| Strive, Inc., Class A (a) | &nbsp;&nbsp; 1238 | &nbsp;&nbsp; 12405 |
| Stryker Corp.  | &nbsp;&nbsp; 1933 | &nbsp;&nbsp; 635164 |
| &nbsp;&nbsp;&nbsp; Tactile Systems Technology, <br> Inc. (a)<br>| &nbsp;&nbsp; 507 | &nbsp;&nbsp; 13248 |
| &nbsp;&nbsp;&nbsp; Tandem Diabetes Care, Inc. <br> (a)<br>| &nbsp;&nbsp; 1601 | &nbsp;&nbsp; 30691 |
| Teleflex, Inc.  | &nbsp;&nbsp; 310 | &nbsp;&nbsp; 37079 |
| TransMedics Group, Inc. (a) | &nbsp;&nbsp; 804 | &nbsp;&nbsp; 79926 |
| &nbsp;&nbsp;&nbsp; Treace Medical Concepts, Inc. <br> (a)<br>| &nbsp;&nbsp; 1530 | &nbsp;&nbsp; 2050 |
| Varex Imaging Corp. (a) | &nbsp;&nbsp; 992 | &nbsp;&nbsp; 10525 |
| Zimmer Biomet Holdings, Inc.  | &nbsp;&nbsp; 1096 | &nbsp;&nbsp; 99100 |
|  |  | &nbsp;&nbsp; 6765336 |
| Healthcare Facilities - 0.1%  | Healthcare Facilities - 0.1%  | Healthcare Facilities - 0.1%  |
| Ardent Health, Inc. (a) | &nbsp;&nbsp; 551 | &nbsp;&nbsp; 4717 |
| &nbsp;&nbsp;&nbsp; Brookdale Senior Living, Inc. <br> (a)<br>| &nbsp;&nbsp; 5553 | &nbsp;&nbsp; 75965 |
| &nbsp;&nbsp;&nbsp; Community Health Systems, <br> Inc. (a)<br>| &nbsp;&nbsp; 3400 | &nbsp;&nbsp; 9996 |
| &nbsp;&nbsp;&nbsp; Concentra Group Holdings <br> Parent, Inc. <br>| &nbsp;&nbsp; 2783 | &nbsp;&nbsp; 59695 |
| Encompass Health Corp.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 58038 |
| Ensign Group, Inc.  | &nbsp;&nbsp; 1335 | &nbsp;&nbsp; 269003 |
| HCA Healthcare, Inc.  | &nbsp;&nbsp; 913 | &nbsp;&nbsp; 432068 |
| Joint Corp. (a) | &nbsp;&nbsp; 313 | &nbsp;&nbsp; 2770 |
| National HealthCare Corp.  | &nbsp;&nbsp; 302 | &nbsp;&nbsp; 48229 |
| Nutex Health, Inc. (a) | &nbsp;&nbsp; 95 | &nbsp;&nbsp; 9029 |
| Oncology Institute, Inc. (a) | &nbsp;&nbsp; 1910 | &nbsp;&nbsp; 5864 |
| PACS Group, Inc. (a) | &nbsp;&nbsp; 1041 | &nbsp;&nbsp; 33437 |
| Select Medical Holdings Corp.  | &nbsp;&nbsp; 2545 | &nbsp;&nbsp; 41458 |
| Sonida Senior Living, Inc. (a) | &nbsp;&nbsp; 148 | &nbsp;&nbsp; 4773 |
| Surgery Partners, Inc. (a) | &nbsp;&nbsp; 1811 | &nbsp;&nbsp; 21587 |
| Tenet Healthcare Corp. (a) | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 94355 |
| U.S. Physical Therapy, Inc.  | &nbsp;&nbsp; 354 | &nbsp;&nbsp; 26536 |
| &nbsp;&nbsp;&nbsp; Universal Health Services, <br> Inc., Class B <br>| &nbsp;&nbsp; 320 | &nbsp;&nbsp; 57270 |
|  |  | &nbsp;&nbsp; 1254790 |
| Healthcare Services - 0.2%  | Healthcare Services - 0.2%  | Healthcare Services - 0.2%  |
| Addus HomeCare Corp. (a) | &nbsp;&nbsp; 430 | &nbsp;&nbsp; 40270 |
| agilon health, Inc. (a) | &nbsp;&nbsp; 309 | &nbsp;&nbsp; 2444 |
| AirSculpt Technologies, Inc. (a) | &nbsp;&nbsp; 496 | &nbsp;&nbsp; 1404 |
| &nbsp;&nbsp;&nbsp; AMN Healthcare Services, Inc. <br> (a)<br>| &nbsp;&nbsp; 891 | &nbsp;&nbsp; 16341 |
| Astrana Health, Inc. (a) | &nbsp;&nbsp; 954 | &nbsp;&nbsp; 23392 |
| &nbsp;&nbsp;&nbsp; Aveanna Healthcare Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 1298 | &nbsp;&nbsp; 8359 |
| &nbsp;&nbsp;&nbsp; BrightSpring Health Services, <br> Inc. (a)<br>| &nbsp;&nbsp; 3090 | &nbsp;&nbsp; 131665 |
| Castle Biosciences, Inc. (a) | &nbsp;&nbsp; 658 | &nbsp;&nbsp; 16154 |
| Chemed Corp.  | &nbsp;&nbsp; 98 | &nbsp;&nbsp; 37019 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 43 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Cigna Group  | &nbsp;&nbsp; 1520 | &nbsp;&nbsp; $405460 |
| CorVel Corp. (a) | &nbsp;&nbsp; 688 | &nbsp;&nbsp; 37599 |
| &nbsp;&nbsp;&nbsp; Cross Country Healthcare, Inc. <br> (a)<br>| &nbsp;&nbsp; 680 | &nbsp;&nbsp; 6392 |
| CVS Health Corp.  | &nbsp;&nbsp; 7039 | &nbsp;&nbsp; 505541 |
| DaVita, Inc. (a) | &nbsp;&nbsp; 187 | &nbsp;&nbsp; 28740 |
| DocGo, Inc. (a) | &nbsp;&nbsp; 3969 | &nbsp;&nbsp; 2497 |
| Enhabit, Inc. (a) | &nbsp;&nbsp; 1177 | &nbsp;&nbsp; 16584 |
| Fulgent Genetics, Inc. (a) | &nbsp;&nbsp; 575 | &nbsp;&nbsp; 9143 |
| GeneDx Holdings Corp. (a) | &nbsp;&nbsp; 449 | &nbsp;&nbsp; 28835 |
| Guardant Health, Inc. (a) | &nbsp;&nbsp; 2918 | &nbsp;&nbsp; 269536 |
| &nbsp;&nbsp;&nbsp; Guardian Pharmacy Services, <br> Inc., Class A (a)<br>| &nbsp;&nbsp; 522 | &nbsp;&nbsp; 19659 |
| Hims & Hers Health, Inc. (a) | &nbsp;&nbsp; 4894 | &nbsp;&nbsp; 101599 |
| Innovage Holding Corp. (a) | &nbsp;&nbsp; 473 | &nbsp;&nbsp; 3794 |
| Labcorp Holdings, Inc.  | &nbsp;&nbsp; 507 | &nbsp;&nbsp; 135273 |
| &nbsp;&nbsp;&nbsp; LifeStance Health Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 3901 | &nbsp;&nbsp; 24849 |
| &nbsp;&nbsp;&nbsp; Lumexa Imaging Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 602 | &nbsp;&nbsp; 5177 |
| National Research Corp.  | &nbsp;&nbsp; 299 | &nbsp;&nbsp; 5077 |
| NeoGenomics, Inc. (a) | &nbsp;&nbsp; 3027 | &nbsp;&nbsp; 22460 |
| Omada Health, Inc. (a) | &nbsp;&nbsp; 790 | &nbsp;&nbsp; 9930 |
| OPKO Health, Inc. (a) | &nbsp;&nbsp; 9774 | &nbsp;&nbsp; 11142 |
| Option Care Health, Inc. (a) | &nbsp;&nbsp; 3824 | &nbsp;&nbsp; 102942 |
| &nbsp;&nbsp;&nbsp; Pediatrix Medical Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 2049 | &nbsp;&nbsp; 43828 |
| Pennant Group, Inc. (a) | &nbsp;&nbsp; 794 | &nbsp;&nbsp; 24201 |
| Privia Health Group, Inc. (a) | &nbsp;&nbsp; 2772 | &nbsp;&nbsp; 57020 |
| Quest Diagnostics, Inc.  | &nbsp;&nbsp; 629 | &nbsp;&nbsp; 123271 |
| RadNet, Inc. (a) | &nbsp;&nbsp; 1634 | &nbsp;&nbsp; 91324 |
| Strata Critical Medical, Inc. (a) | &nbsp;&nbsp; 1645 | &nbsp;&nbsp; 6876 |
| Talkspace, Inc. (a) | &nbsp;&nbsp; 3321 | &nbsp;&nbsp; 17186 |
| Viemed Healthcare, Inc. (a) | &nbsp;&nbsp; 796 | &nbsp;&nbsp; 7331 |
|  |  | &nbsp;&nbsp; 2400314 |
| Healthcare Supplies - 0.1%  | Healthcare Supplies - 0.1%  | Healthcare Supplies - 0.1%  |
| Acme United Corp.  | &nbsp;&nbsp; 107 | &nbsp;&nbsp; 4805 |
| Alcon AG  | &nbsp;&nbsp; 2910 | &nbsp;&nbsp; 218886 |
| Align Technology, Inc. (a) | &nbsp;&nbsp; 349 | &nbsp;&nbsp; 59829 |
| Avanos Medical, Inc. (a) | &nbsp;&nbsp; 1064 | &nbsp;&nbsp; 14907 |
| Bioventus, Inc., Class A (a) | &nbsp;&nbsp; 1227 | &nbsp;&nbsp; 11203 |
| Cerus Corp. (a) | &nbsp;&nbsp; 4092 | &nbsp;&nbsp; 7447 |
| Cooper Cos., Inc. (a) | &nbsp;&nbsp; 1020 | &nbsp;&nbsp; 72930 |
| Dentsply Sirona, Inc.  | &nbsp;&nbsp; 1667 | &nbsp;&nbsp; 19337 |
| Embecta Corp.  | &nbsp;&nbsp; 1333 | &nbsp;&nbsp; 11784 |
| Haemonetics Corp. (a) | &nbsp;&nbsp; 1116 | &nbsp;&nbsp; 62898 |
| ICU Medical, Inc. (a) | &nbsp;&nbsp; 577 | &nbsp;&nbsp; 74520 |
| Lantheus Holdings, Inc. (a) | &nbsp;&nbsp; 1553 | &nbsp;&nbsp; 117795 |
| Medline, Inc., Class A (a) | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 80100 |
| Merit Medical Systems, Inc. (a) | &nbsp;&nbsp; 1399 | &nbsp;&nbsp; 96433 |
| Neogen Corp. (a) | &nbsp;&nbsp; 5199 | &nbsp;&nbsp; 48299 |
| OraSure Technologies, Inc. (a) | &nbsp;&nbsp; 1653 | &nbsp;&nbsp; 4959 |
| OrthoPediatrics Corp. (a) | &nbsp;&nbsp; 402 | &nbsp;&nbsp; 6380 |
| RxSight, Inc. (a) | &nbsp;&nbsp; 952 | &nbsp;&nbsp; 5864 |
| Sanara Medtech, Inc. (a) | &nbsp;&nbsp; 119 | &nbsp;&nbsp; 2044 |
| Solventum Corp. (a) | &nbsp;&nbsp; 748 | &nbsp;&nbsp; 48844 |
| STAAR Surgical Co. (a) | &nbsp;&nbsp; 815 | &nbsp;&nbsp; 15241 |
| UFP Technologies, Inc. (a) | &nbsp;&nbsp; 178 | &nbsp;&nbsp; 34461 |
| Utah Medical Products, Inc.  | &nbsp;&nbsp; 71 | &nbsp;&nbsp; 4401 |
|  |  | &nbsp;&nbsp; 1023367 |
| Healthcare Technology - 0.0%\*  | Healthcare Technology - 0.0%\*  | Healthcare Technology - 0.0%\*  |
| Certara, Inc. (a) | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 2850 |
| Claritev Corp. (a) | &nbsp;&nbsp; 197 | &nbsp;&nbsp; 3219 |
| Definitive Healthcare Corp. (a) | &nbsp;&nbsp; 1406 | &nbsp;&nbsp; 1729 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Doximity, Inc., Class A (a) | &nbsp;&nbsp; 900 | &nbsp;&nbsp; $20970 |
| &nbsp;&nbsp;&nbsp; Evolent Health, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 2650 | &nbsp;&nbsp; 6042 |
| Health Catalyst, Inc. (a) | &nbsp;&nbsp; 2469 | &nbsp;&nbsp; 3136 |
| HealthStream, Inc.  | &nbsp;&nbsp; 540 | &nbsp;&nbsp; 11183 |
| HeartFlow, Inc. (a) | &nbsp;&nbsp; 438 | &nbsp;&nbsp; 10657 |
| LifeMD, Inc. (a) | &nbsp;&nbsp; 944 | &nbsp;&nbsp; 3408 |
| OptimizeRx Corp. (a) | &nbsp;&nbsp; 393 | &nbsp;&nbsp; 2468 |
| Phreesia, Inc. (a) | &nbsp;&nbsp; 1319 | &nbsp;&nbsp; 11053 |
| Schrodinger, Inc. (a) | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 14768 |
| Simulations Plus, Inc. (a) | &nbsp;&nbsp; 397 | &nbsp;&nbsp; 4693 |
| Teladoc Health, Inc. (a) | &nbsp;&nbsp; 4145 | &nbsp;&nbsp; 22590 |
| TruBridge, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 4392 |
| &nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 809 | &nbsp;&nbsp; 142109 |
| Waystar Holding Corp. (a) | &nbsp;&nbsp; 2626 | &nbsp;&nbsp; 63313 |
|  |  | &nbsp;&nbsp; 328580 |
| Heavy Electrical Equipment - 0.2%  | Heavy Electrical Equipment - 0.2%  | Heavy Electrical Equipment - 0.2%  |
| &nbsp;&nbsp;&nbsp; Bloom Energy Corp., Class A <br> (a)<br>| &nbsp;&nbsp; 5196 | &nbsp;&nbsp; 704006 |
| GE Vernova, Inc.  | &nbsp;&nbsp; 1537 | &nbsp;&nbsp; 1341647 |
| NANO Nuclear Energy, Inc. (a) | &nbsp;&nbsp; 936 | &nbsp;&nbsp; 19169 |
| Net Power, Inc. (a) | &nbsp;&nbsp; 898 | &nbsp;&nbsp; 1401 |
| NuScale Power Corp. (a) | &nbsp;&nbsp; 3781 | &nbsp;&nbsp; 40986 |
| &nbsp;&nbsp;&nbsp; Power Solutions International, <br> Inc. (a)<br>| &nbsp;&nbsp; 203 | &nbsp;&nbsp; 12359 |
|  |  | &nbsp;&nbsp; 2119568 |
| Home Building - 0.2%  | Home Building - 0.2%  | Home Building - 0.2%  |
| Beazer Homes USA, Inc. (a) | &nbsp;&nbsp; 633 | &nbsp;&nbsp; 12179 |
| Cavco Industries, Inc. (a) | &nbsp;&nbsp; 186 | &nbsp;&nbsp; 90078 |
| Century Communities, Inc.  | &nbsp;&nbsp; 617 | &nbsp;&nbsp; 35403 |
| Champion Homes, Inc. (a) | &nbsp;&nbsp; 1328 | &nbsp;&nbsp; 98763 |
| DR Horton, Inc.  | &nbsp;&nbsp; 1440 | &nbsp;&nbsp; 197597 |
| &nbsp;&nbsp;&nbsp; Dream Finders Homes, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 701 | &nbsp;&nbsp; 9758 |
| Green Brick Partners, Inc. (a) | &nbsp;&nbsp; 742 | &nbsp;&nbsp; 47822 |
| &nbsp;&nbsp;&nbsp; Hovnanian Enterprises, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 110 | &nbsp;&nbsp; 12200 |
| &nbsp;&nbsp;&nbsp; Installed Building Products, <br> Inc. <br>| &nbsp;&nbsp; 551 | &nbsp;&nbsp; 146098 |
| KB Home  | &nbsp;&nbsp; 1464 | &nbsp;&nbsp; 75762 |
| Legacy Housing Corp. (a) | &nbsp;&nbsp; 203 | &nbsp;&nbsp; 4147 |
| Lennar Corp., Class A  | &nbsp;&nbsp; 1201 | &nbsp;&nbsp; 104295 |
| LGI Homes, Inc. (a) | &nbsp;&nbsp; 478 | &nbsp;&nbsp; 18895 |
| M/I Homes, Inc. (a) | &nbsp;&nbsp; 623 | &nbsp;&nbsp; 76286 |
| Meritage Homes Corp.  | &nbsp;&nbsp; 1603 | &nbsp;&nbsp; 99130 |
| NVR, Inc. (a) | &nbsp;&nbsp; 18 | &nbsp;&nbsp; 118617 |
| PulteGroup, Inc.  | &nbsp;&nbsp; 1098 | &nbsp;&nbsp; 129136 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home Corp. <br> (a)<br>| &nbsp;&nbsp; 2302 | &nbsp;&nbsp; 134068 |
| Toll Brothers, Inc.  | &nbsp;&nbsp; 515 | &nbsp;&nbsp; 70282 |
| TopBuild Corp. (a) | &nbsp;&nbsp; 170 | &nbsp;&nbsp; 59721 |
| Tri Pointe Homes, Inc. (a) | &nbsp;&nbsp; 2027 | &nbsp;&nbsp; 94722 |
|  |  | &nbsp;&nbsp; 1634959 |
| Home Furnishing Retail - 0.0%\*  | Home Furnishing Retail - 0.0%\*  | Home Furnishing Retail - 0.0%\*  |
| Arhaus, Inc.  | &nbsp;&nbsp; 1216 | &nbsp;&nbsp; 8245 |
| Bed Bath & Beyond, Inc. (a) | &nbsp;&nbsp; 1845 | &nbsp;&nbsp; 8561 |
| Haverty Furniture Cos., Inc.  | &nbsp;&nbsp; 340 | &nbsp;&nbsp; 7201 |
| RH (a) | &nbsp;&nbsp; 70 | &nbsp;&nbsp; 9787 |
| Sleep Number Corp. (a) | &nbsp;&nbsp; 428 | &nbsp;&nbsp; 768 |
| Wayfair, Inc., Class A (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 45126 |
| Williams-Sonoma, Inc.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 109398 |
|  |  | &nbsp;&nbsp; 189086 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 44 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Home Furnishings - 0.0%\*  | Home Furnishings - 0.0%\*  | Home Furnishings - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Bassett Furniture Industries, <br> Inc. <br>| &nbsp;&nbsp; 266 | &nbsp;&nbsp; $3764 |
| Ethan Allen Interiors, Inc.  | &nbsp;&nbsp; 552 | &nbsp;&nbsp; 12288 |
| Flexsteel Industries, Inc.  | &nbsp;&nbsp; 84 | &nbsp;&nbsp; 3775 |
| La-Z-Boy, Inc.  | &nbsp;&nbsp; 979 | &nbsp;&nbsp; 31465 |
| Leggett & Platt, Inc.  | &nbsp;&nbsp; 3147 | &nbsp;&nbsp; 31092 |
| Lovesac Co. (a) | &nbsp;&nbsp; 325 | &nbsp;&nbsp; 4800 |
| Mohawk Industries, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 29538 |
| Somnigroup International, Inc.  | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 96096 |
|  |  | &nbsp;&nbsp; 212818 |
| Home Improvement Retail - 0.3%  | Home Improvement Retail - 0.3%  | Home Improvement Retail - 0.3%  |
| &nbsp;&nbsp;&nbsp; Floor & Decor Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 35560 |
| Home Depot, Inc.  | &nbsp;&nbsp; 5602 | &nbsp;&nbsp; 1842442 |
| Lowe's Cos., Inc.  | &nbsp;&nbsp; 3143 | &nbsp;&nbsp; 742628 |
|  |  | &nbsp;&nbsp; 2620630 |
| Hotel & Resort REITs - 0.0%\*  | Hotel & Resort REITs - 0.0%\*  | Hotel & Resort REITs - 0.0%\*  |
| Apple Hospitality REIT, Inc.  | &nbsp;&nbsp; 5337 | &nbsp;&nbsp; 61429 |
| &nbsp;&nbsp;&nbsp; Braemar Hotels & Resorts, <br> Inc. <br>| &nbsp;&nbsp; 1647 | &nbsp;&nbsp; 3887 |
| Chatham Lodging Trust  | &nbsp;&nbsp; 1207 | &nbsp;&nbsp; 9499 |
| DiamondRock Hospitality Co.  | &nbsp;&nbsp; 4894 | &nbsp;&nbsp; 45857 |
| Host Hotels & Resorts, Inc.  | &nbsp;&nbsp; 4046 | &nbsp;&nbsp; 77521 |
| Park Hotels & Resorts, Inc.  | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 12636 |
| Pebblebrook Hotel Trust  | &nbsp;&nbsp; 2777 | &nbsp;&nbsp; 35073 |
| RLJ Lodging Trust  | &nbsp;&nbsp; 2947 | &nbsp;&nbsp; 21867 |
| &nbsp;&nbsp;&nbsp; Ryman Hospitality Properties, <br> Inc. <br>| &nbsp;&nbsp; 1481 | &nbsp;&nbsp; 136652 |
| Service Properties Trust  | &nbsp;&nbsp; 3410 | &nbsp;&nbsp; 4621 |
| Summit Hotel Properties, Inc.  | &nbsp;&nbsp; 2410 | &nbsp;&nbsp; 10652 |
| Sunstone Hotel Investors, Inc.  | &nbsp;&nbsp; 4307 | &nbsp;&nbsp; 38806 |
| Xenia Hotels & Resorts, Inc.  | &nbsp;&nbsp; 2242 | &nbsp;&nbsp; 33249 |
|  |  | &nbsp;&nbsp; 491749 |
| Hotels, Resorts & Cruise Lines - 0.3%  | Hotels, Resorts & Cruise Lines - 0.3%  | Hotels, Resorts & Cruise Lines - 0.3%  |
| Airbnb, Inc., Class A (a) | &nbsp;&nbsp; 2290 | &nbsp;&nbsp; 289181 |
| Booking Holdings, Inc.  | &nbsp;&nbsp; 183 | &nbsp;&nbsp; 770489 |
| Carnival Corp.  | &nbsp;&nbsp; 6649 | &nbsp;&nbsp; 172076 |
| &nbsp;&nbsp;&nbsp; Choice Hotels International, <br> Inc. <br>| &nbsp;&nbsp; 190 | &nbsp;&nbsp; 19665 |
| Expedia Group, Inc.  | &nbsp;&nbsp; 678 | &nbsp;&nbsp; 156543 |
| &nbsp;&nbsp;&nbsp; Global Business Travel Group I <br> (a)<br>| &nbsp;&nbsp; 3020 | &nbsp;&nbsp; 16852 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations, Inc. <br> (a)<br>| &nbsp;&nbsp; 1449 | &nbsp;&nbsp; 56685 |
| Hilton Worldwide Holdings, Inc.  | &nbsp;&nbsp; 1246 | &nbsp;&nbsp; 378884 |
| Hyatt Hotels Corp., Class A  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 28758 |
| &nbsp;&nbsp;&nbsp; InterContinental Hotels Group <br> PLC <br>| &nbsp;&nbsp; 834 | &nbsp;&nbsp; 109984 |
| &nbsp;&nbsp;&nbsp; Lindblad Expeditions Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 867 | &nbsp;&nbsp; 14999 |
| &nbsp;&nbsp;&nbsp; Marriott International, Inc., <br> Class A <br>| &nbsp;&nbsp; 1253 | &nbsp;&nbsp; 409819 |
| &nbsp;&nbsp;&nbsp; Marriott Vacations Worldwide <br> Corp. <br>| &nbsp;&nbsp; 661 | &nbsp;&nbsp; 43044 |
| Navan, Inc., Class A (a) | &nbsp;&nbsp; 888 | &nbsp;&nbsp; 11757 |
| &nbsp;&nbsp;&nbsp; Norwegian Cruise Line <br> Holdings Ltd. (a)<br>| &nbsp;&nbsp; 2720 | &nbsp;&nbsp; 50864 |
| Royal Caribbean Cruises Ltd.  | &nbsp;&nbsp; 1450 | &nbsp;&nbsp; 399011 |
| Sabre Corp. (a) | &nbsp;&nbsp; 8481 | &nbsp;&nbsp; 12297 |
| Target Hospitality Corp. (a) | &nbsp;&nbsp; 837 | &nbsp;&nbsp; 7767 |
| Travel & Leisure Co.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 20757 |
| Viking Holdings Ltd. (a) | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 66132 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, <br> Inc. <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; $32492 |
|  |  | &nbsp;&nbsp; 3068056 |
| Household Appliances - 0.0%\*  | Household Appliances - 0.0%\*  | Household Appliances - 0.0%\*  |
| Cricut, Inc., Class A  | &nbsp;&nbsp; 1128 | &nbsp;&nbsp; 4219 |
| &nbsp;&nbsp;&nbsp; Hamilton Beach Brands <br> Holding Co., Class A <br>| &nbsp;&nbsp; 226 | &nbsp;&nbsp; 4283 |
| Helen of Troy Ltd. (a) | &nbsp;&nbsp; 544 | &nbsp;&nbsp; 7844 |
| SharkNinja, Inc. (a) | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 52950 |
| Traeger, Inc. (a) | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 435 |
| Whirlpool Corp.  | &nbsp;&nbsp; 258 | &nbsp;&nbsp; 13911 |
|  |  | &nbsp;&nbsp; 83642 |
| Household Products - 0.3%  | Household Products - 0.3%  | Household Products - 0.3%  |
| Central Garden & Pet Co. (a) | &nbsp;&nbsp; 217 | &nbsp;&nbsp; 7979 |
| &nbsp;&nbsp;&nbsp; Central Garden & Pet Co., <br> Class A (a)<br>| &nbsp;&nbsp; 1195 | &nbsp;&nbsp; 38742 |
| Church & Dwight Co., Inc.  | &nbsp;&nbsp; 1318 | &nbsp;&nbsp; 122996 |
| Clorox Co.  | &nbsp;&nbsp; 747 | &nbsp;&nbsp; 77412 |
| Colgate-Palmolive Co.  | &nbsp;&nbsp; 4565 | &nbsp;&nbsp; 389075 |
| Energizer Holdings, Inc.  | &nbsp;&nbsp; 1472 | &nbsp;&nbsp; 24170 |
| Kimberly-Clark Corp.  | &nbsp;&nbsp; 1788 | &nbsp;&nbsp; 172488 |
| Oil-Dri Corp. of America  | &nbsp;&nbsp; 228 | &nbsp;&nbsp; 14841 |
| Procter & Gamble Co.  | &nbsp;&nbsp; 13177 | &nbsp;&nbsp; 1903286 |
| &nbsp;&nbsp;&nbsp; Spectrum Brands Holdings, <br> Inc. <br>| &nbsp;&nbsp; 537 | &nbsp;&nbsp; 39577 |
| WD-40 Co.  | &nbsp;&nbsp; 325 | &nbsp;&nbsp; 66280 |
|  |  | &nbsp;&nbsp; 2856846 |
| Housewares & Specialties - 0.0%\*  | Housewares & Specialties - 0.0%\*  | Housewares & Specialties - 0.0%\*  |
| Newell Brands, Inc.  | &nbsp;&nbsp; 1870 | &nbsp;&nbsp; 6414 |
| Human Resource & Employment Services - 0.1%  | Human Resource & Employment Services - 0.1%  | Human Resource & Employment Services - 0.1%  |
| Alight, Inc., Class A  | &nbsp;&nbsp; 12706 | &nbsp;&nbsp; 7404 |
| Asure Software, Inc. (a) | &nbsp;&nbsp; 651 | &nbsp;&nbsp; 5599 |
| &nbsp;&nbsp;&nbsp; Automatic Data Processing, <br> Inc. <br>| &nbsp;&nbsp; 2239 | &nbsp;&nbsp; 454920 |
| Barrett Business Services, Inc.  | &nbsp;&nbsp; 575 | &nbsp;&nbsp; 16779 |
| First Advantage Corp. (a) | &nbsp;&nbsp; 1848 | &nbsp;&nbsp; 21732 |
| HireQuest, Inc.  | &nbsp;&nbsp; 187 | &nbsp;&nbsp; 1866 |
| Insperity, Inc.  | &nbsp;&nbsp; 836 | &nbsp;&nbsp; 22605 |
| Kelly Services, Inc., Class A  | &nbsp;&nbsp; 762 | &nbsp;&nbsp; 6744 |
| Kforce, Inc.  | &nbsp;&nbsp; 415 | &nbsp;&nbsp; 12135 |
| Korn Ferry  | &nbsp;&nbsp; 1252 | &nbsp;&nbsp; 78813 |
| ManpowerGroup, Inc.  | &nbsp;&nbsp; 279 | &nbsp;&nbsp; 8219 |
| Paychex, Inc.  | &nbsp;&nbsp; 1718 | &nbsp;&nbsp; 158262 |
| Paycom Software, Inc.  | &nbsp;&nbsp; 325 | &nbsp;&nbsp; 39500 |
| Paylocity Holding Corp. (a) | &nbsp;&nbsp; 290 | &nbsp;&nbsp; 31332 |
| Robert Half, Inc.  | &nbsp;&nbsp; 575 | &nbsp;&nbsp; 14605 |
| Skillsoft Corp. (a) | &nbsp;&nbsp; 231 | &nbsp;&nbsp; 991 |
| TriNet Group, Inc.  | &nbsp;&nbsp; 702 | &nbsp;&nbsp; 25574 |
| TrueBlue, Inc. (a) | &nbsp;&nbsp; 887 | &nbsp;&nbsp; 3468 |
| Upwork, Inc. (a) | &nbsp;&nbsp; 2909 | &nbsp;&nbsp; 31883 |
|  |  | &nbsp;&nbsp; 942431 |
| Independent Power Producers & Energy Traders - 0.0%\*  | Independent Power Producers & Energy Traders - 0.0%\*  | Independent Power Producers & Energy Traders - 0.0%\*  |
| AES Corp.  | &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 50724 |
| Hallador Energy Co. (a) | &nbsp;&nbsp; 711 | &nbsp;&nbsp; 11575 |
| Talen Energy Corp. (a) | &nbsp;&nbsp; 260 | &nbsp;&nbsp; 83000 |
| Vistra Corp.  | &nbsp;&nbsp; 1880 | &nbsp;&nbsp; 282620 |
|  |  | &nbsp;&nbsp; 427919 |
| Industrial Conglomerates - 0.1%  | Industrial Conglomerates - 0.1%  | Industrial Conglomerates - 0.1%  |
| 3M Co.  | &nbsp;&nbsp; 2972 | &nbsp;&nbsp; 431623 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 45 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Honeywell International, Inc.  | &nbsp;&nbsp; 3524 | &nbsp;&nbsp; $796530 |
|  |  | &nbsp;&nbsp; 1228153 |
| Industrial Gases - 0.2%  | Industrial Gases - 0.2%  | Industrial Gases - 0.2%  |
| Air Products & Chemicals, Inc.  | &nbsp;&nbsp; 1256 | &nbsp;&nbsp; 364855 |
| Linde PLC  | &nbsp;&nbsp; 2639 | &nbsp;&nbsp; 1308311 |
|  |  | &nbsp;&nbsp; 1673166 |
| Industrial Machinery & Supplies & Components - 0.5%  | Industrial Machinery & Supplies & Components - 0.5%  | Industrial Machinery & Supplies & Components - 0.5%  |
| 3D Systems Corp. (a) | &nbsp;&nbsp; 3121 | &nbsp;&nbsp; 5867 |
| &nbsp;&nbsp;&nbsp; AirJoule Technologies Corp. <br> (a)<br>| &nbsp;&nbsp; 726 | &nbsp;&nbsp; 1822 |
| &nbsp;&nbsp;&nbsp; Albany International Corp., <br> Class A <br>| &nbsp;&nbsp; 699 | &nbsp;&nbsp; 36495 |
| &nbsp;&nbsp;&nbsp; Alliance Laundry Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1020 | &nbsp;&nbsp; 21155 |
| CECO Environmental Corp. (a) | &nbsp;&nbsp; 697 | &nbsp;&nbsp; 41527 |
| Chart Industries, Inc. (a) | &nbsp;&nbsp; 1075 | &nbsp;&nbsp; 222256 |
| Columbus McKinnon Corp.  | &nbsp;&nbsp; 673 | &nbsp;&nbsp; 9779 |
| Crane Co.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 51300 |
| Donaldson Co., Inc.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 59409 |
| Dover Corp.  | &nbsp;&nbsp; 764 | &nbsp;&nbsp; 159256 |
| Eastern Co.  | &nbsp;&nbsp; 123 | &nbsp;&nbsp; 2490 |
| Energy Recovery, Inc. (a) | &nbsp;&nbsp; 1179 | &nbsp;&nbsp; 11873 |
| Enerpac Tool Group Corp.  | &nbsp;&nbsp; 1261 | &nbsp;&nbsp; 45989 |
| Enpro, Inc.  | &nbsp;&nbsp; 506 | &nbsp;&nbsp; 126829 |
| Esab Corp.  | &nbsp;&nbsp; 333 | &nbsp;&nbsp; 32188 |
| ESCO Technologies, Inc.  | &nbsp;&nbsp; 618 | &nbsp;&nbsp; 173887 |
| Flowserve Corp.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 51457 |
| Fortive Corp.  | &nbsp;&nbsp; 1630 | &nbsp;&nbsp; 90106 |
| Franklin Electric Co., Inc.  | &nbsp;&nbsp; 927 | &nbsp;&nbsp; 85442 |
| Gates Industrial Corp. PLC (a) | &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 36176 |
| Gencor Industries, Inc. (a) | &nbsp;&nbsp; 296 | &nbsp;&nbsp; 4440 |
| Gorman-Rupp Co.  | &nbsp;&nbsp; 494 | &nbsp;&nbsp; 30692 |
| Graco, Inc.  | &nbsp;&nbsp; 839 | &nbsp;&nbsp; 71021 |
| Graham Corp. (a) | &nbsp;&nbsp; 242 | &nbsp;&nbsp; 19099 |
| Helios Technologies, Inc.  | &nbsp;&nbsp; 788 | &nbsp;&nbsp; 50991 |
| Hillman Solutions Corp. (a) | &nbsp;&nbsp; 4684 | &nbsp;&nbsp; 38971 |
| Hyster-Yale, Inc.  | &nbsp;&nbsp; 264 | &nbsp;&nbsp; 8583 |
| IDEX Corp.  | &nbsp;&nbsp; 447 | &nbsp;&nbsp; 84729 |
| Illinois Tool Works, Inc.  | &nbsp;&nbsp; 1592 | &nbsp;&nbsp; 414382 |
| Ingersoll Rand, Inc.  | &nbsp;&nbsp; 2301 | &nbsp;&nbsp; 184356 |
| ITT, Inc.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 95265 |
| JBT Marel Corp.  | &nbsp;&nbsp; 1242 | &nbsp;&nbsp; 158815 |
| Kadant, Inc.  | &nbsp;&nbsp; 282 | &nbsp;&nbsp; 82443 |
| Kennametal, Inc.  | &nbsp;&nbsp; 1817 | &nbsp;&nbsp; 65648 |
| L.B. Foster Co., Class A (a) | &nbsp;&nbsp; 262 | &nbsp;&nbsp; 7310 |
| Lincoln Electric Holdings, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 74724 |
| &nbsp;&nbsp;&nbsp; Mayville Engineering Co., Inc. <br> (a)<br>| &nbsp;&nbsp; 365 | &nbsp;&nbsp; 6552 |
| Middleby Corp. (a) | &nbsp;&nbsp; 310 | &nbsp;&nbsp; 41100 |
| Mueller Industries, Inc.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 55400 |
| &nbsp;&nbsp;&nbsp; Mueller Water Products, Inc., <br> Class A <br>| &nbsp;&nbsp; 3733 | &nbsp;&nbsp; 102620 |
| Nordson Corp.  | &nbsp;&nbsp; 235 | &nbsp;&nbsp; 62524 |
| Omega Flex, Inc.  | &nbsp;&nbsp; 90 | &nbsp;&nbsp; 2794 |
| Otis Worldwide Corp.  | &nbsp;&nbsp; 2194 | &nbsp;&nbsp; 169113 |
| Palladyne AI Corp. (a) | &nbsp;&nbsp; 772 | &nbsp;&nbsp; 4686 |
| Parker-Hannifin Corp.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 626668 |
| Park-Ohio Holdings Corp.  | &nbsp;&nbsp; 283 | &nbsp;&nbsp; 6803 |
| Pentair PLC  | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 76657 |
| Proto Labs, Inc. (a) | &nbsp;&nbsp; 561 | &nbsp;&nbsp; 31988 |
| RBC Bearings, Inc. (a) | &nbsp;&nbsp; 190 | &nbsp;&nbsp; 103193 |
| &nbsp;&nbsp;&nbsp; Richtech Robotics, Inc., <br> Class B (a)<br>| &nbsp;&nbsp; 4416 | &nbsp;&nbsp; 9229 |
| Snap-on, Inc.  | &nbsp;&nbsp; 275 | &nbsp;&nbsp; 99885 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| SPX Technologies, Inc. (a) | &nbsp;&nbsp; 1146 | &nbsp;&nbsp; $229131 |
| Standex International Corp.  | &nbsp;&nbsp; 287 | &nbsp;&nbsp; 73145 |
| Stanley Black & Decker, Inc.  | &nbsp;&nbsp; 987 | &nbsp;&nbsp; 70136 |
| Tennant Co.  | &nbsp;&nbsp; 433 | &nbsp;&nbsp; 28751 |
| Timken Co.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 30171 |
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, <br> Inc., Class A <br>| &nbsp;&nbsp; 653 | &nbsp;&nbsp; 189559 |
| Worthington Enterprises, Inc.  | &nbsp;&nbsp; 744 | &nbsp;&nbsp; 38792 |
| Xylem, Inc.  | &nbsp;&nbsp; 1433 | &nbsp;&nbsp; 171243 |
|  |  | &nbsp;&nbsp; 4886912 |
| Industrial REITs - 0.1%  | Industrial REITs - 0.1%  | Industrial REITs - 0.1%  |
| Americold Realty Trust, Inc.  | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 14898 |
| EastGroup Properties, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 55527 |
| &nbsp;&nbsp;&nbsp; First Industrial Realty Trust, <br> Inc. <br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 40495 |
| &nbsp;&nbsp;&nbsp; Industrial Logistics Properties <br> Trust <br>| &nbsp;&nbsp; 1175 | &nbsp;&nbsp; 6674 |
| &nbsp;&nbsp;&nbsp; Innovative Industrial <br> Properties, Inc. <br>| &nbsp;&nbsp; 656 | &nbsp;&nbsp; 32905 |
| Lineage, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 9828 |
| LXP Industrial Trust  | &nbsp;&nbsp; 1390 | &nbsp;&nbsp; 64301 |
| One Liberty Properties, Inc.  | &nbsp;&nbsp; 436 | &nbsp;&nbsp; 9357 |
| Prologis, Inc.  | &nbsp;&nbsp; 5213 | &nbsp;&nbsp; 689054 |
| Rexford Industrial Realty, Inc.  | &nbsp;&nbsp; 1148 | &nbsp;&nbsp; 37574 |
| STAG Industrial, Inc.  | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 43272 |
| Terreno Realty Corp.  | &nbsp;&nbsp; 2431 | &nbsp;&nbsp; 149312 |
|  |  | &nbsp;&nbsp; 1153197 |
| Insurance Brokers - 0.2%  | Insurance Brokers - 0.2%  | Insurance Brokers - 0.2%  |
| &nbsp;&nbsp;&nbsp; Abacus Global Management, <br> Inc. <br>| &nbsp;&nbsp; 1067 | &nbsp;&nbsp; 8408 |
| Aon PLC, Class A  | &nbsp;&nbsp; 1164 | &nbsp;&nbsp; 375716 |
| Arthur J Gallagher & Co.  | &nbsp;&nbsp; 1417 | &nbsp;&nbsp; 306894 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 2274 | &nbsp;&nbsp; 49892 |
| Brown & Brown, Inc.  | &nbsp;&nbsp; 1590 | &nbsp;&nbsp; 103684 |
| Crawford & Co., Class A  | &nbsp;&nbsp; 462 | &nbsp;&nbsp; 4606 |
| eHealth, Inc. (a) | &nbsp;&nbsp; 939 | &nbsp;&nbsp; 1211 |
| GoHealth, Inc., Class A (a) | &nbsp;&nbsp; 137 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp; Goosehead Insurance, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 557 | &nbsp;&nbsp; 23762 |
| Hippo Holdings, Inc. (a) | &nbsp;&nbsp; 425 | &nbsp;&nbsp; 11075 |
| Marsh & McLennan Cos., Inc.  | &nbsp;&nbsp; 2707 | &nbsp;&nbsp; 469529 |
| Ryan Specialty Holdings, Inc.  | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 26992 |
| Selectquote, Inc. (a) | &nbsp;&nbsp; 4162 | &nbsp;&nbsp; 2620 |
| Willis Towers Watson PLC  | &nbsp;&nbsp; 542 | &nbsp;&nbsp; 157559 |
|  |  | &nbsp;&nbsp; 1542155 |
| Integrated Oil & Gas - 0.9%  | Integrated Oil & Gas - 0.9%  | Integrated Oil & Gas - 0.9%  |
| BP PLC  | &nbsp;&nbsp; 92072 | &nbsp;&nbsp; 717961 |
| Chevron Corp.  | &nbsp;&nbsp; 10566 | &nbsp;&nbsp; 2186106 |
| Exxon Mobil Corp. (d) | &nbsp;&nbsp; 23782 | &nbsp;&nbsp; 4034854 |
| Occidental Petroleum Corp.  | &nbsp;&nbsp; 4099 | &nbsp;&nbsp; 266435 |
| Shell PLC  | &nbsp;&nbsp; 33369 | &nbsp;&nbsp; 1539764 |
|  |  | &nbsp;&nbsp; 8745120 |
| Integrated Telecommunication Services - 0.3%  | Integrated Telecommunication Services - 0.3%  | Integrated Telecommunication Services - 0.3%  |
| AT&T, Inc.  | &nbsp;&nbsp; 38860 | &nbsp;&nbsp; 1126551 |
| ATN International, Inc.  | &nbsp;&nbsp; 271 | &nbsp;&nbsp; 7377 |
| Comcast Corp., Class A  | &nbsp;&nbsp; 20243 | &nbsp;&nbsp; 581176 |
| GCI Liberty, Inc., Class C (a) | &nbsp;&nbsp; 194 | &nbsp;&nbsp; 7219 |
| IDT Corp., Class B  | &nbsp;&nbsp; 378 | &nbsp;&nbsp; 18560 |
| &nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications Co. <br>| &nbsp;&nbsp; 1176 | &nbsp;&nbsp; 18134 |
| Uniti Group, Inc.  | &nbsp;&nbsp; 3938 | &nbsp;&nbsp; 36938 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 46 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Verizon Communications, Inc.  | &nbsp;&nbsp; 23814 | &nbsp;&nbsp; $1195463 |
|  |  | &nbsp;&nbsp; 2991418 |
| Interactive Home Entertainment - 0.1%  | Interactive Home Entertainment - 0.1%  | Interactive Home Entertainment - 0.1%  |
| Electronic Arts, Inc.  | &nbsp;&nbsp; 1451 | &nbsp;&nbsp; 295815 |
| Meridian Holdings, Inc. (a) | &nbsp;&nbsp; 76 | &nbsp;&nbsp; 549 |
| Playstudios, Inc. (a) | &nbsp;&nbsp; 2171 | &nbsp;&nbsp; 1019 |
| Playtika Holding Corp.  | &nbsp;&nbsp; 1661 | &nbsp;&nbsp; 4618 |
| ROBLOX Corp., Class A (a) | &nbsp;&nbsp; 3497 | &nbsp;&nbsp; 197790 |
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software, <br> Inc. (a)<br>| &nbsp;&nbsp; 1073 | &nbsp;&nbsp; 211917 |
|  |  | &nbsp;&nbsp; 711708 |
| Interactive Media & Services - 2.4%  | Interactive Media & Services - 2.4%  | Interactive Media & Services - 2.4%  |
| Alphabet, Inc., Class A  | &nbsp;&nbsp; 32605 | &nbsp;&nbsp; 9375894 |
| Alphabet, Inc., Class C  | &nbsp;&nbsp; 26665 | &nbsp;&nbsp; 7649122 |
| Angi, Inc. (a) | &nbsp;&nbsp; 834 | &nbsp;&nbsp; 5713 |
| Arena Group Holdings, Inc. (a) | &nbsp;&nbsp; 511 | &nbsp;&nbsp; 1109 |
| Bumble, Inc., Class A (a) | &nbsp;&nbsp; 1895 | &nbsp;&nbsp; 6178 |
| Cargurus, Inc. (a) | &nbsp;&nbsp; 1877 | &nbsp;&nbsp; 63912 |
| Cars.com, Inc. (a) | &nbsp;&nbsp; 1245 | &nbsp;&nbsp; 10109 |
| EverQuote, Inc., Class A (a) | &nbsp;&nbsp; 681 | &nbsp;&nbsp; 10501 |
| fuboTV, Inc., Class A (a) | &nbsp;&nbsp; 621 | &nbsp;&nbsp; 5875 |
| Getty Images Holdings, Inc. (a) | &nbsp;&nbsp; 3354 | &nbsp;&nbsp; 2661 |
| IAC, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 12009 |
| Match Group, Inc.  | &nbsp;&nbsp; 1613 | &nbsp;&nbsp; 49535 |
| MediaAlpha, Inc., Class A (a) | &nbsp;&nbsp; 901 | &nbsp;&nbsp; 8379 |
| Meta Platforms, Inc., Class A  | &nbsp;&nbsp; 12283 | &nbsp;&nbsp; 7027473 |
| Nextdoor Holdings, Inc. (a) | &nbsp;&nbsp; 4813 | &nbsp;&nbsp; 6738 |
| Pinterest, Inc., Class A (a) | &nbsp;&nbsp; 3297 | &nbsp;&nbsp; 60467 |
| QuinStreet, Inc. (a) | &nbsp;&nbsp; 1275 | &nbsp;&nbsp; 15313 |
| Reddit, Inc., Class A (a) | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 94255 |
| Rumble, Inc. (a) | &nbsp;&nbsp; 2441 | &nbsp;&nbsp; 12449 |
| Shutterstock, Inc.  | &nbsp;&nbsp; 871 | &nbsp;&nbsp; 14467 |
| Teads Holding Co. (a) | &nbsp;&nbsp; 680 | &nbsp;&nbsp; 448 |
| Travelzoo (a) | &nbsp;&nbsp; 249 | &nbsp;&nbsp; 1474 |
| TripAdvisor, Inc. (a) | &nbsp;&nbsp; 2687 | &nbsp;&nbsp; 28643 |
| &nbsp;&nbsp;&nbsp; Trump Media & Technology <br> Group Corp. (a)<br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 4640 |
| Yelp, Inc. (a) | &nbsp;&nbsp; 1429 | &nbsp;&nbsp; 35353 |
| Ziff Davis, Inc. (a) | &nbsp;&nbsp; 931 | &nbsp;&nbsp; 39065 |
| ZipRecruiter, Inc., Class A (a) | &nbsp;&nbsp; 1833 | &nbsp;&nbsp; 3373 |
| &nbsp;&nbsp;&nbsp; ZoomInfo Technologies, Inc. <br> (a)<br>| &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 11960 |
|  |  | &nbsp;&nbsp; 24557115 |
| Internet Services & Infrastructure - 0.2%  | Internet Services & Infrastructure - 0.2%  | Internet Services & Infrastructure - 0.2%  |
| Akamai Technologies, Inc. (a) | &nbsp;&nbsp; 694 | &nbsp;&nbsp; 79706 |
| Applied Digital Corp. (a) | &nbsp;&nbsp; 5649 | &nbsp;&nbsp; 134107 |
| Backblaze, Inc., Class A (a) | &nbsp;&nbsp; 1338 | &nbsp;&nbsp; 4616 |
| Cloudflare, Inc., Class A (a) | &nbsp;&nbsp; 1775 | &nbsp;&nbsp; 366254 |
| Commerce.com, Inc. (a) | &nbsp;&nbsp; 2046 | &nbsp;&nbsp; 5463 |
| Crexendo, Inc. (a) | &nbsp;&nbsp; 508 | &nbsp;&nbsp; 3134 |
| DigitalOcean Holdings, Inc. (a) | &nbsp;&nbsp; 1810 | &nbsp;&nbsp; 155262 |
| Fastly, Inc., Class A (a) | &nbsp;&nbsp; 3326 | &nbsp;&nbsp; 96654 |
| GoDaddy, Inc., Class A (a) | &nbsp;&nbsp; 690 | &nbsp;&nbsp; 57042 |
| MongoDB, Inc. (a) | &nbsp;&nbsp; 407 | &nbsp;&nbsp; 99621 |
| Okta, Inc. (a) | &nbsp;&nbsp; 1061 | &nbsp;&nbsp; 83511 |
| &nbsp;&nbsp;&nbsp; Rackspace Technology, Inc. <br> (a)<br>| &nbsp;&nbsp; 1848 | &nbsp;&nbsp; 1811 |
| Snowflake, Inc., Class A (a) | &nbsp;&nbsp; 1898 | &nbsp;&nbsp; 286256 |
| Tucows, Inc., Class A (a) | &nbsp;&nbsp; 223 | &nbsp;&nbsp; 3827 |
| Twilio, Inc., Class A (a) | &nbsp;&nbsp; 827 | &nbsp;&nbsp; 104053 |
| VeriSign, Inc.  | &nbsp;&nbsp; 437 | &nbsp;&nbsp; 108533 |
| Whitefiber, Inc. (a) | &nbsp;&nbsp; 315 | &nbsp;&nbsp; 3752 |
|  |  | &nbsp;&nbsp; 1593602 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Investment Banking & Brokerage - 0.5%  | Investment Banking & Brokerage - 0.5%  | Investment Banking & Brokerage - 0.5%  |
| BGC Group, Inc., Class A  | &nbsp;&nbsp; 8658 | &nbsp;&nbsp; $84675 |
| Charles Schwab Corp.  | &nbsp;&nbsp; 9359 | &nbsp;&nbsp; 879559 |
| Evercore, Inc., Class A  | &nbsp;&nbsp; 226 | &nbsp;&nbsp; 67463 |
| Goldman Sachs Group, Inc.  | &nbsp;&nbsp; 1657 | &nbsp;&nbsp; 1401806 |
| Houlihan Lokey, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 43086 |
| &nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., <br> Class A <br>| &nbsp;&nbsp; 2400 | &nbsp;&nbsp; 160968 |
| Jefferies Financial Group, Inc.  | &nbsp;&nbsp; 1079 | &nbsp;&nbsp; 44531 |
| Lazard, Inc.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 25488 |
| LPL Financial Holdings, Inc.  | &nbsp;&nbsp; 463 | &nbsp;&nbsp; 139284 |
| Moelis & Co., Class A  | &nbsp;&nbsp; 1778 | &nbsp;&nbsp; 101346 |
| Morgan Stanley  | &nbsp;&nbsp; 6365 | &nbsp;&nbsp; 1047488 |
| Perella Weinberg Partners  | &nbsp;&nbsp; 1458 | &nbsp;&nbsp; 26477 |
| Piper Sandler Cos.  | &nbsp;&nbsp; 1676 | &nbsp;&nbsp; 128298 |
| PJT Partners, Inc., Class A  | &nbsp;&nbsp; 549 | &nbsp;&nbsp; 76706 |
| &nbsp;&nbsp;&nbsp; Raymond James Financial, <br> Inc. <br>| &nbsp;&nbsp; 982 | &nbsp;&nbsp; 142184 |
| &nbsp;&nbsp;&nbsp; Robinhood Markets, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 4321 | &nbsp;&nbsp; 299445 |
| Siebert Financial Corp. (a) | &nbsp;&nbsp; 761 | &nbsp;&nbsp; 1461 |
| Stifel Financial Corp.  | &nbsp;&nbsp; 850 | &nbsp;&nbsp; 62832 |
| StoneX Group, Inc. (a) | &nbsp;&nbsp; 1761 | &nbsp;&nbsp; 142025 |
| Virtu Financial, Inc., Class A  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 21990 |
|  |  | &nbsp;&nbsp; 4897112 |
| IT Consulting & Other Services - 0.2%  | IT Consulting & Other Services - 0.2%  | IT Consulting & Other Services - 0.2%  |
| Accenture PLC, Class A  | &nbsp;&nbsp; 3461 | &nbsp;&nbsp; 686282 |
| Amdocs Ltd.  | &nbsp;&nbsp; 467 | &nbsp;&nbsp; 30476 |
| ASGN, Inc. (a) | &nbsp;&nbsp; 987 | &nbsp;&nbsp; 38207 |
| BigBear.ai Holdings, Inc. (a) | &nbsp;&nbsp; 10268 | &nbsp;&nbsp; 36143 |
| &nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., Class A <br>| &nbsp;&nbsp; 2682 | &nbsp;&nbsp; 164541 |
| CSP, Inc.  | &nbsp;&nbsp; 244 | &nbsp;&nbsp; 2111 |
| EPAM Systems, Inc. (a) | &nbsp;&nbsp; 298 | &nbsp;&nbsp; 40349 |
| Gartner, Inc. (a) | &nbsp;&nbsp; 342 | &nbsp;&nbsp; 54152 |
| Globant SA (a) | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 9222 |
| &nbsp;&nbsp;&nbsp; Grid Dynamics Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1585 | &nbsp;&nbsp; 9034 |
| Hackett Group, Inc.  | &nbsp;&nbsp; 585 | &nbsp;&nbsp; 7611 |
| &nbsp;&nbsp;&nbsp; Information Services Group, <br> Inc. <br>| &nbsp;&nbsp; 1040 | &nbsp;&nbsp; 3993 |
| &nbsp;&nbsp;&nbsp; International Business <br> Machines Corp. <br>| &nbsp;&nbsp; 5231 | &nbsp;&nbsp; 1267942 |
| Kyndryl Holdings, Inc. (a) | &nbsp;&nbsp; 1359 | &nbsp;&nbsp; 17830 |
| TSS, Inc. (a) | &nbsp;&nbsp; 569 | &nbsp;&nbsp; 7403 |
| Unisys Corp. (a) | &nbsp;&nbsp; 1566 | &nbsp;&nbsp; 3242 |
|  |  | &nbsp;&nbsp; 2378538 |
| Leisure Facilities - 0.0%\*  | Leisure Facilities - 0.0%\*  | Leisure Facilities - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Dave & Buster's <br> Entertainment, Inc. (a)<br>| &nbsp;&nbsp; 742 | &nbsp;&nbsp; 8036 |
| &nbsp;&nbsp;&nbsp; Life Time Group Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 3613 | &nbsp;&nbsp; 97334 |
| &nbsp;&nbsp;&nbsp; Planet Fitness, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 37190 |
| &nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc. (a)<br>| &nbsp;&nbsp; 492 | &nbsp;&nbsp; 18022 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp. <br> (a)<br>| &nbsp;&nbsp; 2270 | &nbsp;&nbsp; 40293 |
| &nbsp;&nbsp;&nbsp; United Parks & Resorts, Inc. <br> (a)<br>| &nbsp;&nbsp; 634 | &nbsp;&nbsp; 20706 |
| Vail Resorts, Inc.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 25664 |
| &nbsp;&nbsp;&nbsp; Xponential Fitness, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 683 | &nbsp;&nbsp; 4112 |
|  |  | &nbsp;&nbsp; 251357 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 47 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Leisure Products - 0.0%\*  | Leisure Products - 0.0%\*  | Leisure Products - 0.0%\*  |
| Acushnet Holdings Corp.  | &nbsp;&nbsp; 657 | &nbsp;&nbsp; $61416 |
| &nbsp;&nbsp;&nbsp; American Outdoor Brands, Inc. <br> (a)<br>| &nbsp;&nbsp; 394 | &nbsp;&nbsp; 3680 |
| Brunswick Corp.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 21828 |
| Callaway Golf Co. (a) | &nbsp;&nbsp; 3128 | &nbsp;&nbsp; 43417 |
| Clarus Corp.  | &nbsp;&nbsp; 748 | &nbsp;&nbsp; 2035 |
| Escalade, Inc.  | &nbsp;&nbsp; 242 | &nbsp;&nbsp; 4155 |
| Funko, Inc., Class A (a) | &nbsp;&nbsp; 968 | &nbsp;&nbsp; 3049 |
| Hasbro, Inc.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 65520 |
| JAKKS Pacific, Inc.  | &nbsp;&nbsp; 252 | &nbsp;&nbsp; 5020 |
| &nbsp;&nbsp;&nbsp; Johnson Outdoors, Inc., <br> Class A <br>| &nbsp;&nbsp; 159 | &nbsp;&nbsp; 7395 |
| Latham Group, Inc. (a) | &nbsp;&nbsp; 970 | &nbsp;&nbsp; 5209 |
| Malibu Boats, Inc., Class A (a) | &nbsp;&nbsp; 439 | &nbsp;&nbsp; 11379 |
| Marine Products Corp.  | &nbsp;&nbsp; 161 | &nbsp;&nbsp; 1170 |
| &nbsp;&nbsp;&nbsp; MasterCraft Boat Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 415 | &nbsp;&nbsp; 8512 |
| Mattel, Inc. (a) | &nbsp;&nbsp; 1759 | &nbsp;&nbsp; 25558 |
| &nbsp;&nbsp;&nbsp; Peloton Interactive, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 9354 | &nbsp;&nbsp; 40129 |
| Polaris, Inc.  | &nbsp;&nbsp; 1271 | &nbsp;&nbsp; 69269 |
| Smith & Wesson Brands, Inc.  | &nbsp;&nbsp; 1055 | &nbsp;&nbsp; 15118 |
| Sturm Ruger & Co., Inc.  | &nbsp;&nbsp; 321 | &nbsp;&nbsp; 12869 |
| YETI Holdings, Inc. (a) | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 18295 |
|  |  | &nbsp;&nbsp; 425023 |
| Life & Health Insurance - 0.1%  | Life & Health Insurance - 0.1%  | Life & Health Insurance - 0.1%  |
| Aegon Ltd.  | &nbsp;&nbsp; 7915 | &nbsp;&nbsp; 57701 |
| Aflac, Inc.  | &nbsp;&nbsp; 2635 | &nbsp;&nbsp; 289086 |
| Brighthouse Financial, Inc. (a) | &nbsp;&nbsp; 270 | &nbsp;&nbsp; 16168 |
| Citizens, Inc. (a) | &nbsp;&nbsp; 1074 | &nbsp;&nbsp; 5402 |
| CNO Financial Group, Inc.  | &nbsp;&nbsp; 2241 | &nbsp;&nbsp; 92015 |
| F&G Annuities & Life, Inc.  | &nbsp;&nbsp; 862 | &nbsp;&nbsp; 21826 |
| Genworth Financial, Inc. (a) | &nbsp;&nbsp; 9399 | &nbsp;&nbsp; 76320 |
| Globe Life, Inc.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 69585 |
| Lincoln National Corp.  | &nbsp;&nbsp; 746 | &nbsp;&nbsp; 26483 |
| MetLife, Inc.  | &nbsp;&nbsp; 3233 | &nbsp;&nbsp; 228638 |
| Oscar Health, Inc., Class A (a) | &nbsp;&nbsp; 4712 | &nbsp;&nbsp; 54047 |
| Primerica, Inc.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 50096 |
| Principal Financial Group, Inc.  | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 108132 |
| Prudential Financial, Inc.  | &nbsp;&nbsp; 1892 | &nbsp;&nbsp; 184829 |
| Unum Group  | &nbsp;&nbsp; 1009 | &nbsp;&nbsp; 73687 |
|  |  | &nbsp;&nbsp; 1354015 |
| Life Sciences Tools & Services - 0.3%  | Life Sciences Tools & Services - 0.3%  | Life Sciences Tools & Services - 0.3%  |
| &nbsp;&nbsp;&nbsp; 10X Genomics, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 2627 | &nbsp;&nbsp; 55771 |
| &nbsp;&nbsp;&nbsp; Adaptive Biotechnologies <br> Corp. (a)<br>| &nbsp;&nbsp; 3553 | &nbsp;&nbsp; 49316 |
| Agilent Technologies, Inc.  | &nbsp;&nbsp; 1596 | &nbsp;&nbsp; 181912 |
| Alpha Teknova, Inc. (a) | &nbsp;&nbsp; 607 | &nbsp;&nbsp; 1754 |
| Atlantic International Corp. (a) | &nbsp;&nbsp; 165 | &nbsp;&nbsp; 500 |
| Avantor, Inc. (a) | &nbsp;&nbsp; 4003 | &nbsp;&nbsp; 31384 |
| Azenta, Inc. (a) | &nbsp;&nbsp; 954 | &nbsp;&nbsp; 20158 |
| BioLife Solutions, Inc. (a) | &nbsp;&nbsp; 954 | &nbsp;&nbsp; 18202 |
| &nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 71 | &nbsp;&nbsp; 19791 |
| Bio-Techne Corp.  | &nbsp;&nbsp; 762 | &nbsp;&nbsp; 39822 |
| Bruker Corp.  | &nbsp;&nbsp; 561 | &nbsp;&nbsp; 20263 |
| &nbsp;&nbsp;&nbsp; Charles River Laboratories <br> International, Inc. (a)<br>| &nbsp;&nbsp; 318 | &nbsp;&nbsp; 54855 |
| Codexis, Inc. (a) | &nbsp;&nbsp; 2989 | &nbsp;&nbsp; 4872 |
| CryoPort, Inc. (a) | &nbsp;&nbsp; 1161 | &nbsp;&nbsp; 9613 |
| Cytek Biosciences, Inc. (a) | &nbsp;&nbsp; 2793 | &nbsp;&nbsp; 12205 |
| Danaher Corp.  | &nbsp;&nbsp; 3482 | &nbsp;&nbsp; 660187 |
| Fortrea Holdings, Inc. (a) | &nbsp;&nbsp; 2127 | &nbsp;&nbsp; 20036 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Ginkgo Bioworks Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 1011 | &nbsp;&nbsp; $6197 |
| Illumina, Inc. (a) | &nbsp;&nbsp; 852 | &nbsp;&nbsp; 105018 |
| IQVIA Holdings, Inc. (a) | &nbsp;&nbsp; 909 | &nbsp;&nbsp; 155021 |
| Lifecore Biomedical, Inc. (a) | &nbsp;&nbsp; 788 | &nbsp;&nbsp; 2931 |
| &nbsp;&nbsp;&nbsp; Maravai LifeSciences <br> Holdings, Inc., Class A (a)<br>| &nbsp;&nbsp; 2969 | &nbsp;&nbsp; 8402 |
| MaxCyte, Inc. (a) | &nbsp;&nbsp; 3131 | &nbsp;&nbsp; 2200 |
| Medpace Holdings, Inc. (a) | &nbsp;&nbsp; 134 | &nbsp;&nbsp; 64346 |
| Mesa Laboratories, Inc.  | &nbsp;&nbsp; 118 | &nbsp;&nbsp; 10434 |
| &nbsp;&nbsp;&nbsp; Mettler-Toledo International, <br> Inc. (a)<br>| &nbsp;&nbsp; 121 | &nbsp;&nbsp; 152605 |
| OmniAb, Inc. (a) | &nbsp;&nbsp; 2629 | &nbsp;&nbsp; 4128 |
| OmniAb, Inc. (a)(c)\*\* | &nbsp;&nbsp; 394 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Pacific Biosciences of <br> California, Inc. (a)<br>| &nbsp;&nbsp; 6559 | &nbsp;&nbsp; 8658 |
| Personalis, Inc. (a) | &nbsp;&nbsp; 1298 | &nbsp;&nbsp; 8268 |
| Qiagen NV  | &nbsp;&nbsp; 2446 | &nbsp;&nbsp; 98394 |
| Quanterix Corp. (a) | &nbsp;&nbsp; 1243 | &nbsp;&nbsp; 4375 |
| Quantum-Si, Inc. (a) | &nbsp;&nbsp; 4014 | &nbsp;&nbsp; 3107 |
| Repligen Corp. (a) | &nbsp;&nbsp; 306 | &nbsp;&nbsp; 36053 |
| Revvity, Inc.  | &nbsp;&nbsp; 660 | &nbsp;&nbsp; 57823 |
| Sotera Health Co. (a) | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 24378 |
| Standard BioTools, Inc. (a) | &nbsp;&nbsp; 8037 | &nbsp;&nbsp; 7388 |
| Tempus AI, Inc., Class A (a) | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 22610 |
| Thermo Fisher Scientific, Inc.  | &nbsp;&nbsp; 2099 | &nbsp;&nbsp; 1031722 |
| Waters Corp. (a) | &nbsp;&nbsp; 546 | &nbsp;&nbsp; 162599 |
| &nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc. <br>| &nbsp;&nbsp; 435 | &nbsp;&nbsp; 109028 |
|  |  | &nbsp;&nbsp; 3286326 |
| Managed Healthcare - 0.2%  | Managed Healthcare - 0.2%  | Managed Healthcare - 0.2%  |
| Alignment Healthcare, Inc. (a) | &nbsp;&nbsp; 4643 | &nbsp;&nbsp; 81810 |
| Centene Corp. (a) | &nbsp;&nbsp; 3006 | &nbsp;&nbsp; 98416 |
| &nbsp;&nbsp;&nbsp; Clover Health Investments <br> Corp. (a)<br>| &nbsp;&nbsp; 9493 | &nbsp;&nbsp; 16708 |
| Elevance Health, Inc.  | &nbsp;&nbsp; 1218 | &nbsp;&nbsp; 356569 |
| HealthEquity, Inc. (a) | &nbsp;&nbsp; 2003 | &nbsp;&nbsp; 167391 |
| Humana, Inc.  | &nbsp;&nbsp; 657 | &nbsp;&nbsp; 113917 |
| Molina Healthcare, Inc. (a) | &nbsp;&nbsp; 339 | &nbsp;&nbsp; 45189 |
| Progyny, Inc. (a) | &nbsp;&nbsp; 1768 | &nbsp;&nbsp; 30021 |
| UnitedHealth Group, Inc.  | &nbsp;&nbsp; 5083 | &nbsp;&nbsp; 1375409 |
|  |  | &nbsp;&nbsp; 2285430 |
| Marine Transportation - 0.0%\*  | Marine Transportation - 0.0%\*  | Marine Transportation - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; AP Moller - Maersk AS, <br> Class A <br>| &nbsp;&nbsp; 19 | &nbsp;&nbsp; 46377 |
| &nbsp;&nbsp;&nbsp; AP Moller - Maersk AS, <br> Class B <br>| &nbsp;&nbsp; 25 | &nbsp;&nbsp; 62253 |
| Genco Shipping & Trading Ltd.  | &nbsp;&nbsp; 731 | &nbsp;&nbsp; 16484 |
| Kirby Corp. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 39864 |
| Matson, Inc.  | &nbsp;&nbsp; 733 | &nbsp;&nbsp; 120168 |
| &nbsp;&nbsp;&nbsp; Pangaea Logistics Solutions <br> Ltd. <br>| &nbsp;&nbsp; 754 | &nbsp;&nbsp; 5338 |
|  |  | &nbsp;&nbsp; 290484 |
| Metal, Glass & Plastic Containers - 0.0%\*  | Metal, Glass & Plastic Containers - 0.0%\*  | Metal, Glass & Plastic Containers - 0.0%\*  |
| AptarGroup, Inc.  | &nbsp;&nbsp; 364 | &nbsp;&nbsp; 45871 |
| Ardagh Metal Packaging SA  | &nbsp;&nbsp; 3202 | &nbsp;&nbsp; 12968 |
| Ball Corp.  | &nbsp;&nbsp; 1592 | &nbsp;&nbsp; 94103 |
| Crown Holdings, Inc.  | &nbsp;&nbsp; 627 | &nbsp;&nbsp; 62857 |
| Greif, Inc., Class A  | &nbsp;&nbsp; 571 | &nbsp;&nbsp; 38297 |
| Greif, Inc., Class B  | &nbsp;&nbsp; 103 | &nbsp;&nbsp; 9017 |
| Myers Industries, Inc.  | &nbsp;&nbsp; 862 | &nbsp;&nbsp; 18257 |
| O-I Glass, Inc. (a) | &nbsp;&nbsp; 3643 | &nbsp;&nbsp; 38288 |
| Silgan Holdings, Inc.  | &nbsp;&nbsp; 693 | &nbsp;&nbsp; 26888 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 48 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| TriMas Corp.  | &nbsp;&nbsp; 751 | &nbsp;&nbsp; $26991 |
|  |  | &nbsp;&nbsp; 373537 |
| Mortgage REITs - 0.1%  | Mortgage REITs - 0.1%  | Mortgage REITs - 0.1%  |
| &nbsp;&nbsp;&nbsp; ACRES Commercial Realty <br> Corp. (a)<br>| &nbsp;&nbsp; 206 | &nbsp;&nbsp; 3980 |
| Adamas Trust, Inc.  | &nbsp;&nbsp; 1961 | &nbsp;&nbsp; 14433 |
| AGNC Investment Corp.  | &nbsp;&nbsp; 5239 | &nbsp;&nbsp; 52547 |
| Angel Oak Mortgage REIT, Inc.  | &nbsp;&nbsp; 264 | &nbsp;&nbsp; 2170 |
| &nbsp;&nbsp;&nbsp; Annaly Capital Management, <br> Inc. <br>| &nbsp;&nbsp; 3975 | &nbsp;&nbsp; 84071 |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real <br> Estate Finance, Inc. <br>| &nbsp;&nbsp; 3297 | &nbsp;&nbsp; 34816 |
| Arbor Realty Trust, Inc.  | &nbsp;&nbsp; 4598 | &nbsp;&nbsp; 35451 |
| &nbsp;&nbsp;&nbsp; ARES Commercial Real Estate <br> Corp. <br>| &nbsp;&nbsp; 1256 | &nbsp;&nbsp; 6029 |
| &nbsp;&nbsp;&nbsp; ARMOUR Residential REIT, <br> Inc. <br>| &nbsp;&nbsp; 2679 | &nbsp;&nbsp; 44686 |
| &nbsp;&nbsp;&nbsp; Blackstone Mortgage Trust, <br> Inc., Class A <br>| &nbsp;&nbsp; 3793 | &nbsp;&nbsp; 72636 |
| BrightSpire Capital, Inc.  | &nbsp;&nbsp; 2984 | &nbsp;&nbsp; 16710 |
| &nbsp;&nbsp;&nbsp; Chicago Atlantic Real Estate <br> Finance, Inc. <br>| &nbsp;&nbsp; 464 | &nbsp;&nbsp; 5252 |
| Chimera Investment Corp.  | &nbsp;&nbsp; 1918 | &nbsp;&nbsp; 24071 |
| Claros Mortgage Trust, Inc. (a) | &nbsp;&nbsp; 1963 | &nbsp;&nbsp; 4672 |
| Dynex Capital, Inc.  | &nbsp;&nbsp; 4747 | &nbsp;&nbsp; 60572 |
| Ellington Financial, Inc.  | &nbsp;&nbsp; 2896 | &nbsp;&nbsp; 34318 |
| Franklin BSP Realty Trust, Inc.  | &nbsp;&nbsp; 1895 | &nbsp;&nbsp; 16089 |
| Invesco Mortgage Capital, Inc.  | &nbsp;&nbsp; 1639 | &nbsp;&nbsp; 13243 |
| &nbsp;&nbsp;&nbsp; KKR Real Estate Finance <br> Trust, Inc. <br>| &nbsp;&nbsp; 1310 | &nbsp;&nbsp; 8017 |
| Ladder Capital Corp.  | &nbsp;&nbsp; 2682 | &nbsp;&nbsp; 26203 |
| Lument Finance Trust, Inc.  | &nbsp;&nbsp; 1531 | &nbsp;&nbsp; 1929 |
| MFA Financial, Inc.  | &nbsp;&nbsp; 2410 | &nbsp;&nbsp; 23088 |
| &nbsp;&nbsp;&nbsp; Nexpoint Real Estate Finance, <br> Inc. <br>| &nbsp;&nbsp; 166 | &nbsp;&nbsp; 2236 |
| Orchid Island Capital, Inc.  | &nbsp;&nbsp; 4403 | &nbsp;&nbsp; 30953 |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage <br> Investment Trust <br>| &nbsp;&nbsp; 2042 | &nbsp;&nbsp; 23810 |
| Ready Capital Corp.  | &nbsp;&nbsp; 3478 | &nbsp;&nbsp; 5634 |
| Redwood Trust, Inc.  | &nbsp;&nbsp; 2932 | &nbsp;&nbsp; 16448 |
| Rithm Capital Corp.  | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 28440 |
| Rithm Property Trust, Inc.  | &nbsp;&nbsp; 233 | &nbsp;&nbsp; 3120 |
| Seven Hills Realty Trust  | &nbsp;&nbsp; 539 | &nbsp;&nbsp; 4431 |
| Starwood Property Trust, Inc.  | &nbsp;&nbsp; 2200 | &nbsp;&nbsp; 37884 |
| Sunrise Realty Trust, Inc.  | &nbsp;&nbsp; 209 | &nbsp;&nbsp; 1603 |
| &nbsp;&nbsp;&nbsp; TPG Mortgage Investment <br> Trust, Inc. <br>| &nbsp;&nbsp; 815 | &nbsp;&nbsp; 5958 |
| TPG RE Finance Trust, Inc.  | &nbsp;&nbsp; 1698 | &nbsp;&nbsp; 13261 |
| Two Harbors Investment Corp.  | &nbsp;&nbsp; 2440 | &nbsp;&nbsp; 27865 |
|  |  | &nbsp;&nbsp; 786626 |
| Motorcycle Manufacturers - 0.0%\*  | Motorcycle Manufacturers - 0.0%\*  | Motorcycle Manufacturers - 0.0%\*  |
| Harley-Davidson, Inc.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 20220 |
| Livewire Group, Inc. (a) | &nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1867 |
|  |  | &nbsp;&nbsp; 22087 |
| Movies & Entertainment - 0.5%  | Movies & Entertainment - 0.5%  | Movies & Entertainment - 0.5%  |
| &nbsp;&nbsp;&nbsp; AMC Entertainment Holdings, <br> Inc., Class A (a)<br>| &nbsp;&nbsp; 11851 | &nbsp;&nbsp; 11614 |
| &nbsp;&nbsp;&nbsp; Atlanta Braves Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 148 | &nbsp;&nbsp; 6978 |
| &nbsp;&nbsp;&nbsp; Atlanta Braves Holdings, Inc., <br> Class C (a)<br>| &nbsp;&nbsp; 1095 | &nbsp;&nbsp; 46757 |
| Cinemark Holdings, Inc.  | &nbsp;&nbsp; 2479 | &nbsp;&nbsp; 70701 |
| CuriosityStream, Inc.  | &nbsp;&nbsp; 986 | &nbsp;&nbsp; 2919 |
| Gaia, Inc. (a) | &nbsp;&nbsp; 438 | &nbsp;&nbsp; 1213 |
| IMAX Corp. (a) | &nbsp;&nbsp; 1037 | &nbsp;&nbsp; 39416 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty <br> Formula One, Class A (a)<br>| &nbsp;&nbsp; 100 | &nbsp;&nbsp; $7808 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty <br> Formula One, Class C (a)<br>| &nbsp;&nbsp; 1199 | &nbsp;&nbsp; 101939 |
| Lionsgate Studios Corp. (a) | &nbsp;&nbsp; 4862 | &nbsp;&nbsp; 46627 |
| &nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc. <br> (a)<br>| &nbsp;&nbsp; 928 | &nbsp;&nbsp; 141529 |
| &nbsp;&nbsp;&nbsp; Madison Square Garden <br> Entertainment Corp. (a)<br>| &nbsp;&nbsp; 943 | &nbsp;&nbsp; 55552 |
| &nbsp;&nbsp;&nbsp; Madison Square Garden <br> Sports Corp. (a)<br>| &nbsp;&nbsp; 100 | &nbsp;&nbsp; 32140 |
| Marcus Corp.  | &nbsp;&nbsp; 542 | &nbsp;&nbsp; 9306 |
| Netflix, Inc. (a) | &nbsp;&nbsp; 23830 | &nbsp;&nbsp; 2291255 |
| Reservoir Media, Inc. (a) | &nbsp;&nbsp; 481 | &nbsp;&nbsp; 4709 |
| Roku, Inc. (a) | &nbsp;&nbsp; 684 | &nbsp;&nbsp; 64720 |
| Sphere Entertainment Co. (a) | &nbsp;&nbsp; 645 | &nbsp;&nbsp; 75723 |
| Spotify Technology SA (a) | &nbsp;&nbsp; 1777 | &nbsp;&nbsp; 861685 |
| Starz Entertainment Corp. (a) | &nbsp;&nbsp; 273 | &nbsp;&nbsp; 3140 |
| TKO Group Holdings, Inc.  | &nbsp;&nbsp; 351 | &nbsp;&nbsp; 70779 |
| Vivid Seats, Inc., Class A (a) | &nbsp;&nbsp; 68 | &nbsp;&nbsp; 402 |
| Walt Disney Co.  | &nbsp;&nbsp; 10001 | &nbsp;&nbsp; 963896 |
| &nbsp;&nbsp;&nbsp; Warner Bros Discovery, Inc. <br> (a)<br>| &nbsp;&nbsp; 13046 | &nbsp;&nbsp; 358243 |
|  |  | &nbsp;&nbsp; 5269051 |
| Multi-Family Residential REITs - 0.1%  | Multi-Family Residential REITs - 0.1%  | Multi-Family Residential REITs - 0.1%  |
| AvalonBay Communities, Inc.  | &nbsp;&nbsp; 795 | &nbsp;&nbsp; 129863 |
| BRT Apartments Corp.  | &nbsp;&nbsp; 299 | &nbsp;&nbsp; 3989 |
| Camden Property Trust  | &nbsp;&nbsp; 638 | &nbsp;&nbsp; 62307 |
| Centerspace  | &nbsp;&nbsp; 394 | &nbsp;&nbsp; 22635 |
| Clipper Realty, Inc.  | &nbsp;&nbsp; 311 | &nbsp;&nbsp; 939 |
| Equity Residential  | &nbsp;&nbsp; 2192 | &nbsp;&nbsp; 129657 |
| Essex Property Trust, Inc.  | &nbsp;&nbsp; 314 | &nbsp;&nbsp; 75988 |
| &nbsp;&nbsp;&nbsp; Independence Realty Trust, <br> Inc. <br>| &nbsp;&nbsp; 5754 | &nbsp;&nbsp; 85677 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartment <br> Communities, Inc. <br>| &nbsp;&nbsp; 624 | &nbsp;&nbsp; 76203 |
| &nbsp;&nbsp;&nbsp; NexPoint Residential Trust, <br> Inc. <br>| &nbsp;&nbsp; 516 | &nbsp;&nbsp; 12900 |
| UDR, Inc.  | &nbsp;&nbsp; 1647 | &nbsp;&nbsp; 55636 |
| Veris Residential, Inc.  | &nbsp;&nbsp; 1780 | &nbsp;&nbsp; 33589 |
|  |  | &nbsp;&nbsp; 689383 |
| Multi-Line Insurance - 0.0%\*  | Multi-Line Insurance - 0.0%\*  | Multi-Line Insurance - 0.0%\*  |
| Horace Mann Educators Corp.  | &nbsp;&nbsp; 965 | &nbsp;&nbsp; 41186 |
| Multi-Sector Holdings - 0.5%  | Multi-Sector Holdings - 0.5%  | Multi-Sector Holdings - 0.5%  |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., <br> Class B (a)<br>| &nbsp;&nbsp; 10379 | &nbsp;&nbsp; 4973617 |
| Cannae Holdings, Inc.  | &nbsp;&nbsp; 1079 | &nbsp;&nbsp; 12268 |
| Compass Diversified Holdings  | &nbsp;&nbsp; 1596 | &nbsp;&nbsp; 12545 |
|  |  | &nbsp;&nbsp; 4998430 |
| Multi-Utilities - 0.2%  | Multi-Utilities - 0.2%  | Multi-Utilities - 0.2%  |
| Ameren Corp.  | &nbsp;&nbsp; 1541 | &nbsp;&nbsp; 169387 |
| Avista Corp.  | &nbsp;&nbsp; 1942 | &nbsp;&nbsp; 77952 |
| Black Hills Corp.  | &nbsp;&nbsp; 1809 | &nbsp;&nbsp; 125563 |
| CenterPoint Energy, Inc.  | &nbsp;&nbsp; 3797 | &nbsp;&nbsp; 163879 |
| CMS Energy Corp.  | &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 124128 |
| Consolidated Edison, Inc.  | &nbsp;&nbsp; 2019 | &nbsp;&nbsp; 228510 |
| Dominion Energy, Inc.  | &nbsp;&nbsp; 4712 | &nbsp;&nbsp; 291296 |
| DTE Energy Co.  | &nbsp;&nbsp; 1174 | &nbsp;&nbsp; 171662 |
| NiSource, Inc.  | &nbsp;&nbsp; 2783 | &nbsp;&nbsp; 129855 |
| &nbsp;&nbsp;&nbsp; Northwestern Energy Group, <br> Inc. <br>| &nbsp;&nbsp; 1476 | &nbsp;&nbsp; 97327 |
| &nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc. <br>| &nbsp;&nbsp; 2879 | &nbsp;&nbsp; 233055 |
| Sempra  | &nbsp;&nbsp; 3658 | &nbsp;&nbsp; 355448 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 49 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Unitil Corp.  | &nbsp;&nbsp; 414 | &nbsp;&nbsp; $21627 |
| WEC Energy Group, Inc.  | &nbsp;&nbsp; 1864 | &nbsp;&nbsp; 215795 |
|  |  | &nbsp;&nbsp; 2405484 |
| Office REITs - 0.0%\*  | Office REITs - 0.0%\*  | Office REITs - 0.0%\*  |
| Brandywine Realty Trust  | &nbsp;&nbsp; 4092 | &nbsp;&nbsp; 11089 |
| BXP, Inc.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 46710 |
| COPT Defense Properties  | &nbsp;&nbsp; 2723 | &nbsp;&nbsp; 83324 |
| Cousins Properties, Inc.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 20313 |
| Douglas Emmett, Inc.  | &nbsp;&nbsp; 3833 | &nbsp;&nbsp; 36107 |
| &nbsp;&nbsp;&nbsp; Easterly Government <br> Properties, Inc. <br>| &nbsp;&nbsp; 991 | &nbsp;&nbsp; 21237 |
| &nbsp;&nbsp;&nbsp; Empire State Realty Trust, <br> Inc., Class A <br>| &nbsp;&nbsp; 3244 | &nbsp;&nbsp; 16869 |
| &nbsp;&nbsp;&nbsp; Franklin Street Properties <br> Corp. <br>| &nbsp;&nbsp; 2474 | &nbsp;&nbsp; 1644 |
| Highwoods Properties, Inc.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 12846 |
| &nbsp;&nbsp;&nbsp; Hudson Pacific Properties, Inc. <br> (a)<br>| &nbsp;&nbsp; 1263 | &nbsp;&nbsp; 7464 |
| JBG SMITH Properties  | &nbsp;&nbsp; 1394 | &nbsp;&nbsp; 20367 |
| Kilroy Realty Corp.  | &nbsp;&nbsp; 972 | &nbsp;&nbsp; 27420 |
| NET Lease Office Properties  | &nbsp;&nbsp; 354 | &nbsp;&nbsp; 4078 |
| Peakstone Realty Trust  | &nbsp;&nbsp; 852 | &nbsp;&nbsp; 17798 |
| &nbsp;&nbsp;&nbsp; Piedmont Realty Trust, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 2898 | &nbsp;&nbsp; 19040 |
| &nbsp;&nbsp;&nbsp; Postal Realty Trust, Inc., <br> Class A <br>| &nbsp;&nbsp; 527 | &nbsp;&nbsp; 9781 |
| SL Green Realty Corp.  | &nbsp;&nbsp; 1713 | &nbsp;&nbsp; 63278 |
| Vornado Realty Trust  | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 20792 |
|  |  | &nbsp;&nbsp; 440157 |
| Office Services & Supplies - 0.0%\*  | Office Services & Supplies - 0.0%\*  | Office Services & Supplies - 0.0%\*  |
| ACCO Brands Corp.  | &nbsp;&nbsp; 2321 | &nbsp;&nbsp; 6963 |
| CompX International, Inc.  | &nbsp;&nbsp; 19 | &nbsp;&nbsp; 444 |
| HNI Corp.  | &nbsp;&nbsp; 1673 | &nbsp;&nbsp; 55861 |
| Interface, Inc.  | &nbsp;&nbsp; 1371 | &nbsp;&nbsp; 34165 |
| MillerKnoll, Inc.  | &nbsp;&nbsp; 1612 | &nbsp;&nbsp; 23310 |
| MSA Safety, Inc.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 32790 |
| NL Industries, Inc.  | &nbsp;&nbsp; 196 | &nbsp;&nbsp; 1143 |
| Pitney Bowes, Inc.  | &nbsp;&nbsp; 3820 | &nbsp;&nbsp; 42211 |
| Virco Mfg. Corp.  | &nbsp;&nbsp; 328 | &nbsp;&nbsp; 2007 |
|  |  | &nbsp;&nbsp; 198894 |
| Oil & Gas Drilling - 0.1%  | Oil & Gas Drilling - 0.1%  | Oil & Gas Drilling - 0.1%  |
| Helmerich & Payne, Inc.  | &nbsp;&nbsp; 2308 | &nbsp;&nbsp; 83157 |
| Nabors Industries Ltd. (a) | &nbsp;&nbsp; 332 | &nbsp;&nbsp; 28572 |
| Noble Corp. PLC  | &nbsp;&nbsp; 3027 | &nbsp;&nbsp; 148535 |
| Patterson-UTI Energy, Inc.  | &nbsp;&nbsp; 8278 | &nbsp;&nbsp; 89651 |
| Transocean Ltd. (a) | &nbsp;&nbsp; 22264 | &nbsp;&nbsp; 147610 |
| Valaris Ltd. (a) | &nbsp;&nbsp; 1496 | &nbsp;&nbsp; 146668 |
|  |  | &nbsp;&nbsp; 644193 |
| Oil & Gas Equipment & Services - 0.2%  | Oil & Gas Equipment & Services - 0.2%  | Oil & Gas Equipment & Services - 0.2%  |
| Archrock, Inc.  | &nbsp;&nbsp; 4142 | &nbsp;&nbsp; 144142 |
| Atlas Energy Solutions, Inc.  | &nbsp;&nbsp; 1806 | &nbsp;&nbsp; 23695 |
| Baker Hughes Co.  | &nbsp;&nbsp; 5493 | &nbsp;&nbsp; 335348 |
| Bristow Group, Inc.  | &nbsp;&nbsp; 669 | &nbsp;&nbsp; 31369 |
| Cactus, Inc., Class A  | &nbsp;&nbsp; 1637 | &nbsp;&nbsp; 77545 |
| Core Laboratories, Inc.  | &nbsp;&nbsp; 1086 | &nbsp;&nbsp; 18234 |
| DMC Global, Inc. (a) | &nbsp;&nbsp; 707 | &nbsp;&nbsp; 3683 |
| &nbsp;&nbsp;&nbsp; Energy Services of America <br> Corp. <br>| &nbsp;&nbsp; 281 | &nbsp;&nbsp; 3690 |
| Expro Group Holdings NV (a) | &nbsp;&nbsp; 1947 | &nbsp;&nbsp; 33897 |
| Flowco Holdings, Inc., Class A  | &nbsp;&nbsp; 539 | &nbsp;&nbsp; 11103 |
| &nbsp;&nbsp;&nbsp; Forum Energy Technologies, <br> Inc. (a)<br>| &nbsp;&nbsp; 234 | &nbsp;&nbsp; 13726 |
| Halliburton Co.  | &nbsp;&nbsp; 4582 | &nbsp;&nbsp; 178652 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Helix Energy Solutions Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 3271 | &nbsp;&nbsp; $32350 |
| Innovex International, Inc. (a) | &nbsp;&nbsp; 907 | &nbsp;&nbsp; 22122 |
| Kodiak Gas Services, Inc.  | &nbsp;&nbsp; 1985 | &nbsp;&nbsp; 115765 |
| Liberty Energy, Inc.  | &nbsp;&nbsp; 3779 | &nbsp;&nbsp; 108835 |
| &nbsp;&nbsp;&nbsp; Mammoth Energy Services, <br> Inc. (a)<br>| &nbsp;&nbsp; 547 | &nbsp;&nbsp; 1340 |
| &nbsp;&nbsp;&nbsp; National Energy Services <br> Reunited Corp. (a)<br>| &nbsp;&nbsp; 1436 | &nbsp;&nbsp; 30831 |
| &nbsp;&nbsp;&nbsp; Natural Gas Services Group, <br> Inc. <br>| &nbsp;&nbsp; 271 | &nbsp;&nbsp; 10228 |
| NOV, Inc.  | &nbsp;&nbsp; 1873 | &nbsp;&nbsp; 35231 |
| &nbsp;&nbsp;&nbsp; Oceaneering International, Inc. <br> (a)<br>| &nbsp;&nbsp; 2360 | &nbsp;&nbsp; 83709 |
| &nbsp;&nbsp;&nbsp; Oil States International, Inc. <br> (a)<br>| &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 15132 |
| &nbsp;&nbsp;&nbsp; ProFrac Holding Corp., <br> Class A (a)<br>| &nbsp;&nbsp; 625 | &nbsp;&nbsp; 3875 |
| ProPetro Holding Corp. (a) | &nbsp;&nbsp; 2330 | &nbsp;&nbsp; 33575 |
| &nbsp;&nbsp;&nbsp; Ranger Energy Services, Inc., <br> Class A <br>| &nbsp;&nbsp; 527 | &nbsp;&nbsp; 9033 |
| RPC, Inc.  | &nbsp;&nbsp; 2123 | &nbsp;&nbsp; 15031 |
| &nbsp;&nbsp;&nbsp; SEACOR Marine Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 519 | &nbsp;&nbsp; 3716 |
| Select Water Solutions, Inc.  | &nbsp;&nbsp; 2227 | &nbsp;&nbsp; 34073 |
| SLB Ltd.  | &nbsp;&nbsp; 8380 | &nbsp;&nbsp; 430648 |
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, <br> Inc. <br>| &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 62161 |
| Tenaris SA  | &nbsp;&nbsp; 2199 | &nbsp;&nbsp; 64079 |
| TETRA Technologies, Inc. (a) | &nbsp;&nbsp; 2974 | &nbsp;&nbsp; 25339 |
| Tidewater, Inc. (a) | &nbsp;&nbsp; 1176 | &nbsp;&nbsp; 98255 |
| Weatherford International PLC  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 37832 |
|  |  | &nbsp;&nbsp; 2148244 |
| Oil & Gas Exploration & Production - 0.4%  | Oil & Gas Exploration & Production - 0.4%  | Oil & Gas Exploration & Production - 0.4%  |
| Antero Resources Corp. (a) | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 76392 |
| APA Corp.  | &nbsp;&nbsp; 1900 | &nbsp;&nbsp; 80636 |
| California Resources Corp.  | &nbsp;&nbsp; 1754 | &nbsp;&nbsp; 121412 |
| Chord Energy Corp.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 42654 |
| CNX Resources Corp. (a) | &nbsp;&nbsp; 3274 | &nbsp;&nbsp; 126213 |
| Comstock Resources, Inc. (a) | &nbsp;&nbsp; 1750 | &nbsp;&nbsp; 36890 |
| ConocoPhillips  | &nbsp;&nbsp; 6977 | &nbsp;&nbsp; 920964 |
| Coterra Energy, Inc.  | &nbsp;&nbsp; 4127 | &nbsp;&nbsp; 145023 |
| Crescent Energy Co., Class A  | &nbsp;&nbsp; 6117 | &nbsp;&nbsp; 82579 |
| Devon Energy Corp.  | &nbsp;&nbsp; 3329 | &nbsp;&nbsp; 167515 |
| Diamondback Energy, Inc.  | &nbsp;&nbsp; 1121 | &nbsp;&nbsp; 221723 |
| Diversified Energy Co.  | &nbsp;&nbsp; 1447 | &nbsp;&nbsp; 25236 |
| Empire Petroleum Corp. (a) | &nbsp;&nbsp; 264 | &nbsp;&nbsp; 781 |
| EOG Resources, Inc.  | &nbsp;&nbsp; 3071 | &nbsp;&nbsp; 443974 |
| Epsilon Energy Ltd.  | &nbsp;&nbsp; 609 | &nbsp;&nbsp; 3751 |
| EQT Corp.  | &nbsp;&nbsp; 3372 | &nbsp;&nbsp; 214594 |
| Evolution Petroleum Corp.  | &nbsp;&nbsp; 710 | &nbsp;&nbsp; 3252 |
| Expand Energy Corp.  | &nbsp;&nbsp; 1288 | &nbsp;&nbsp; 141397 |
| Granite Ridge Resources, Inc.  | &nbsp;&nbsp; 1425 | &nbsp;&nbsp; 8365 |
| Gulfport Energy Corp. (a) | &nbsp;&nbsp; 380 | &nbsp;&nbsp; 80397 |
| HighPeak Energy, Inc.  | &nbsp;&nbsp; 669 | &nbsp;&nbsp; 4616 |
| &nbsp;&nbsp;&nbsp; Infinity Natural Resources, <br> Inc., Class A (a)<br>| &nbsp;&nbsp; 434 | &nbsp;&nbsp; 7643 |
| &nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Corp., <br> Class A <br>| &nbsp;&nbsp; 4336 | &nbsp;&nbsp; 136888 |
| Matador Resources Co.  | &nbsp;&nbsp; 770 | &nbsp;&nbsp; 48649 |
| Murphy Oil Corp.  | &nbsp;&nbsp; 3236 | &nbsp;&nbsp; 133485 |
| Northern Oil & Gas, Inc.  | &nbsp;&nbsp; 2284 | &nbsp;&nbsp; 66761 |
| Ovintiv, Inc.  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 89040 |
| &nbsp;&nbsp;&nbsp; Permian Resources Corp., <br> Class A <br>| &nbsp;&nbsp; 4280 | &nbsp;&nbsp; 91250 |
| Prairie Operating Co. (a) | &nbsp;&nbsp; 1089 | &nbsp;&nbsp; 2211 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 50 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; PrimeEnergy Resources Corp. <br> (a)<br>| &nbsp;&nbsp; 12 | &nbsp;&nbsp; $2794 |
| Range Resources Corp.  | &nbsp;&nbsp; 1460 | &nbsp;&nbsp; 65963 |
| Riley Exploration Permian, Inc.  | &nbsp;&nbsp; 352 | &nbsp;&nbsp; 12830 |
| Sable Offshore Corp. (a) | &nbsp;&nbsp; 2958 | &nbsp;&nbsp; 48866 |
| SandRidge Energy, Inc.  | &nbsp;&nbsp; 749 | &nbsp;&nbsp; 12216 |
| SM Energy Co.  | &nbsp;&nbsp; 5924 | &nbsp;&nbsp; 184710 |
| Talos Energy, Inc. (a) | &nbsp;&nbsp; 3090 | &nbsp;&nbsp; 48698 |
| Texas Pacific Land Corp.  | &nbsp;&nbsp; 316 | &nbsp;&nbsp; 149961 |
| VAALCO Energy, Inc.  | &nbsp;&nbsp; 2460 | &nbsp;&nbsp; 15596 |
| Viper Energy, Inc., Class A  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 42291 |
| Vitesse Energy, Inc.  | &nbsp;&nbsp; 701 | &nbsp;&nbsp; 12730 |
| W&T Offshore, Inc.  | &nbsp;&nbsp; 2358 | &nbsp;&nbsp; 8041 |
|  |  | &nbsp;&nbsp; 4128987 |
| Oil & Gas Refining & Marketing - 0.2%  | Oil & Gas Refining & Marketing - 0.2%  | Oil & Gas Refining & Marketing - 0.2%  |
| Calumet, Inc. (a) | &nbsp;&nbsp; 1637 | &nbsp;&nbsp; 58768 |
| Clean Energy Fuels Corp. (a) | &nbsp;&nbsp; 4660 | &nbsp;&nbsp; 11557 |
| CVR Energy, Inc. (a) | &nbsp;&nbsp; 718 | &nbsp;&nbsp; 24161 |
| Delek U.S. Holdings, Inc.  | &nbsp;&nbsp; 1422 | &nbsp;&nbsp; 64090 |
| FutureFuel Corp.  | &nbsp;&nbsp; 626 | &nbsp;&nbsp; 2410 |
| Gevo, Inc. (a) | &nbsp;&nbsp; 5558 | &nbsp;&nbsp; 15173 |
| Green Plains, Inc. (a) | &nbsp;&nbsp; 1571 | &nbsp;&nbsp; 25843 |
| HF Sinclair Corp.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 56151 |
| Marathon Petroleum Corp.  | &nbsp;&nbsp; 1658 | &nbsp;&nbsp; 404851 |
| OPAL Fuels, Inc., Class A (a) | &nbsp;&nbsp; 502 | &nbsp;&nbsp; 1265 |
| Par Pacific Holdings, Inc. (a) | &nbsp;&nbsp; 1188 | &nbsp;&nbsp; 74416 |
| PBF Energy, Inc., Class A  | &nbsp;&nbsp; 2003 | &nbsp;&nbsp; 95383 |
| Phillips 66 Co.  | &nbsp;&nbsp; 2271 | &nbsp;&nbsp; 413731 |
| &nbsp;&nbsp;&nbsp; REX American Resources <br> Corp. (a)<br>| &nbsp;&nbsp; 674 | &nbsp;&nbsp; 30714 |
| Valero Energy Corp.  | &nbsp;&nbsp; 1666 | &nbsp;&nbsp; 411635 |
| World Kinect Corp.  | &nbsp;&nbsp; 1276 | &nbsp;&nbsp; 29437 |
|  |  | &nbsp;&nbsp; 1719585 |
| Oil & Gas Storage & Transportation - 0.2%  | Oil & Gas Storage & Transportation - 0.2%  | Oil & Gas Storage & Transportation - 0.2%  |
| Antero Midstream Corp.  | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 41040 |
| Cheniere Energy, Inc.  | &nbsp;&nbsp; 1169 | &nbsp;&nbsp; 331715 |
| DHT Holdings, Inc.  | &nbsp;&nbsp; 3220 | &nbsp;&nbsp; 58829 |
| Dorian LPG Ltd.  | &nbsp;&nbsp; 875 | &nbsp;&nbsp; 29925 |
| DT Midstream, Inc.  | &nbsp;&nbsp; 540 | &nbsp;&nbsp; 72722 |
| &nbsp;&nbsp;&nbsp; Excelerate Energy, Inc., <br> Class A <br>| &nbsp;&nbsp; 553 | &nbsp;&nbsp; 18481 |
| International Seaways, Inc.  | &nbsp;&nbsp; 959 | &nbsp;&nbsp; 69892 |
| Kinder Morgan, Inc.  | &nbsp;&nbsp; 10847 | &nbsp;&nbsp; 363700 |
| Kinetik Holdings, Inc.  | &nbsp;&nbsp; 1052 | &nbsp;&nbsp; 50927 |
| Navigator Holdings Ltd.  | &nbsp;&nbsp; 726 | &nbsp;&nbsp; 14034 |
| New Fortress Energy, Inc. (a) | &nbsp;&nbsp; 5379 | &nbsp;&nbsp; 3174 |
| NextDecade Corp. (a) | &nbsp;&nbsp; 4165 | &nbsp;&nbsp; 31904 |
| Nordic American Tankers Ltd.  | &nbsp;&nbsp; 4810 | &nbsp;&nbsp; 28187 |
| ONEOK, Inc.  | &nbsp;&nbsp; 3615 | &nbsp;&nbsp; 326760 |
| Summit Midstream Corp. (a) | &nbsp;&nbsp; 205 | &nbsp;&nbsp; 6199 |
| Targa Resources Corp.  | &nbsp;&nbsp; 1137 | &nbsp;&nbsp; 285080 |
| Williams Cos., Inc.  | &nbsp;&nbsp; 6887 | &nbsp;&nbsp; 501236 |
|  |  | &nbsp;&nbsp; 2233805 |
| Other Specialized REITs - 0.1%  | Other Specialized REITs - 0.1%  | Other Specialized REITs - 0.1%  |
| EPR Properties  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 29976 |
| Farmland Partners, Inc.  | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 9882 |
| &nbsp;&nbsp;&nbsp; Four Corners Property Trust, <br> Inc. <br>| &nbsp;&nbsp; 2523 | &nbsp;&nbsp; 59669 |
| &nbsp;&nbsp;&nbsp; Gaming & Leisure Properties, <br> Inc. <br>| &nbsp;&nbsp; 1511 | &nbsp;&nbsp; 67043 |
| Gladstone Land Corp.  | &nbsp;&nbsp; 760 | &nbsp;&nbsp; 7752 |
| Iron Mountain, Inc.  | &nbsp;&nbsp; 1680 | &nbsp;&nbsp; 171595 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Lamar Advertising Co., <br> Class A <br>| &nbsp;&nbsp; 490 | &nbsp;&nbsp; $62064 |
| Millrose Properties, Inc.  | &nbsp;&nbsp; 759 | &nbsp;&nbsp; 21252 |
| Outfront Media, Inc.  | &nbsp;&nbsp; 3538 | &nbsp;&nbsp; 93757 |
| Safehold, Inc.  | &nbsp;&nbsp; 1306 | &nbsp;&nbsp; 17670 |
| VICI Properties, Inc.  | &nbsp;&nbsp; 6319 | &nbsp;&nbsp; 172635 |
|  |  | &nbsp;&nbsp; 713295 |
| Other Specialty Retail - 0.1%  | Other Specialty Retail - 0.1%  | Other Specialty Retail - 0.1%  |
| &nbsp;&nbsp;&nbsp; 1-800-Flowers.com, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 548 | &nbsp;&nbsp; 1666 |
| &nbsp;&nbsp;&nbsp; Academy Sports & Outdoors, <br> Inc. <br>| &nbsp;&nbsp; 1586 | &nbsp;&nbsp; 89530 |
| BARK, Inc. (a) | &nbsp;&nbsp; 2237 | &nbsp;&nbsp; 1133 |
| &nbsp;&nbsp;&nbsp; Barnes & Noble Education, <br> Inc. (a)<br>| &nbsp;&nbsp; 462 | &nbsp;&nbsp; 4079 |
| Bath & Body Works, Inc.  | &nbsp;&nbsp; 1298 | &nbsp;&nbsp; 24234 |
| Build-A-Bear Workshop, Inc.  | &nbsp;&nbsp; 291 | &nbsp;&nbsp; 10898 |
| Chewy, Inc., Class A (a) | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 40500 |
| Dick's Sporting Goods, Inc.  | &nbsp;&nbsp; 387 | &nbsp;&nbsp; 76738 |
| Envela Corp. (a) | &nbsp;&nbsp; 130 | &nbsp;&nbsp; 2166 |
| Five Below, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 68544 |
| MarineMax, Inc. (a) | &nbsp;&nbsp; 462 | &nbsp;&nbsp; 12502 |
| &nbsp;&nbsp;&nbsp; National Vision Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1852 | &nbsp;&nbsp; 47967 |
| Outdoor Holding Co. (a) | &nbsp;&nbsp; 2501 | &nbsp;&nbsp; 5027 |
| &nbsp;&nbsp;&nbsp; Petco Health & Wellness Co., <br> Inc. (a)<br>| &nbsp;&nbsp; 2066 | &nbsp;&nbsp; 5743 |
| Sally Beauty Holdings, Inc. (a) | &nbsp;&nbsp; 2342 | &nbsp;&nbsp; 32437 |
| Signet Jewelers Ltd.  | &nbsp;&nbsp; 941 | &nbsp;&nbsp; 79646 |
| Tractor Supply Co.  | &nbsp;&nbsp; 2885 | &nbsp;&nbsp; 130690 |
| Ulta Beauty, Inc. (a) | &nbsp;&nbsp; 235 | &nbsp;&nbsp; 122837 |
| Upbound Group, Inc.  | &nbsp;&nbsp; 1230 | &nbsp;&nbsp; 22202 |
| Warby Parker, Inc., Class A (a) | &nbsp;&nbsp; 2339 | &nbsp;&nbsp; 49283 |
| Winmark Corp.  | &nbsp;&nbsp; 70 | &nbsp;&nbsp; 29928 |
|  |  | &nbsp;&nbsp; 857750 |
| Packaged Foods & Meats - 0.3%  | Packaged Foods & Meats - 0.3%  | Packaged Foods & Meats - 0.3%  |
| B&G Foods, Inc.  | &nbsp;&nbsp; 1749 | &nbsp;&nbsp; 8413 |
| Beyond Meat, Inc. (a) | &nbsp;&nbsp; 11049 | &nbsp;&nbsp; 7752 |
| BRC, Inc., Class A (a) | &nbsp;&nbsp; 1980 | &nbsp;&nbsp; 1537 |
| Calavo Growers, Inc.  | &nbsp;&nbsp; 441 | &nbsp;&nbsp; 11373 |
| Cal-Maine Foods, Inc.  | &nbsp;&nbsp; 1033 | &nbsp;&nbsp; 81762 |
| Campbell's Co.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 22270 |
| Conagra Brands, Inc.  | &nbsp;&nbsp; 2700 | &nbsp;&nbsp; 42444 |
| Dole PLC  | &nbsp;&nbsp; 1595 | &nbsp;&nbsp; 22792 |
| Flowers Foods, Inc.  | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 16300 |
| Freshpet, Inc. (a) | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 11792 |
| General Mills, Inc.  | &nbsp;&nbsp; 3110 | &nbsp;&nbsp; 115754 |
| Hain Celestial Group, Inc. (a) | &nbsp;&nbsp; 1899 | &nbsp;&nbsp; 1325 |
| Hershey Co.  | &nbsp;&nbsp; 794 | &nbsp;&nbsp; 165065 |
| Hormel Foods Corp.  | &nbsp;&nbsp; 1578 | &nbsp;&nbsp; 35742 |
| J&J Snack Foods Corp.  | &nbsp;&nbsp; 366 | &nbsp;&nbsp; 29013 |
| J.M. Smucker Co.  | &nbsp;&nbsp; 611 | &nbsp;&nbsp; 58925 |
| JBS NV, Class A (a) | &nbsp;&nbsp; 3300 | &nbsp;&nbsp; 59268 |
| John B Sanfilippo & Son, Inc.  | &nbsp;&nbsp; 178 | &nbsp;&nbsp; 14121 |
| Kraft Heinz Co.  | &nbsp;&nbsp; 5379 | &nbsp;&nbsp; 120974 |
| Lamb Weston Holdings, Inc.  | &nbsp;&nbsp; 786 | &nbsp;&nbsp; 33216 |
| Lifeway Foods, Inc. (a) | &nbsp;&nbsp; 115 | &nbsp;&nbsp; 2224 |
| Mama's Creations, Inc. (a) | &nbsp;&nbsp; 838 | &nbsp;&nbsp; 12855 |
| Marzetti Co.  | &nbsp;&nbsp; 480 | &nbsp;&nbsp; 66398 |
| McCormick & Co., Inc.  | &nbsp;&nbsp; 1377 | &nbsp;&nbsp; 69456 |
| Mission Produce, Inc. (a) | &nbsp;&nbsp; 1014 | &nbsp;&nbsp; 13953 |
| &nbsp;&nbsp;&nbsp; Mondelez International, Inc., <br> Class A <br>| &nbsp;&nbsp; 7209 | &nbsp;&nbsp; 415527 |
| Nestle SA  | &nbsp;&nbsp; 15085 | &nbsp;&nbsp; 1472429 |
| Pilgrim's Pride Corp.  | &nbsp;&nbsp; 303 | &nbsp;&nbsp; 11441 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 51 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Post Holdings, Inc. (a) | &nbsp;&nbsp; 290 | &nbsp;&nbsp; $28669 |
| Seaboard Corp.  | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 5654 |
| &nbsp;&nbsp;&nbsp; Seneca Foods Corp., Class A <br> (a)<br>| &nbsp;&nbsp; 107 | &nbsp;&nbsp; 16170 |
| Simply Good Foods Co. (a) | &nbsp;&nbsp; 2043 | &nbsp;&nbsp; 29317 |
| Smithfield Foods, Inc.  | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 2797 |
| Tootsie Roll Industries, Inc.  | &nbsp;&nbsp; 432 | &nbsp;&nbsp; 18465 |
| Tyson Foods, Inc., Class A  | &nbsp;&nbsp; 1471 | &nbsp;&nbsp; 94247 |
| Utz Brands, Inc.  | &nbsp;&nbsp; 1689 | &nbsp;&nbsp; 13377 |
| Vital Farms, Inc. (a) | &nbsp;&nbsp; 798 | &nbsp;&nbsp; 11268 |
| Westrock Coffee Co. (a) | &nbsp;&nbsp; 876 | &nbsp;&nbsp; 3723 |
|  |  | &nbsp;&nbsp; 3147808 |
| Paper & Plastic Packaging Products & Materials - 0.1%  | Paper & Plastic Packaging Products & Materials - 0.1%  | Paper & Plastic Packaging Products & Materials - 0.1%  |
| Amcor PLC  | &nbsp;&nbsp; 2696 | &nbsp;&nbsp; 107166 |
| Avery Dennison Corp.  | &nbsp;&nbsp; 442 | &nbsp;&nbsp; 76325 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging Holding <br> Co. <br>| &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 16898 |
| International Paper Co.  | &nbsp;&nbsp; 3093 | &nbsp;&nbsp; 110420 |
| Packaging Corp. of America  | &nbsp;&nbsp; 483 | &nbsp;&nbsp; 102502 |
| Ranpak Holdings Corp. (a) | &nbsp;&nbsp; 1376 | &nbsp;&nbsp; 4912 |
| Sealed Air Corp.  | &nbsp;&nbsp; 705 | &nbsp;&nbsp; 29645 |
| Smurfit Westrock PLC  | &nbsp;&nbsp; 3070 | &nbsp;&nbsp; 122340 |
| Sonoco Products Co.  | &nbsp;&nbsp; 670 | &nbsp;&nbsp; 36240 |
|  |  | &nbsp;&nbsp; 606448 |
| Paper Products - 0.0%\*  | Paper Products - 0.0%\*  | Paper Products - 0.0%\*  |
| Clearwater Paper Corp. (a) | &nbsp;&nbsp; 370 | &nbsp;&nbsp; 5321 |
| Magnera Corp. (a) | &nbsp;&nbsp; 769 | &nbsp;&nbsp; 7313 |
| Sylvamo Corp.  | &nbsp;&nbsp; 812 | &nbsp;&nbsp; 34299 |
|  |  | &nbsp;&nbsp; 46933 |
| Passenger Airlines - 0.1%  | Passenger Airlines - 0.1%  | Passenger Airlines - 0.1%  |
| Alaska Air Group, Inc. (a) | &nbsp;&nbsp; 791 | &nbsp;&nbsp; 29093 |
| Allegiant Travel Co. (a) | &nbsp;&nbsp; 339 | &nbsp;&nbsp; 27473 |
| &nbsp;&nbsp;&nbsp; American Airlines Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 2760 | &nbsp;&nbsp; 29643 |
| Delta Air Lines, Inc.  | &nbsp;&nbsp; 3548 | &nbsp;&nbsp; 235871 |
| &nbsp;&nbsp;&nbsp; Frontier Group Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1362 | &nbsp;&nbsp; 4808 |
| JetBlue Airways Corp. (a) | &nbsp;&nbsp; 6996 | &nbsp;&nbsp; 30922 |
| Joby Aviation, Inc. (a) | &nbsp;&nbsp; 13920 | &nbsp;&nbsp; 114979 |
| SkyWest, Inc. (a) | &nbsp;&nbsp; 967 | &nbsp;&nbsp; 88800 |
| Southwest Airlines Co.  | &nbsp;&nbsp; 2462 | &nbsp;&nbsp; 92497 |
| &nbsp;&nbsp;&nbsp; Sun Country Airlines Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 1189 | &nbsp;&nbsp; 19642 |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1946 | &nbsp;&nbsp; 179168 |
|  |  | &nbsp;&nbsp; 852896 |
| Passenger Ground Transportation - 0.1%  | Passenger Ground Transportation - 0.1%  | Passenger Ground Transportation - 0.1%  |
| Avis Budget Group, Inc. (a) | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 14585 |
| Hertz Global Holdings, Inc. (a) | &nbsp;&nbsp; 2839 | &nbsp;&nbsp; 13088 |
| Lyft, Inc., Class A (a) | &nbsp;&nbsp; 1615 | &nbsp;&nbsp; 21480 |
| Uber Technologies, Inc. (a) | &nbsp;&nbsp; 11325 | &nbsp;&nbsp; 814607 |
|  |  | &nbsp;&nbsp; 863760 |
| Personal Care Products - 0.0%\*  | Personal Care Products - 0.0%\*  | Personal Care Products - 0.0%\*  |
| Beauty Health Co. (a) | &nbsp;&nbsp; 3414 | &nbsp;&nbsp; 3038 |
| BellRing Brands, Inc. (a) | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 14159 |
| Coty, Inc., Class A (a) | &nbsp;&nbsp; 2800 | &nbsp;&nbsp; 5628 |
| Edgewell Personal Care Co.  | &nbsp;&nbsp; 1050 | &nbsp;&nbsp; 22407 |
| elf Beauty, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 18183 |
| &nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc., <br> Class A <br>| &nbsp;&nbsp; 1466 | &nbsp;&nbsp; 105215 |
| FitLife Brands, Inc. (a) | &nbsp;&nbsp; 83 | &nbsp;&nbsp; 1179 |
| Herbalife Ltd. (a) | &nbsp;&nbsp; 2420 | &nbsp;&nbsp; 35622 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Honest Co., Inc. (a) | &nbsp;&nbsp; 2249 | &nbsp;&nbsp; $6612 |
| Interparfums, Inc.  | &nbsp;&nbsp; 434 | &nbsp;&nbsp; 39425 |
| Kenvue, Inc.  | &nbsp;&nbsp; 10794 | &nbsp;&nbsp; 186089 |
| Lifevantage Corp.  | &nbsp;&nbsp; 340 | &nbsp;&nbsp; 1469 |
| Medifast, Inc. (a) | &nbsp;&nbsp; 286 | &nbsp;&nbsp; 2914 |
| &nbsp;&nbsp;&nbsp; Nature's Sunshine Products, <br> Inc. (a)<br>| &nbsp;&nbsp; 394 | &nbsp;&nbsp; 9452 |
| Niagen Bioscience, Inc. (a) | &nbsp;&nbsp; 1257 | &nbsp;&nbsp; 5543 |
| &nbsp;&nbsp;&nbsp; Nu Skin Enterprises, Inc., <br> Class A <br>| &nbsp;&nbsp; 1146 | &nbsp;&nbsp; 8343 |
| Olaplex Holdings, Inc. (a) | &nbsp;&nbsp; 3431 | &nbsp;&nbsp; 6965 |
| &nbsp;&nbsp;&nbsp; USANA Health Sciences, Inc. <br> (a)<br>| &nbsp;&nbsp; 256 | &nbsp;&nbsp; 4472 |
| Waldencast PLC, Class A (a) | &nbsp;&nbsp; 874 | &nbsp;&nbsp; 830 |
|  |  | &nbsp;&nbsp; 477545 |
| Pharmaceuticals - 1.8%  | Pharmaceuticals - 1.8%  | Pharmaceuticals - 1.8%  |
| Aardvark Therapeutics, Inc. (a) | &nbsp;&nbsp; 364 | &nbsp;&nbsp; 1372 |
| Aclaris Therapeutics, Inc. (a) | &nbsp;&nbsp; 2179 | &nbsp;&nbsp; 8171 |
| Alimera Sciences, Inc. (a) | &nbsp;&nbsp; 852 | &nbsp;&nbsp; 34 |
| Alumis, Inc. (a) | &nbsp;&nbsp; 1628 | &nbsp;&nbsp; 35865 |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 3569 | &nbsp;&nbsp; 44363 |
| &nbsp;&nbsp;&nbsp; Amphastar Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 839 | &nbsp;&nbsp; 16436 |
| &nbsp;&nbsp;&nbsp; Amylyx Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2085 | &nbsp;&nbsp; 28981 |
| ANI Pharmaceuticals, Inc. (a) | &nbsp;&nbsp; 428 | &nbsp;&nbsp; 32913 |
| &nbsp;&nbsp;&nbsp; Aquestive Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 2422 | &nbsp;&nbsp; 10051 |
| Arvinas, Inc. (a) | &nbsp;&nbsp; 1321 | &nbsp;&nbsp; 14003 |
| Atea Pharmaceuticals, Inc. (a) | &nbsp;&nbsp; 1575 | &nbsp;&nbsp; 8474 |
| Axsome Therapeutics, Inc. (a) | &nbsp;&nbsp; 984 | &nbsp;&nbsp; 166316 |
| BioAge Labs, Inc. (a) | &nbsp;&nbsp; 639 | &nbsp;&nbsp; 11176 |
| Biote Corp., Class A (a) | &nbsp;&nbsp; 1067 | &nbsp;&nbsp; 1440 |
| Bristol-Myers Squibb Co.  | &nbsp;&nbsp; 11469 | &nbsp;&nbsp; 695595 |
| &nbsp;&nbsp;&nbsp; Collegium Pharmaceutical, <br> Inc. (a)<br>| &nbsp;&nbsp; 737 | &nbsp;&nbsp; 24373 |
| Corcept Therapeutics, Inc. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 24186 |
| CorMedix, Inc. (a) | &nbsp;&nbsp; 1764 | &nbsp;&nbsp; 11978 |
| &nbsp;&nbsp;&nbsp; Crinetics Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2336 | &nbsp;&nbsp; 84844 |
| Definium Therapeutics, Inc. (a) | &nbsp;&nbsp; 2225 | &nbsp;&nbsp; 42052 |
| &nbsp;&nbsp;&nbsp; Edgewise Therapeutics, Inc. <br> (a)<br>| &nbsp;&nbsp; 1599 | &nbsp;&nbsp; 50368 |
| Elanco Animal Health, Inc. (a) | &nbsp;&nbsp; 2682 | &nbsp;&nbsp; 64180 |
| Eli Lilly & Co.  | &nbsp;&nbsp; 4520 | &nbsp;&nbsp; 4157360 |
| Enliven Therapeutics, Inc. (a) | &nbsp;&nbsp; 923 | &nbsp;&nbsp; 36182 |
| Esperion Therapeutics, Inc. (a) | &nbsp;&nbsp; 5372 | &nbsp;&nbsp; 14719 |
| Eton Pharmaceuticals, Inc. (a) | &nbsp;&nbsp; 609 | &nbsp;&nbsp; 15030 |
| Evolus, Inc. (a) | &nbsp;&nbsp; 1592 | &nbsp;&nbsp; 6543 |
| EyePoint, Inc. (a) | &nbsp;&nbsp; 1774 | &nbsp;&nbsp; 22867 |
| Fulcrum Therapeutics, Inc. (a) | &nbsp;&nbsp; 1165 | &nbsp;&nbsp; 8936 |
| GSK PLC  | &nbsp;&nbsp; 23830 | &nbsp;&nbsp; 653978 |
| Haleon PLC  | &nbsp;&nbsp; 51925 | &nbsp;&nbsp; 256025 |
| &nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc. (a)<br>| &nbsp;&nbsp; 1028 | &nbsp;&nbsp; 28794 |
| Harrow, Inc. (a) | &nbsp;&nbsp; 740 | &nbsp;&nbsp; 26092 |
| &nbsp;&nbsp;&nbsp; Indivior Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2899 | &nbsp;&nbsp; 88362 |
| Innoviva, Inc. (a) | &nbsp;&nbsp; 1781 | &nbsp;&nbsp; 41497 |
| Jazz Pharmaceuticals PLC (a) | &nbsp;&nbsp; 325 | &nbsp;&nbsp; 61441 |
| Johnson & Johnson  | &nbsp;&nbsp; 13569 | &nbsp;&nbsp; 3316806 |
| Journey Medical Corp. (a) | &nbsp;&nbsp; 425 | &nbsp;&nbsp; 1993 |
| LB Pharmaceuticals, Inc. (a) | &nbsp;&nbsp; 457 | &nbsp;&nbsp; 11270 |
| LENZ Therapeutics, Inc. (a) | &nbsp;&nbsp; 441 | &nbsp;&nbsp; 4035 |
| &nbsp;&nbsp;&nbsp; Ligand Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 463 | &nbsp;&nbsp; 92438 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 52 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Liquidia Corp. (a) | &nbsp;&nbsp; 1525 | &nbsp;&nbsp; $57553 |
| Maze Therapeutics, Inc. (a) | &nbsp;&nbsp; 628 | &nbsp;&nbsp; 18746 |
| MBX Biosciences, Inc. (a) | &nbsp;&nbsp; 663 | &nbsp;&nbsp; 19791 |
| Merck & Co., Inc.  | &nbsp;&nbsp; 13966 | &nbsp;&nbsp; 1679970 |
| Novartis AG  | &nbsp;&nbsp; 11132 | &nbsp;&nbsp; 1700299 |
| Nuvation Bio, Inc. (a) | &nbsp;&nbsp; 5650 | &nbsp;&nbsp; 24238 |
| Ocular Therapeutix, Inc. (a) | &nbsp;&nbsp; 4410 | &nbsp;&nbsp; 37353 |
| Omeros Corp. (a) | &nbsp;&nbsp; 1523 | &nbsp;&nbsp; 16083 |
| Organon & Co.  | &nbsp;&nbsp; 990 | &nbsp;&nbsp; 5930 |
| Pacira BioSciences, Inc. (a) | &nbsp;&nbsp; 971 | &nbsp;&nbsp; 21945 |
| Perrigo Co. PLC  | &nbsp;&nbsp; 950 | &nbsp;&nbsp; 10203 |
| Pfizer, Inc.  | &nbsp;&nbsp; 31831 | &nbsp;&nbsp; 893814 |
| &nbsp;&nbsp;&nbsp; Phathom Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 889 | &nbsp;&nbsp; 9877 |
| &nbsp;&nbsp;&nbsp; Phibro Animal Health Corp., <br> Class A <br>| &nbsp;&nbsp; 478 | &nbsp;&nbsp; 26438 |
| &nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc. (a)<br>| &nbsp;&nbsp; 1141 | &nbsp;&nbsp; 67627 |
| Rapport Therapeutics, Inc. (a) | &nbsp;&nbsp; 661 | &nbsp;&nbsp; 20683 |
| Roche Holding AG (d) | &nbsp;&nbsp; 4114 | &nbsp;&nbsp; 1633789 |
| Roche Holding AG, Class BR  | &nbsp;&nbsp; 184 | &nbsp;&nbsp; 75868 |
| Royalty Pharma PLC, Class A  | &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 110331 |
| Sanofi SA  | &nbsp;&nbsp; 6416 | &nbsp;&nbsp; 617635 |
| Septerna, Inc. (a) | &nbsp;&nbsp; 508 | &nbsp;&nbsp; 12207 |
| SIGA Technologies, Inc.  | &nbsp;&nbsp; 1065 | &nbsp;&nbsp; 5698 |
| &nbsp;&nbsp;&nbsp; Supernus Pharmaceuticals, <br> Inc. (a)<br>| &nbsp;&nbsp; 1286 | &nbsp;&nbsp; 66473 |
| &nbsp;&nbsp;&nbsp; Tarsus Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 933 | &nbsp;&nbsp; 65450 |
| &nbsp;&nbsp;&nbsp; Terns Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2276 | &nbsp;&nbsp; 119991 |
| &nbsp;&nbsp;&nbsp; Theravance Biopharma, Inc. <br> (a)<br>| &nbsp;&nbsp; 911 | &nbsp;&nbsp; 14786 |
| Third Harmonic Bio, Inc. (a)(c) | &nbsp;&nbsp; 586 | &nbsp;&nbsp; 18 |
| Trevi Therapeutics, Inc. (a) | &nbsp;&nbsp; 2131 | &nbsp;&nbsp; 25423 |
| Tvardi Therapeutics, Inc. (a) | &nbsp;&nbsp; 117 | &nbsp;&nbsp; 372 |
| Viatris, Inc.  | &nbsp;&nbsp; 6800 | &nbsp;&nbsp; 91868 |
| WaVe Life Sciences Ltd. (a) | &nbsp;&nbsp; 3319 | &nbsp;&nbsp; 24063 |
| &nbsp;&nbsp;&nbsp; Xeris Biopharma Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 3577 | &nbsp;&nbsp; 20747 |
| Zevra Therapeutics, Inc. (a) | &nbsp;&nbsp; 1448 | &nbsp;&nbsp; 13495 |
| Zoetis, Inc.  | &nbsp;&nbsp; 2482 | &nbsp;&nbsp; 293397 |
|  |  | &nbsp;&nbsp; 18023700 |
| Property & Casualty Insurance - 0.4%  | Property & Casualty Insurance - 0.4%  | Property & Casualty Insurance - 0.4%  |
| Allstate Corp.  | &nbsp;&nbsp; 1481 | &nbsp;&nbsp; 307071 |
| &nbsp;&nbsp;&nbsp; American Coastal Insurance <br> Corp., Class C <br>| &nbsp;&nbsp; 645 | &nbsp;&nbsp; 7256 |
| American Financial Group, Inc.  | &nbsp;&nbsp; 381 | &nbsp;&nbsp; 48657 |
| &nbsp;&nbsp;&nbsp; American Integrity Insurance <br> Group, Inc. <br>| &nbsp;&nbsp; 276 | &nbsp;&nbsp; 5321 |
| &nbsp;&nbsp;&nbsp; American International Group, <br> Inc. <br>| &nbsp;&nbsp; 3055 | &nbsp;&nbsp; 229889 |
| AMERISAFE, Inc.  | &nbsp;&nbsp; 436 | &nbsp;&nbsp; 14532 |
| Arch Capital Group Ltd. (a) | &nbsp;&nbsp; 1990 | &nbsp;&nbsp; 191020 |
| Assurant, Inc.  | &nbsp;&nbsp; 226 | &nbsp;&nbsp; 49225 |
| Assured Guaranty Ltd.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 16296 |
| &nbsp;&nbsp;&nbsp; Ategrity Specialty <br> Holdings LLC (a)<br>| &nbsp;&nbsp; 217 | &nbsp;&nbsp; 4290 |
| Axis Capital Holdings Ltd.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 40564 |
| &nbsp;&nbsp;&nbsp; Bowhead Specialty Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 423 | &nbsp;&nbsp; 9488 |
| Chubb Ltd.  | &nbsp;&nbsp; 2072 | &nbsp;&nbsp; 675327 |
| Cincinnati Financial Corp.  | &nbsp;&nbsp; 855 | &nbsp;&nbsp; 134534 |
| Donegal Group, Inc., Class A  | &nbsp;&nbsp; 399 | &nbsp;&nbsp; 6855 |
| Employers Holdings, Inc.  | &nbsp;&nbsp; 521 | &nbsp;&nbsp; 21434 |
| Fidelity National Financial, Inc.  | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 60294 |
| First American Financial Corp.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 30145 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Hanover Insurance Group, Inc.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; $34670 |
| Hartford Insurance Group, Inc.  | &nbsp;&nbsp; 1540 | &nbsp;&nbsp; 208254 |
| HCI Group, Inc.  | &nbsp;&nbsp; 256 | &nbsp;&nbsp; 39580 |
| &nbsp;&nbsp;&nbsp; Heritage Insurance Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 566 | &nbsp;&nbsp; 14857 |
| Investors Title Co.  | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 8259 |
| &nbsp;&nbsp;&nbsp; James River Group Holdings, <br> Inc. <br>| &nbsp;&nbsp; 942 | &nbsp;&nbsp; 5935 |
| Kingstone Cos., Inc.  | &nbsp;&nbsp; 343 | &nbsp;&nbsp; 4998 |
| Kinsale Capital Group, Inc.  | &nbsp;&nbsp; 142 | &nbsp;&nbsp; 48516 |
| Lemonade, Inc. (a) | &nbsp;&nbsp; 1445 | &nbsp;&nbsp; 90573 |
| Loews Corp.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 106740 |
| Markel Group, Inc. (a) | &nbsp;&nbsp; 74 | &nbsp;&nbsp; 141641 |
| MBIA, Inc. (a) | &nbsp;&nbsp; 993 | &nbsp;&nbsp; 5869 |
| Mercury General Corp.  | &nbsp;&nbsp; 640 | &nbsp;&nbsp; 56416 |
| NI Holdings, Inc. (a) | &nbsp;&nbsp; 206 | &nbsp;&nbsp; 2655 |
| &nbsp;&nbsp;&nbsp; Octave Specialty Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 1161 | &nbsp;&nbsp; 5399 |
| &nbsp;&nbsp;&nbsp; Old Republic International <br> Corp. <br>| &nbsp;&nbsp; 1310 | &nbsp;&nbsp; 52269 |
| Palomar Holdings, Inc. (a) | &nbsp;&nbsp; 629 | &nbsp;&nbsp; 75165 |
| ProAssurance Corp. (a) | &nbsp;&nbsp; 1201 | &nbsp;&nbsp; 29689 |
| Progressive Corp.  | &nbsp;&nbsp; 3337 | &nbsp;&nbsp; 661527 |
| RLI Corp.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 22816 |
| Root, Inc., Class A (a) | &nbsp;&nbsp; 292 | &nbsp;&nbsp; 12898 |
| Safety Insurance Group, Inc.  | &nbsp;&nbsp; 346 | &nbsp;&nbsp; 25133 |
| &nbsp;&nbsp;&nbsp; Selective Insurance Group, <br> Inc. <br>| &nbsp;&nbsp; 1429 | &nbsp;&nbsp; 107732 |
| &nbsp;&nbsp;&nbsp; Skyward Specialty Insurance <br> Group, Inc. (a)<br>| &nbsp;&nbsp; 930 | &nbsp;&nbsp; 40622 |
| &nbsp;&nbsp;&nbsp; Slide Insurance Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1679 | &nbsp;&nbsp; 30222 |
| &nbsp;&nbsp;&nbsp; Stewart Information Services <br> Corp. <br>| &nbsp;&nbsp; 715 | &nbsp;&nbsp; 44030 |
| Tiptree, Inc.  | &nbsp;&nbsp; 559 | &nbsp;&nbsp; 9458 |
| Travelers Cos., Inc.  | &nbsp;&nbsp; 1241 | &nbsp;&nbsp; 361975 |
| Trupanion, Inc. (a) | &nbsp;&nbsp; 869 | &nbsp;&nbsp; 22255 |
| United Fire Group, Inc.  | &nbsp;&nbsp; 488 | &nbsp;&nbsp; 18085 |
| &nbsp;&nbsp;&nbsp; Universal Insurance Holdings, <br> Inc. <br>| &nbsp;&nbsp; 592 | &nbsp;&nbsp; 20223 |
| W.R. Berkley Corp.  | &nbsp;&nbsp; 1246 | &nbsp;&nbsp; 82585 |
| &nbsp;&nbsp;&nbsp; White Mountains Insurance <br> Group Ltd. <br>| &nbsp;&nbsp; 14 | &nbsp;&nbsp; 30757 |
|  |  | &nbsp;&nbsp; 4274001 |
| Publishing - 0.0%\*  | Publishing - 0.0%\*  | Publishing - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; John Wiley & Sons, Inc., <br> Class A <br>| &nbsp;&nbsp; 961 | &nbsp;&nbsp; 36614 |
| New York Times Co., Class A  | &nbsp;&nbsp; 901 | &nbsp;&nbsp; 75441 |
| News Corp., Class A  | &nbsp;&nbsp; 2094 | &nbsp;&nbsp; 52204 |
| News Corp., Class B  | &nbsp;&nbsp; 571 | &nbsp;&nbsp; 16279 |
| Scholastic Corp.  | &nbsp;&nbsp; 469 | &nbsp;&nbsp; 18319 |
| USA TODAY Co., Inc. (a) | &nbsp;&nbsp; 3284 | &nbsp;&nbsp; 23152 |
|  |  | &nbsp;&nbsp; 222009 |
| Rail Transportation - 0.2%  | Rail Transportation - 0.2%  | Rail Transportation - 0.2%  |
| CSX Corp.  | &nbsp;&nbsp; 10604 | &nbsp;&nbsp; 435294 |
| FTAI Infrastructure, Inc.  | &nbsp;&nbsp; 2604 | &nbsp;&nbsp; 12864 |
| Norfolk Southern Corp.  | &nbsp;&nbsp; 1248 | &nbsp;&nbsp; 358176 |
| Union Pacific Corp.  | &nbsp;&nbsp; 3416 | &nbsp;&nbsp; 828790 |
|  |  | &nbsp;&nbsp; 1635124 |
| Real Estate Development - 0.0%\*  | Real Estate Development - 0.0%\*  | Real Estate Development - 0.0%\*  |
| Forestar Group, Inc. (a) | &nbsp;&nbsp; 459 | &nbsp;&nbsp; 11218 |
| &nbsp;&nbsp;&nbsp; Howard Hughes Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 100 | &nbsp;&nbsp; 6326 |
| Stratus Properties, Inc. (a) | &nbsp;&nbsp; 155 | &nbsp;&nbsp; 4731 |
|  |  | &nbsp;&nbsp; 22275 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 53 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Real Estate Operating Companies - 0.0%\*  | Real Estate Operating Companies - 0.0%\*  | Real Estate Operating Companies - 0.0%\*  |
| FRP Holdings, Inc. (a) | &nbsp;&nbsp; 277 | &nbsp;&nbsp; $6061 |
| Kennedy-Wilson Holdings, Inc.  | &nbsp;&nbsp; 2848 | &nbsp;&nbsp; 30815 |
| &nbsp;&nbsp;&nbsp; Maui Land & Pineapple Co., <br> Inc. (a)<br>| &nbsp;&nbsp; 193 | &nbsp;&nbsp; 2970 |
| &nbsp;&nbsp;&nbsp; Seaport Entertainment Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 177 | &nbsp;&nbsp; 3802 |
| &nbsp;&nbsp;&nbsp; Transcontinental Realty <br> Investors, Inc. (a)<br>| &nbsp;&nbsp; 36 | &nbsp;&nbsp; 1256 |
|  |  | &nbsp;&nbsp; 44904 |
| Real Estate Services - 0.1%  | Real Estate Services - 0.1%  | Real Estate Services - 0.1%  |
| CBRE Group, Inc., Class A (a) | &nbsp;&nbsp; 1672 | &nbsp;&nbsp; 226489 |
| Compass, Inc., Class A (a) | &nbsp;&nbsp; 15392 | &nbsp;&nbsp; 112515 |
| CoStar Group, Inc. (a) | &nbsp;&nbsp; 2408 | &nbsp;&nbsp; 97139 |
| Cushman & Wakefield Ltd. (a) | &nbsp;&nbsp; 5523 | &nbsp;&nbsp; 67712 |
| Douglas Elliman, Inc. (a) | &nbsp;&nbsp; 2261 | &nbsp;&nbsp; 3708 |
| eXp World Holdings, Inc.  | &nbsp;&nbsp; 2014 | &nbsp;&nbsp; 12064 |
| Jones Lang LaSalle, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 91296 |
| Marcus & Millichap, Inc.  | &nbsp;&nbsp; 550 | &nbsp;&nbsp; 14624 |
| Newmark Group, Inc., Class A  | &nbsp;&nbsp; 3517 | &nbsp;&nbsp; 52720 |
| &nbsp;&nbsp;&nbsp; RE/MAX Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 431 | &nbsp;&nbsp; 2483 |
| Zillow Group, Inc., Class C (a) | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 45518 |
|  |  | &nbsp;&nbsp; 726268 |
| Regional Banks - 0.8%  | Regional Banks - 0.8%  | Regional Banks - 0.8%  |
| 1st Source Corp.  | &nbsp;&nbsp; 435 | &nbsp;&nbsp; 30106 |
| ACNB Corp.  | &nbsp;&nbsp; 241 | &nbsp;&nbsp; 11537 |
| Amalgamated Financial Corp.  | &nbsp;&nbsp; 535 | &nbsp;&nbsp; 20795 |
| Amerant Bancorp, Inc.  | &nbsp;&nbsp; 847 | &nbsp;&nbsp; 18668 |
| Ameris Bancorp  | &nbsp;&nbsp; 1555 | &nbsp;&nbsp; 121274 |
| Ames National Corp.  | &nbsp;&nbsp; 255 | &nbsp;&nbsp; 7196 |
| Arrow Financial Corp.  | &nbsp;&nbsp; 387 | &nbsp;&nbsp; 12992 |
| Associated Banc-Corp.  | &nbsp;&nbsp; 3981 | &nbsp;&nbsp; 102949 |
| &nbsp;&nbsp;&nbsp; Atlantic Union Bankshares <br> Corp. <br>| &nbsp;&nbsp; 3415 | &nbsp;&nbsp; 122052 |
| Avidbank Holdings, Inc. (a) | &nbsp;&nbsp; 83 | &nbsp;&nbsp; 2366 |
| Axos Financial, Inc. (a) | &nbsp;&nbsp; 1302 | &nbsp;&nbsp; 110787 |
| Banc of California, Inc.  | &nbsp;&nbsp; 3052 | &nbsp;&nbsp; 53654 |
| BancFirst Corp.  | &nbsp;&nbsp; 496 | &nbsp;&nbsp; 53816 |
| Bancorp, Inc. (a) | &nbsp;&nbsp; 1007 | &nbsp;&nbsp; 54106 |
| Bank First Corp.  | &nbsp;&nbsp; 245 | &nbsp;&nbsp; 33090 |
| Bank of Hawaii Corp.  | &nbsp;&nbsp; 939 | &nbsp;&nbsp; 69721 |
| Bank of Marin Bancorp  | &nbsp;&nbsp; 326 | &nbsp;&nbsp; 8355 |
| Bank OZK  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 22945 |
| Bank7 Corp.  | &nbsp;&nbsp; 104 | &nbsp;&nbsp; 4148 |
| BankUnited, Inc.  | &nbsp;&nbsp; 1767 | &nbsp;&nbsp; 79798 |
| Bankwell Financial Group, Inc.  | &nbsp;&nbsp; 160 | &nbsp;&nbsp; 7763 |
| Banner Corp.  | &nbsp;&nbsp; 809 | &nbsp;&nbsp; 49090 |
| Bar Harbor Bankshares  | &nbsp;&nbsp; 373 | &nbsp;&nbsp; 12104 |
| BayCom Corp.  | &nbsp;&nbsp; 222 | &nbsp;&nbsp; 6599 |
| BCB Bancorp, Inc.  | &nbsp;&nbsp; 416 | &nbsp;&nbsp; 3736 |
| Beacon Financial Corp.  | &nbsp;&nbsp; 1983 | &nbsp;&nbsp; 59490 |
| Blue Foundry Bancorp (a) | &nbsp;&nbsp; 427 | &nbsp;&nbsp; 5653 |
| Blue Ridge Bankshares, Inc.  | &nbsp;&nbsp; 1602 | &nbsp;&nbsp; 6728 |
| BOK Financial Corp.  | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 12806 |
| &nbsp;&nbsp;&nbsp; Bridgewater Bancshares, Inc. <br> (a)<br>| &nbsp;&nbsp; 462 | &nbsp;&nbsp; 8177 |
| &nbsp;&nbsp;&nbsp; Burke & Herbert Financial <br> Services Corp. <br>| &nbsp;&nbsp; 314 | &nbsp;&nbsp; 19559 |
| &nbsp;&nbsp;&nbsp; Business First Bancshares, <br> Inc. <br>| &nbsp;&nbsp; 659 | &nbsp;&nbsp; 17819 |
| BV Financial, Inc. (a) | &nbsp;&nbsp; 163 | &nbsp;&nbsp; 3120 |
| Byline Bancorp, Inc.  | &nbsp;&nbsp; 732 | &nbsp;&nbsp; 23109 |
| C&F Financial Corp.  | &nbsp;&nbsp; 72 | &nbsp;&nbsp; 5252 |
| California BanCorp  | &nbsp;&nbsp; 534 | &nbsp;&nbsp; 9462 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Camden National Corp.  | &nbsp;&nbsp; 388 | &nbsp;&nbsp; $18411 |
| Capital Bancorp, Inc.  | &nbsp;&nbsp; 257 | &nbsp;&nbsp; 7643 |
| Capital City Bank Group, Inc.  | &nbsp;&nbsp; 330 | &nbsp;&nbsp; 14342 |
| Capitol Federal Financial, Inc.  | &nbsp;&nbsp; 2865 | &nbsp;&nbsp; 20427 |
| Carter Bankshares, Inc. (a) | &nbsp;&nbsp; 506 | &nbsp;&nbsp; 11800 |
| Cathay General Bancorp  | &nbsp;&nbsp; 1537 | &nbsp;&nbsp; 76635 |
| CB Financial Services, Inc.  | &nbsp;&nbsp; 109 | &nbsp;&nbsp; 3726 |
| Central Pacific Financial Corp.  | &nbsp;&nbsp; 611 | &nbsp;&nbsp; 19528 |
| CF Bankshares, Inc.  | &nbsp;&nbsp; 132 | &nbsp;&nbsp; 3684 |
| &nbsp;&nbsp;&nbsp; Chain Bridge Bancorp, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 42 | &nbsp;&nbsp; 1466 |
| Chemung Financial Corp.  | &nbsp;&nbsp; 123 | &nbsp;&nbsp; 6620 |
| &nbsp;&nbsp;&nbsp; ChoiceOne Financial Services, <br> Inc. <br>| &nbsp;&nbsp; 340 | &nbsp;&nbsp; 9561 |
| Citizens & Northern Corp.  | &nbsp;&nbsp; 409 | &nbsp;&nbsp; 9137 |
| &nbsp;&nbsp;&nbsp; Citizens Community Bancorp, <br> Inc. <br>| &nbsp;&nbsp; 220 | &nbsp;&nbsp; 4356 |
| Citizens Financial Group, Inc.  | &nbsp;&nbsp; 2352 | &nbsp;&nbsp; 141049 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Services, <br> Inc. <br>| &nbsp;&nbsp; 97 | &nbsp;&nbsp; 5932 |
| City Holding Co.  | &nbsp;&nbsp; 333 | &nbsp;&nbsp; 39800 |
| Civista Bancshares, Inc.  | &nbsp;&nbsp; 426 | &nbsp;&nbsp; 9709 |
| CNB Financial Corp.  | &nbsp;&nbsp; 678 | &nbsp;&nbsp; 19635 |
| Coastal Financial Corp. (a) | &nbsp;&nbsp; 302 | &nbsp;&nbsp; 22982 |
| CoastalSouth Bancshares, Inc.  | &nbsp;&nbsp; 159 | &nbsp;&nbsp; 3910 |
| Colony Bankcorp, Inc.  | &nbsp;&nbsp; 372 | &nbsp;&nbsp; 7429 |
| &nbsp;&nbsp;&nbsp; Columbia Banking System, <br> Inc. <br>| &nbsp;&nbsp; 1533 | &nbsp;&nbsp; 42050 |
| Columbia Financial, Inc. (a) | &nbsp;&nbsp; 646 | &nbsp;&nbsp; 11311 |
| Commerce Bancshares, Inc.  | &nbsp;&nbsp; 568 | &nbsp;&nbsp; 27946 |
| Commercial Bancgroup, Inc.  | &nbsp;&nbsp; 199 | &nbsp;&nbsp; 5178 |
| &nbsp;&nbsp;&nbsp; Community Financial System, <br> Inc. <br>| &nbsp;&nbsp; 1263 | &nbsp;&nbsp; 74075 |
| Community Trust Bancorp, Inc.  | &nbsp;&nbsp; 373 | &nbsp;&nbsp; 22649 |
| Community West Bancshares  | &nbsp;&nbsp; 449 | &nbsp;&nbsp; 10462 |
| ConnectOne Bancorp, Inc.  | &nbsp;&nbsp; 1120 | &nbsp;&nbsp; 29982 |
| Cullen/Frost Bankers, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 41124 |
| Customers Bancorp, Inc. (a) | &nbsp;&nbsp; 760 | &nbsp;&nbsp; 52752 |
| CVB Financial Corp.  | &nbsp;&nbsp; 3111 | &nbsp;&nbsp; 60322 |
| &nbsp;&nbsp;&nbsp; Dime Community Bancshares, <br> Inc. <br>| &nbsp;&nbsp; 938 | &nbsp;&nbsp; 31723 |
| Eagle Bancorp Montana, Inc.  | &nbsp;&nbsp; 176 | &nbsp;&nbsp; 3622 |
| Eagle Bancorp, Inc.  | &nbsp;&nbsp; 650 | &nbsp;&nbsp; 16165 |
| Eagle Financial Services, Inc.  | &nbsp;&nbsp; 147 | &nbsp;&nbsp; 5142 |
| East West Bancorp, Inc.  | &nbsp;&nbsp; 793 | &nbsp;&nbsp; 84661 |
| Eastern Bankshares, Inc.  | &nbsp;&nbsp; 5171 | &nbsp;&nbsp; 101145 |
| ECB Bancorp, Inc. (a) | &nbsp;&nbsp; 254 | &nbsp;&nbsp; 4249 |
| &nbsp;&nbsp;&nbsp; Enterprise Financial Services <br> Corp. <br>| &nbsp;&nbsp; 871 | &nbsp;&nbsp; 47130 |
| &nbsp;&nbsp;&nbsp; Equity Bancshares, Inc., <br> Class A <br>| &nbsp;&nbsp; 355 | &nbsp;&nbsp; 15766 |
| &nbsp;&nbsp;&nbsp; Esquire Financial Holdings, <br> Inc. <br>| &nbsp;&nbsp; 167 | &nbsp;&nbsp; 17952 |
| &nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc. <br>| &nbsp;&nbsp; 277 | &nbsp;&nbsp; 7111 |
| Farmers National Banc Corp.  | &nbsp;&nbsp; 1281 | &nbsp;&nbsp; 16858 |
| FB Bancorp, Inc. (a) | &nbsp;&nbsp; 381 | &nbsp;&nbsp; 5235 |
| FB Financial Corp.  | &nbsp;&nbsp; 985 | &nbsp;&nbsp; 51161 |
| Fidelity D&D Bancorp, Inc.  | &nbsp;&nbsp; 138 | &nbsp;&nbsp; 5973 |
| Financial Institutions, Inc.  | &nbsp;&nbsp; 455 | &nbsp;&nbsp; 14428 |
| Finward Bancorp  | &nbsp;&nbsp; 82 | &nbsp;&nbsp; 2977 |
| Finwise Bancorp (a) | &nbsp;&nbsp; 294 | &nbsp;&nbsp; 4663 |
| First Bancorp, Inc.  | &nbsp;&nbsp; 256 | &nbsp;&nbsp; 7176 |
| &nbsp;&nbsp;&nbsp; First Bancorp/Southern Pines <br> NC <br>| &nbsp;&nbsp; 960 | &nbsp;&nbsp; 54096 |
| First Bank  | &nbsp;&nbsp; 475 | &nbsp;&nbsp; 7600 |
| First Busey Corp.  | &nbsp;&nbsp; 2007 | &nbsp;&nbsp; 50717 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 54 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; First Business Financial <br> Services, Inc. <br>| &nbsp;&nbsp; 205 | &nbsp;&nbsp; $11056 |
| First Capital, Inc.  | &nbsp;&nbsp; 104 | &nbsp;&nbsp; 5162 |
| &nbsp;&nbsp;&nbsp; First Commonwealth Financial <br> Corp. <br>| &nbsp;&nbsp; 2473 | &nbsp;&nbsp; 43475 |
| &nbsp;&nbsp;&nbsp; First Community Bankshares, <br> Inc. <br>| &nbsp;&nbsp; 392 | &nbsp;&nbsp; 16276 |
| First Community Corp.  | &nbsp;&nbsp; 169 | &nbsp;&nbsp; 4940 |
| First Financial Bancorp  | &nbsp;&nbsp; 2400 | &nbsp;&nbsp; 66912 |
| &nbsp;&nbsp;&nbsp; First Financial Bankshares, <br> Inc. <br>| &nbsp;&nbsp; 3217 | &nbsp;&nbsp; 94741 |
| First Financial Corp.  | &nbsp;&nbsp; 263 | &nbsp;&nbsp; 16622 |
| First Foundation, Inc. (a) | &nbsp;&nbsp; 1407 | &nbsp;&nbsp; 8301 |
| First Hawaiian, Inc.  | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 19712 |
| First Horizon Corp.  | &nbsp;&nbsp; 2320 | &nbsp;&nbsp; 52803 |
| First Internet Bancorp  | &nbsp;&nbsp; 184 | &nbsp;&nbsp; 3750 |
| &nbsp;&nbsp;&nbsp; First Interstate BancSystem, <br> Inc., Class A <br>| &nbsp;&nbsp; 2049 | &nbsp;&nbsp; 68437 |
| First Merchants Corp.  | &nbsp;&nbsp; 1483 | &nbsp;&nbsp; 57437 |
| First Mid Bancshares, Inc.  | &nbsp;&nbsp; 506 | &nbsp;&nbsp; 20842 |
| First National Corp.  | &nbsp;&nbsp; 185 | &nbsp;&nbsp; 4980 |
| First United Corp.  | &nbsp;&nbsp; 143 | &nbsp;&nbsp; 5240 |
| &nbsp;&nbsp;&nbsp; First Western Financial, Inc. <br> (a)<br>| &nbsp;&nbsp; 236 | &nbsp;&nbsp; 5801 |
| Firstsun Capital Bancorp (a) | &nbsp;&nbsp; 299 | &nbsp;&nbsp; 10902 |
| Five Star Bancorp  | &nbsp;&nbsp; 371 | &nbsp;&nbsp; 13994 |
| Flagstar Bank NA  | &nbsp;&nbsp; 7263 | &nbsp;&nbsp; 95654 |
| Flushing Financial Corp.  | &nbsp;&nbsp; 766 | &nbsp;&nbsp; 11766 |
| FNB Corp.  | &nbsp;&nbsp; 2900 | &nbsp;&nbsp; 48488 |
| &nbsp;&nbsp;&nbsp; Franklin Financial Services <br> Corp. <br>| &nbsp;&nbsp; 100 | &nbsp;&nbsp; 5108 |
| FS Bancorp, Inc.  | &nbsp;&nbsp; 137 | &nbsp;&nbsp; 5287 |
| Fulton Financial Corp.  | &nbsp;&nbsp; 4283 | &nbsp;&nbsp; 87116 |
| FVCBankcorp, Inc.  | &nbsp;&nbsp; 452 | &nbsp;&nbsp; 6866 |
| &nbsp;&nbsp;&nbsp; GBank Financial Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 240 | &nbsp;&nbsp; 6422 |
| &nbsp;&nbsp;&nbsp; German American Bancorp, <br> Inc. <br>| &nbsp;&nbsp; 856 | &nbsp;&nbsp; 35772 |
| Glacier Bancorp, Inc.  | &nbsp;&nbsp; 3076 | &nbsp;&nbsp; 137405 |
| Great Southern Bancorp, Inc.  | &nbsp;&nbsp; 195 | &nbsp;&nbsp; 12310 |
| Greene County Bancorp, Inc.  | &nbsp;&nbsp; 168 | &nbsp;&nbsp; 3765 |
| Hancock Whitney Corp.  | &nbsp;&nbsp; 1987 | &nbsp;&nbsp; 126353 |
| Hanmi Financial Corp.  | &nbsp;&nbsp; 695 | &nbsp;&nbsp; 18320 |
| Hanover Bancorp, Inc.  | &nbsp;&nbsp; 160 | &nbsp;&nbsp; 3454 |
| Hawthorn Bancshares, Inc.  | &nbsp;&nbsp; 137 | &nbsp;&nbsp; 4616 |
| HBT Financial, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 8016 |
| Heritage Commerce Corp.  | &nbsp;&nbsp; 1386 | &nbsp;&nbsp; 17297 |
| Heritage Financial Corp.  | &nbsp;&nbsp; 793 | &nbsp;&nbsp; 20618 |
| Hilltop Holdings, Inc.  | &nbsp;&nbsp; 1028 | &nbsp;&nbsp; 36823 |
| &nbsp;&nbsp;&nbsp; Hingham Institution For <br> Savings <br>| &nbsp;&nbsp; 38 | &nbsp;&nbsp; 10862 |
| Home Bancorp, Inc.  | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 9814 |
| Home BancShares, Inc.  | &nbsp;&nbsp; 4513 | &nbsp;&nbsp; 121535 |
| HomeTrust Bancshares, Inc.  | &nbsp;&nbsp; 369 | &nbsp;&nbsp; 15738 |
| Hope Bancorp, Inc.  | &nbsp;&nbsp; 2916 | &nbsp;&nbsp; 32572 |
| Horizon Bancorp, Inc.  | &nbsp;&nbsp; 1168 | &nbsp;&nbsp; 19354 |
| Huntington Bancshares, Inc.  | &nbsp;&nbsp; 11746 | &nbsp;&nbsp; 183825 |
| Independent Bank Corp.  | &nbsp;&nbsp; 1643 | &nbsp;&nbsp; 104291 |
| &nbsp;&nbsp;&nbsp; International Bancshares <br> Corp. <br>| &nbsp;&nbsp; 1303 | &nbsp;&nbsp; 87679 |
| Investar Holding Corp.  | &nbsp;&nbsp; 270 | &nbsp;&nbsp; 7363 |
| John Marshall Bancorp, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 6084 |
| Kearny Financial Corp.  | &nbsp;&nbsp; 1477 | &nbsp;&nbsp; 11151 |
| Lakeland Financial Corp.  | &nbsp;&nbsp; 593 | &nbsp;&nbsp; 34026 |
| Landmark Bancorp, Inc.  | &nbsp;&nbsp; 157 | &nbsp;&nbsp; 3894 |
| LCNB Corp.  | &nbsp;&nbsp; 393 | &nbsp;&nbsp; 6127 |
| LINKBANCORP, Inc.  | &nbsp;&nbsp; 585 | &nbsp;&nbsp; 4879 |
| Live Oak Bancshares, Inc.  | &nbsp;&nbsp; 831 | &nbsp;&nbsp; 27481 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| M&T Bank Corp.  | &nbsp;&nbsp; 842 | &nbsp;&nbsp; $174058 |
| MainStreet Bancshares, Inc.  | &nbsp;&nbsp; 163 | &nbsp;&nbsp; 3619 |
| Mechanics Bancorp, Class A  | &nbsp;&nbsp; 1119 | &nbsp;&nbsp; 16505 |
| Mercantile Bank Corp.  | &nbsp;&nbsp; 369 | &nbsp;&nbsp; 18634 |
| Meridian Corp.  | &nbsp;&nbsp; 220 | &nbsp;&nbsp; 4171 |
| Metrocity Bankshares, Inc.  | &nbsp;&nbsp; 541 | &nbsp;&nbsp; 15510 |
| &nbsp;&nbsp;&nbsp; Metropolitan Bank Holding <br> Corp. <br>| &nbsp;&nbsp; 212 | &nbsp;&nbsp; 17657 |
| Mid Penn Bancorp, Inc.  | &nbsp;&nbsp; 448 | &nbsp;&nbsp; 14408 |
| Midland States Bancorp, Inc.  | &nbsp;&nbsp; 464 | &nbsp;&nbsp; 10352 |
| MVB Financial Corp.  | &nbsp;&nbsp; 241 | &nbsp;&nbsp; 5984 |
| &nbsp;&nbsp;&nbsp; National Bank Holdings Corp., <br> Class A <br>| &nbsp;&nbsp; 895 | &nbsp;&nbsp; 35048 |
| National Bankshares, Inc.  | &nbsp;&nbsp; 178 | &nbsp;&nbsp; 6481 |
| NB Bancorp, Inc.  | &nbsp;&nbsp; 927 | &nbsp;&nbsp; 19532 |
| NBT Bancorp, Inc.  | &nbsp;&nbsp; 1217 | &nbsp;&nbsp; 51820 |
| Nicolet Bankshares, Inc.  | &nbsp;&nbsp; 440 | &nbsp;&nbsp; 65393 |
| Northeast Bank  | &nbsp;&nbsp; 173 | &nbsp;&nbsp; 19440 |
| &nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc. <br>| &nbsp;&nbsp; 294 | &nbsp;&nbsp; 6997 |
| Northfield Bancorp, Inc.  | &nbsp;&nbsp; 878 | &nbsp;&nbsp; 11888 |
| Northpointe Bancshares, Inc.  | &nbsp;&nbsp; 488 | &nbsp;&nbsp; 8423 |
| Northrim BanCorp, Inc.  | &nbsp;&nbsp; 517 | &nbsp;&nbsp; 11829 |
| Northwest Bancshares, Inc.  | &nbsp;&nbsp; 3439 | &nbsp;&nbsp; 43641 |
| Norwood Financial Corp.  | &nbsp;&nbsp; 257 | &nbsp;&nbsp; 7561 |
| Oak Valley Bancorp  | &nbsp;&nbsp; 195 | &nbsp;&nbsp; 6324 |
| OceanFirst Financial Corp.  | &nbsp;&nbsp; 1314 | &nbsp;&nbsp; 23705 |
| Ohio Valley Banc Corp.  | &nbsp;&nbsp; 90 | &nbsp;&nbsp; 3947 |
| Old National Bancorp  | &nbsp;&nbsp; 8324 | &nbsp;&nbsp; 183960 |
| Old Second Bancorp, Inc.  | &nbsp;&nbsp; 1178 | &nbsp;&nbsp; 23748 |
| OP Bancorp  | &nbsp;&nbsp; 374 | &nbsp;&nbsp; 4974 |
| Orange County Bancorp, Inc.  | &nbsp;&nbsp; 294 | &nbsp;&nbsp; 9402 |
| Origin Bancorp, Inc.  | &nbsp;&nbsp; 699 | &nbsp;&nbsp; 28981 |
| &nbsp;&nbsp;&nbsp; Orrstown Financial Services, <br> Inc. <br>| &nbsp;&nbsp; 430 | &nbsp;&nbsp; 15514 |
| Park National Corp.  | &nbsp;&nbsp; 353 | &nbsp;&nbsp; 57698 |
| Parke Bancorp, Inc.  | &nbsp;&nbsp; 231 | &nbsp;&nbsp; 6560 |
| Pathward Financial, Inc.  | &nbsp;&nbsp; 539 | &nbsp;&nbsp; 48095 |
| &nbsp;&nbsp;&nbsp; Patriot National Bancorp, Inc. <br> (a)<br>| &nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2793 |
| PCB Bancorp  | &nbsp;&nbsp; 256 | &nbsp;&nbsp; 5757 |
| &nbsp;&nbsp;&nbsp; Peapack-Gladstone Financial <br> Corp. <br>| &nbsp;&nbsp; 380 | &nbsp;&nbsp; 13380 |
| &nbsp;&nbsp;&nbsp; Peoples Bancorp of North <br> Carolina, Inc. <br>| &nbsp;&nbsp; 131 | &nbsp;&nbsp; 5130 |
| Peoples Bancorp, Inc.  | &nbsp;&nbsp; 818 | &nbsp;&nbsp; 26888 |
| &nbsp;&nbsp;&nbsp; Peoples Financial Services <br> Corp. <br>| &nbsp;&nbsp; 221 | &nbsp;&nbsp; 11786 |
| &nbsp;&nbsp;&nbsp; Pinnacle Financial Partners, <br> Inc. <br>| &nbsp;&nbsp; 851 | &nbsp;&nbsp; 73305 |
| Pioneer Bancorp, Inc. (a) | &nbsp;&nbsp; 305 | &nbsp;&nbsp; 4246 |
| Plumas Bancorp  | &nbsp;&nbsp; 143 | &nbsp;&nbsp; 6981 |
| Ponce Financial Group, Inc. (a) | &nbsp;&nbsp; 467 | &nbsp;&nbsp; 7804 |
| Preferred Bank  | &nbsp;&nbsp; 273 | &nbsp;&nbsp; 24758 |
| Primis Financial Corp.  | &nbsp;&nbsp; 579 | &nbsp;&nbsp; 7689 |
| Princeton Bancorp, Inc.  | &nbsp;&nbsp; 127 | &nbsp;&nbsp; 4289 |
| Prosperity Bancshares, Inc.  | &nbsp;&nbsp; 280 | &nbsp;&nbsp; 18810 |
| &nbsp;&nbsp;&nbsp; Provident Financial Services, <br> Inc. <br>| &nbsp;&nbsp; 3069 | &nbsp;&nbsp; 64940 |
| QCR Holdings, Inc.  | &nbsp;&nbsp; 390 | &nbsp;&nbsp; 33325 |
| RBB Bancorp  | &nbsp;&nbsp; 386 | &nbsp;&nbsp; 8249 |
| Red River Bancshares, Inc.  | &nbsp;&nbsp; 111 | &nbsp;&nbsp; 10039 |
| Regions Financial Corp.  | &nbsp;&nbsp; 4577 | &nbsp;&nbsp; 119551 |
| Renasant Corp.  | &nbsp;&nbsp; 2253 | &nbsp;&nbsp; 81401 |
| &nbsp;&nbsp;&nbsp; Republic Bancorp, Inc., <br> Class A <br>| &nbsp;&nbsp; 199 | &nbsp;&nbsp; 14039 |
| Rhinebeck Bancorp, Inc. (a) | &nbsp;&nbsp; 107 | &nbsp;&nbsp; 1650 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 55 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Richmond Mutual BanCorp, <br> Inc. <br>| &nbsp;&nbsp; 196 | &nbsp;&nbsp; $2660 |
| Riverview Bancorp, Inc.  | &nbsp;&nbsp; 675 | &nbsp;&nbsp; 3712 |
| S&T Bancorp, Inc.  | &nbsp;&nbsp; 904 | &nbsp;&nbsp; 37814 |
| SB Financial Group, Inc.  | &nbsp;&nbsp; 199 | &nbsp;&nbsp; 4179 |
| &nbsp;&nbsp;&nbsp; Seacoast Banking Corp. of <br> Florida <br>| &nbsp;&nbsp; 2309 | &nbsp;&nbsp; 69940 |
| ServisFirst Bancshares, Inc.  | &nbsp;&nbsp; 1234 | &nbsp;&nbsp; 89872 |
| Shore Bancshares, Inc.  | &nbsp;&nbsp; 733 | &nbsp;&nbsp; 13692 |
| Sierra Bancorp  | &nbsp;&nbsp; 287 | &nbsp;&nbsp; 9735 |
| &nbsp;&nbsp;&nbsp; Simmons First National Corp., <br> Class A <br>| &nbsp;&nbsp; 3440 | &nbsp;&nbsp; 66908 |
| SmartFinancial, Inc.  | &nbsp;&nbsp; 361 | &nbsp;&nbsp; 14108 |
| Sound Financial Bancorp, Inc.  | &nbsp;&nbsp; 73 | &nbsp;&nbsp; 3191 |
| South Plains Financial, Inc.  | &nbsp;&nbsp; 294 | &nbsp;&nbsp; 12319 |
| &nbsp;&nbsp;&nbsp; Southern First Bancshares, <br> Inc. (a)<br>| &nbsp;&nbsp; 185 | &nbsp;&nbsp; 10082 |
| &nbsp;&nbsp;&nbsp; Southern Missouri Bancorp, <br> Inc. <br>| &nbsp;&nbsp; 230 | &nbsp;&nbsp; 14706 |
| Southside Bancshares, Inc.  | &nbsp;&nbsp; 673 | &nbsp;&nbsp; 20924 |
| Southstate Bank Corp.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 55512 |
| SR Bancorp, Inc.  | &nbsp;&nbsp; 173 | &nbsp;&nbsp; 2920 |
| Stellar Bancorp, Inc.  | &nbsp;&nbsp; 1114 | &nbsp;&nbsp; 40784 |
| Sterling Bancorp, Inc. (a)(c)\*\* | &nbsp;&nbsp; 504 | &nbsp;&nbsp; — |
| Stock Yards Bancorp, Inc.  | &nbsp;&nbsp; 622 | &nbsp;&nbsp; 41232 |
| &nbsp;&nbsp;&nbsp; Texas Capital Bancshares, Inc. <br> (a)<br>| &nbsp;&nbsp; 1042 | &nbsp;&nbsp; 98865 |
| &nbsp;&nbsp;&nbsp; Third Coast Bancshares, Inc. <br> (a)<br>| &nbsp;&nbsp; 306 | &nbsp;&nbsp; 11576 |
| Timberland Bancorp, Inc.  | &nbsp;&nbsp; 177 | &nbsp;&nbsp; 6979 |
| Tompkins Financial Corp.  | &nbsp;&nbsp; 315 | &nbsp;&nbsp; 24835 |
| Towne Bank  | &nbsp;&nbsp; 2044 | &nbsp;&nbsp; 68821 |
| TriCo Bancshares  | &nbsp;&nbsp; 715 | &nbsp;&nbsp; 33991 |
| Triumph Financial, Inc. (a) | &nbsp;&nbsp; 535 | &nbsp;&nbsp; 31918 |
| Truist Financial Corp.  | &nbsp;&nbsp; 7158 | &nbsp;&nbsp; 329053 |
| TrustCo Bank Corp.  | &nbsp;&nbsp; 432 | &nbsp;&nbsp; 18913 |
| Trustmark Corp.  | &nbsp;&nbsp; 1336 | &nbsp;&nbsp; 56299 |
| UMB Financial Corp.  | &nbsp;&nbsp; 1727 | &nbsp;&nbsp; 194788 |
| Union Bankshares, Inc.  | &nbsp;&nbsp; 124 | &nbsp;&nbsp; 3016 |
| United Bankshares, Inc.  | &nbsp;&nbsp; 3352 | &nbsp;&nbsp; 138840 |
| United Community Banks, Inc.  | &nbsp;&nbsp; 2928 | &nbsp;&nbsp; 92203 |
| United Security Bancshares  | &nbsp;&nbsp; 456 | &nbsp;&nbsp; 4793 |
| Unity Bancorp, Inc.  | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 8396 |
| Univest Financial Corp.  | &nbsp;&nbsp; 663 | &nbsp;&nbsp; 22714 |
| USCB Financial Holdings, Inc.  | &nbsp;&nbsp; 308 | &nbsp;&nbsp; 5710 |
| Valley National Bancorp  | &nbsp;&nbsp; 11628 | &nbsp;&nbsp; 142792 |
| &nbsp;&nbsp;&nbsp; Virginia National Bankshares <br> Corp. <br>| &nbsp;&nbsp; 137 | &nbsp;&nbsp; 5233 |
| WaFd, Inc.  | &nbsp;&nbsp; 1810 | &nbsp;&nbsp; 56834 |
| &nbsp;&nbsp;&nbsp; Washington Trust Bancorp, <br> Inc. <br>| &nbsp;&nbsp; 437 | &nbsp;&nbsp; 14622 |
| Webster Financial Corp.  | &nbsp;&nbsp; 1042 | &nbsp;&nbsp; 72336 |
| WesBanco, Inc.  | &nbsp;&nbsp; 2260 | &nbsp;&nbsp; 77947 |
| West BanCorp, Inc.  | &nbsp;&nbsp; 335 | &nbsp;&nbsp; 7970 |
| Westamerica BanCorp  | &nbsp;&nbsp; 569 | &nbsp;&nbsp; 29673 |
| Western Alliance Bancorp  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 49595 |
| &nbsp;&nbsp;&nbsp; Western New England <br> Bancorp, Inc. <br>| &nbsp;&nbsp; 431 | &nbsp;&nbsp; 5573 |
| Wintrust Financial Corp.  | &nbsp;&nbsp; 390 | &nbsp;&nbsp; 54187 |
| WSFS Financial Corp.  | &nbsp;&nbsp; 1269 | &nbsp;&nbsp; 83069 |
| Zions Bancorp NA  | &nbsp;&nbsp; 775 | &nbsp;&nbsp; 44655 |
|  |  | &nbsp;&nbsp; 8330674 |
| Reinsurance - 0.1%  | Reinsurance - 0.1%  | Reinsurance - 0.1%  |
| Everest Group Ltd.  | &nbsp;&nbsp; 254 | &nbsp;&nbsp; 83020 |
| &nbsp;&nbsp;&nbsp; Greenlight Capital Re Ltd., <br> Class A (a)<br>| &nbsp;&nbsp; 622 | &nbsp;&nbsp; 10754 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc., Class A <br>| &nbsp;&nbsp; 390 | &nbsp;&nbsp; $79623 |
| SiriusPoint Ltd. (a) | &nbsp;&nbsp; 2435 | &nbsp;&nbsp; 52450 |
| Swiss Re AG  | &nbsp;&nbsp; 1743 | &nbsp;&nbsp; 291345 |
|  |  | &nbsp;&nbsp; 517192 |
| Renewable Electricity - 0.0%\*  | Renewable Electricity - 0.0%\*  | Renewable Electricity - 0.0%\*  |
| Clearway Energy, Inc., Class C  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 23574 |
| Montauk Renewables, Inc. (a) | &nbsp;&nbsp; 2456 | &nbsp;&nbsp; 2824 |
| Ormat Technologies, Inc.  | &nbsp;&nbsp; 1451 | &nbsp;&nbsp; 162396 |
|  |  | &nbsp;&nbsp; 188794 |
| Research & Consulting Services - 0.2%  | Research & Consulting Services - 0.2%  | Research & Consulting Services - 0.2%  |
| Amentum Holdings, Inc. (a) | &nbsp;&nbsp; 1161 | &nbsp;&nbsp; 30279 |
| BlackSky Technology, Inc. (a) | &nbsp;&nbsp; 719 | &nbsp;&nbsp; 18090 |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding <br> Corp. <br>| &nbsp;&nbsp; 614 | &nbsp;&nbsp; 47910 |
| &nbsp;&nbsp;&nbsp; CACI International, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 105 | &nbsp;&nbsp; 57106 |
| CBIZ, Inc. (a) | &nbsp;&nbsp; 1165 | &nbsp;&nbsp; 31280 |
| Clarivate PLC (a) | &nbsp;&nbsp; 3112 | &nbsp;&nbsp; 7873 |
| CRA International, Inc.  | &nbsp;&nbsp; 150 | &nbsp;&nbsp; 24282 |
| Equifax, Inc.  | &nbsp;&nbsp; 711 | &nbsp;&nbsp; 128030 |
| Experian PLC  | &nbsp;&nbsp; 5339 | &nbsp;&nbsp; 184016 |
| Exponent, Inc.  | &nbsp;&nbsp; 1187 | &nbsp;&nbsp; 77452 |
| &nbsp;&nbsp;&nbsp; Falcon's Beyond Global, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 420 | &nbsp;&nbsp; 5922 |
| Forrester Research, Inc. (a) | &nbsp;&nbsp; 345 | &nbsp;&nbsp; 1953 |
| Franklin Covey Co. (a) | &nbsp;&nbsp; 329 | &nbsp;&nbsp; 5195 |
| FTI Consulting, Inc. (a) | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 35354 |
| &nbsp;&nbsp;&nbsp; Huron Consulting Group, Inc. <br> (a)<br>| &nbsp;&nbsp; 406 | &nbsp;&nbsp; 51761 |
| ICF International, Inc.  | &nbsp;&nbsp; 433 | &nbsp;&nbsp; 28271 |
| Innodata, Inc. (a) | &nbsp;&nbsp; 724 | &nbsp;&nbsp; 27961 |
| Jacobs Solutions, Inc.  | &nbsp;&nbsp; 690 | &nbsp;&nbsp; 87823 |
| KBR, Inc.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 25802 |
| Legalzoom.com, Inc. (a) | &nbsp;&nbsp; 2963 | &nbsp;&nbsp; 16800 |
| Leidos Holdings, Inc.  | &nbsp;&nbsp; 691 | &nbsp;&nbsp; 107464 |
| Mistras Group, Inc. (a) | &nbsp;&nbsp; 261 | &nbsp;&nbsp; 3858 |
| Parsons Corp. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 16251 |
| Planet Labs PBC (a) | &nbsp;&nbsp; 6438 | &nbsp;&nbsp; 179942 |
| RCM Technologies, Inc. (a) | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 3101 |
| &nbsp;&nbsp;&nbsp; Resolute Holdings <br> Management, Inc. (a)<br>| &nbsp;&nbsp; 98 | &nbsp;&nbsp; 15905 |
| Resources Connection, Inc.  | &nbsp;&nbsp; 1001 | &nbsp;&nbsp; 3734 |
| &nbsp;&nbsp;&nbsp; Science Applications <br> International Corp. <br>| &nbsp;&nbsp; 290 | &nbsp;&nbsp; 27527 |
| Spire Global, Inc. (a) | &nbsp;&nbsp; 697 | &nbsp;&nbsp; 8768 |
| TIC Solutions, Inc. (a) | &nbsp;&nbsp; 4731 | &nbsp;&nbsp; 31130 |
| TransUnion  | &nbsp;&nbsp; 1089 | &nbsp;&nbsp; 75348 |
| Verisk Analytics, Inc.  | &nbsp;&nbsp; 826 | &nbsp;&nbsp; 156733 |
| Willdan Group, Inc. (a) | &nbsp;&nbsp; 330 | &nbsp;&nbsp; 25265 |
|  |  | &nbsp;&nbsp; 1548186 |
| Restaurants - 0.3%  | Restaurants - 0.3%  | Restaurants - 0.3%  |
| Aramark  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 60810 |
| &nbsp;&nbsp;&nbsp; Biglari Holdings, Inc., Class B <br> (a)<br>| &nbsp;&nbsp; 20 | &nbsp;&nbsp; 6592 |
| BJ's Restaurants, Inc. (a) | &nbsp;&nbsp; 466 | &nbsp;&nbsp; 16356 |
| &nbsp;&nbsp;&nbsp; Black Rock Coffee Bar, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 472 | &nbsp;&nbsp; 6098 |
| Bloomin' Brands, Inc.  | &nbsp;&nbsp; 1995 | &nbsp;&nbsp; 10773 |
| Brinker International, Inc. (a) | &nbsp;&nbsp; 1031 | &nbsp;&nbsp; 147196 |
| Cava Group, Inc. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 48540 |
| Cheesecake Factory, Inc.  | &nbsp;&nbsp; 1103 | &nbsp;&nbsp; 60389 |
| Chipotle Mexican Grill, Inc. (a) | &nbsp;&nbsp; 7600 | &nbsp;&nbsp; 243276 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 56 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Cracker Barrel Old Country <br> Store, Inc. <br>| &nbsp;&nbsp; 512 | &nbsp;&nbsp; $14392 |
| Darden Restaurants, Inc.  | &nbsp;&nbsp; 690 | &nbsp;&nbsp; 135267 |
| Dine Brands Global, Inc.  | &nbsp;&nbsp; 335 | &nbsp;&nbsp; 8790 |
| Domino's Pizza, Inc.  | &nbsp;&nbsp; 163 | &nbsp;&nbsp; 58483 |
| DoorDash, Inc., Class A (a) | &nbsp;&nbsp; 2060 | &nbsp;&nbsp; 309309 |
| Dutch Bros, Inc., Class A (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 30396 |
| El Pollo Loco Holdings, Inc. (a) | &nbsp;&nbsp; 666 | &nbsp;&nbsp; 9231 |
| &nbsp;&nbsp;&nbsp; First Watch Restaurant Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 1269 | &nbsp;&nbsp; 13299 |
| Jack in the Box, Inc. (a) | &nbsp;&nbsp; 466 | &nbsp;&nbsp; 4506 |
| Krispy Kreme, Inc.  | &nbsp;&nbsp; 1658 | &nbsp;&nbsp; 5620 |
| &nbsp;&nbsp;&nbsp; Kura Sushi USA, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 162 | &nbsp;&nbsp; 11306 |
| McDonald's Corp.  | &nbsp;&nbsp; 4020 | &nbsp;&nbsp; 1249376 |
| Nathan's Famous, Inc.  | &nbsp;&nbsp; 75 | &nbsp;&nbsp; 7555 |
| Papa John's International, Inc.  | &nbsp;&nbsp; 765 | &nbsp;&nbsp; 24794 |
| Portillo's, Inc., Class A (a) | &nbsp;&nbsp; 1585 | &nbsp;&nbsp; 8385 |
| RCI Hospitality Holdings, Inc.  | &nbsp;&nbsp; 201 | &nbsp;&nbsp; 4585 |
| Serve Robotics, Inc. (a) | &nbsp;&nbsp; 1431 | &nbsp;&nbsp; 12078 |
| Shake Shack, Inc., Class A (a) | &nbsp;&nbsp; 929 | &nbsp;&nbsp; 82189 |
| Starbucks Corp.  | &nbsp;&nbsp; 6325 | &nbsp;&nbsp; 566657 |
| Sweetgreen, Inc., Class A (a) | &nbsp;&nbsp; 2368 | &nbsp;&nbsp; 12290 |
| Texas Roadhouse, Inc.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 66056 |
| Wingstop, Inc.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 30994 |
| Yum! Brands, Inc.  | &nbsp;&nbsp; 1571 | &nbsp;&nbsp; 244259 |
|  |  | &nbsp;&nbsp; 3509847 |
| Retail REITs - 0.2%  | Retail REITs - 0.2%  | Retail REITs - 0.2%  |
| Acadia Realty Trust  | &nbsp;&nbsp; 3146 | &nbsp;&nbsp; 60152 |
| Agree Realty Corp.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 45228 |
| Alexander's, Inc.  | &nbsp;&nbsp; 51 | &nbsp;&nbsp; 12046 |
| Brixmor Property Group, Inc.  | &nbsp;&nbsp; 1840 | &nbsp;&nbsp; 52992 |
| &nbsp;&nbsp;&nbsp; CBL & Associates Properties, <br> Inc. <br>| &nbsp;&nbsp; 421 | &nbsp;&nbsp; 16179 |
| Curbline Properties Corp.  | &nbsp;&nbsp; 2319 | &nbsp;&nbsp; 59807 |
| &nbsp;&nbsp;&nbsp; Federal Realty Investment <br> Trust <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 42484 |
| FrontView REIT, Inc.  | &nbsp;&nbsp; 509 | &nbsp;&nbsp; 7874 |
| Getty Realty Corp.  | &nbsp;&nbsp; 1280 | &nbsp;&nbsp; 40704 |
| InvenTrust Properties Corp.  | &nbsp;&nbsp; 1857 | &nbsp;&nbsp; 56564 |
| Kimco Realty Corp.  | &nbsp;&nbsp; 3234 | &nbsp;&nbsp; 72668 |
| Kite Realty Group Trust  | &nbsp;&nbsp; 5213 | &nbsp;&nbsp; 127979 |
| Macerich Co.  | &nbsp;&nbsp; 6083 | &nbsp;&nbsp; 114969 |
| NETSTREIT Corp.  | &nbsp;&nbsp; 1991 | &nbsp;&nbsp; 37491 |
| NNN REIT, Inc.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 42030 |
| Phillips Edison & Co., Inc.  | &nbsp;&nbsp; 3024 | &nbsp;&nbsp; 113158 |
| Realty Income Corp.  | &nbsp;&nbsp; 5286 | &nbsp;&nbsp; 323398 |
| Regency Centers Corp.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 75660 |
| Saul Centers, Inc.  | &nbsp;&nbsp; 292 | &nbsp;&nbsp; 9513 |
| Simon Property Group, Inc.  | &nbsp;&nbsp; 1853 | &nbsp;&nbsp; 345640 |
| SITE Centers Corp.  | &nbsp;&nbsp; 1353 | &nbsp;&nbsp; 7306 |
| Tanger, Inc.  | &nbsp;&nbsp; 2673 | &nbsp;&nbsp; 90829 |
| Urban Edge Properties  | &nbsp;&nbsp; 3030 | &nbsp;&nbsp; 60539 |
| Whitestone REIT  | &nbsp;&nbsp; 1039 | &nbsp;&nbsp; 16780 |
|  |  | &nbsp;&nbsp; 1831990 |
| Security & Alarm Services - 0.0%\*  | Security & Alarm Services - 0.0%\*  | Security & Alarm Services - 0.0%\*  |
| Brink's Co.  | &nbsp;&nbsp; 990 | &nbsp;&nbsp; 102594 |
| CoreCivic, Inc. (a) | &nbsp;&nbsp; 2506 | &nbsp;&nbsp; 47388 |
| GEO Group, Inc. (a) | &nbsp;&nbsp; 3211 | &nbsp;&nbsp; 53977 |
|  |  | &nbsp;&nbsp; 203959 |
| Self Storage REITs - 0.0%\*  | Self Storage REITs - 0.0%\*  | Self Storage REITs - 0.0%\*  |
| CubeSmart  | &nbsp;&nbsp; 1460 | &nbsp;&nbsp; 53509 |
| Extra Space Storage, Inc.  | &nbsp;&nbsp; 1244 | &nbsp;&nbsp; 163126 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Public Storage  | &nbsp;&nbsp; 857 | &nbsp;&nbsp; $232144 |
| &nbsp;&nbsp;&nbsp; Smartstop Self Storage REIT, <br> Inc. <br>| &nbsp;&nbsp; 1322 | &nbsp;&nbsp; 40030 |
|  |  | &nbsp;&nbsp; 488809 |
| Semiconductor Materials & Equipment - 0.5%  | Semiconductor Materials & Equipment - 0.5%  | Semiconductor Materials & Equipment - 0.5%  |
| &nbsp;&nbsp;&nbsp; ACM Research, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 1202 | &nbsp;&nbsp; 47299 |
| Aehr Test Systems (a) | &nbsp;&nbsp; 668 | &nbsp;&nbsp; 24769 |
| Aeluma, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 3927 |
| Amkor Technology, Inc.  | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 36024 |
| Applied Materials, Inc.  | &nbsp;&nbsp; 4414 | &nbsp;&nbsp; 1508661 |
| Atomera, Inc. (a) | &nbsp;&nbsp; 928 | &nbsp;&nbsp; 3536 |
| Axcelis Technologies, Inc. (a) | &nbsp;&nbsp; 739 | &nbsp;&nbsp; 68786 |
| Cohu, Inc. (a) | &nbsp;&nbsp; 1076 | &nbsp;&nbsp; 32947 |
| Enphase Energy, Inc. (a) | &nbsp;&nbsp; 746 | &nbsp;&nbsp; 28206 |
| Entegris, Inc.  | &nbsp;&nbsp; 882 | &nbsp;&nbsp; 103406 |
| FormFactor, Inc. (a) | &nbsp;&nbsp; 1851 | &nbsp;&nbsp; 179529 |
| Ichor Holdings Ltd. (a) | &nbsp;&nbsp; 803 | &nbsp;&nbsp; 37428 |
| KLA Corp.  | &nbsp;&nbsp; 743 | &nbsp;&nbsp; 1094001 |
| Lam Research Corp.  | &nbsp;&nbsp; 7100 | &nbsp;&nbsp; 1516986 |
| MKS, Inc.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 91924 |
| Onto Innovation, Inc. (a) | &nbsp;&nbsp; 290 | &nbsp;&nbsp; 59470 |
| PDF Solutions, Inc. (a) | &nbsp;&nbsp; 747 | &nbsp;&nbsp; 24434 |
| Photronics, Inc. (a) | &nbsp;&nbsp; 1354 | &nbsp;&nbsp; 54715 |
| Qnity Electronics, Inc.  | &nbsp;&nbsp; 1228 | &nbsp;&nbsp; 141687 |
| Teradyne, Inc.  | &nbsp;&nbsp; 829 | &nbsp;&nbsp; 245765 |
| Ultra Clean Holdings, Inc. (a) | &nbsp;&nbsp; 1063 | &nbsp;&nbsp; 66097 |
| Veeco Instruments, Inc. (a) | &nbsp;&nbsp; 1408 | &nbsp;&nbsp; 47675 |
|  |  | &nbsp;&nbsp; 5417272 |
| Semiconductors - 4.1%  | Semiconductors - 4.1%  | Semiconductors - 4.1%  |
| &nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. <br> (a)<br>| &nbsp;&nbsp; 9016 | &nbsp;&nbsp; 1834125 |
| &nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor Ltd. (a)<br>| &nbsp;&nbsp; 601 | &nbsp;&nbsp; 13318 |
| Ambarella, Inc. (a) | &nbsp;&nbsp; 968 | &nbsp;&nbsp; 49828 |
| Ambiq Micro, Inc. (a) | &nbsp;&nbsp; 430 | &nbsp;&nbsp; 10926 |
| Analog Devices, Inc.  | &nbsp;&nbsp; 2746 | &nbsp;&nbsp; 873612 |
| Astera Labs, Inc. (a) | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 76720 |
| Blaize Holdings, Inc. (a) | &nbsp;&nbsp; 2526 | &nbsp;&nbsp; 4597 |
| Broadcom, Inc.  | &nbsp;&nbsp; 25955 | &nbsp;&nbsp; 8033332 |
| CEVA, Inc. (a) | &nbsp;&nbsp; 648 | &nbsp;&nbsp; 12105 |
| Cirrus Logic, Inc. (a) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 43386 |
| &nbsp;&nbsp;&nbsp; Credo Technology Group <br> Holding Ltd. (a)<br>| &nbsp;&nbsp; 3837 | &nbsp;&nbsp; 360179 |
| Diodes, Inc. (a) | &nbsp;&nbsp; 1094 | &nbsp;&nbsp; 74676 |
| First Solar, Inc. (a) | &nbsp;&nbsp; 601 | &nbsp;&nbsp; 118553 |
| GLOBALFOUNDRIES, Inc. (a) | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 22240 |
| Impinj, Inc. (a) | &nbsp;&nbsp; 642 | &nbsp;&nbsp; 65933 |
| Intel Corp. (a) | &nbsp;&nbsp; 24781 | &nbsp;&nbsp; 1093586 |
| Kopin Corp. (a) | &nbsp;&nbsp; 3999 | &nbsp;&nbsp; 8998 |
| &nbsp;&nbsp;&nbsp; Lattice Semiconductor Corp. <br> (a)<br>| &nbsp;&nbsp; 800 | &nbsp;&nbsp; 74208 |
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions <br> Holdings, Inc. (a)<br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 88828 |
| Marvell Technology, Inc.  | &nbsp;&nbsp; 4691 | &nbsp;&nbsp; 464644 |
| MaxLinear, Inc. (a) | &nbsp;&nbsp; 1944 | &nbsp;&nbsp; 33806 |
| Microchip Technology, Inc.  | &nbsp;&nbsp; 2998 | &nbsp;&nbsp; 193701 |
| Micron Technology, Inc.  | &nbsp;&nbsp; 6250 | &nbsp;&nbsp; 2111500 |
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems, <br> Inc. <br>| &nbsp;&nbsp; 275 | &nbsp;&nbsp; 300671 |
| &nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp. <br> (a)<br>| &nbsp;&nbsp; 4830 | &nbsp;&nbsp; 42359 |
| NVE Corp.  | &nbsp;&nbsp; 106 | &nbsp;&nbsp; 6943 |
| NVIDIA Corp.  | &nbsp;&nbsp; 131613 | &nbsp;&nbsp; 22953307 |
| ON Semiconductor Corp. (a) | &nbsp;&nbsp; 2217 | &nbsp;&nbsp; 137277 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 57 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Penguin Solutions, Inc. (a) | &nbsp;&nbsp; 1216 | &nbsp;&nbsp; $21402 |
| Power Integrations, Inc.  | &nbsp;&nbsp; 1333 | &nbsp;&nbsp; 68250 |
| Qorvo, Inc. (a) | &nbsp;&nbsp; 497 | &nbsp;&nbsp; 38468 |
| QUALCOMM, Inc.  | &nbsp;&nbsp; 6001 | &nbsp;&nbsp; 772809 |
| Rambus, Inc. (a) | &nbsp;&nbsp; 2565 | &nbsp;&nbsp; 220667 |
| Rigetti Computing, Inc. (a) | &nbsp;&nbsp; 7654 | &nbsp;&nbsp; 107462 |
| Semtech Corp. (a) | &nbsp;&nbsp; 2213 | &nbsp;&nbsp; 170158 |
| Silicon Laboratories, Inc. (a) | &nbsp;&nbsp; 775 | &nbsp;&nbsp; 161316 |
| SiTime Corp. (a) | &nbsp;&nbsp; 535 | &nbsp;&nbsp; 184762 |
| SkyWater Technology, Inc. (a) | &nbsp;&nbsp; 843 | &nbsp;&nbsp; 23107 |
| Skyworks Solutions, Inc.  | &nbsp;&nbsp; 873 | &nbsp;&nbsp; 46749 |
| Synaptics, Inc. (a) | &nbsp;&nbsp; 927 | &nbsp;&nbsp; 64927 |
| Texas Instruments, Inc.  | &nbsp;&nbsp; 5061 | &nbsp;&nbsp; 982543 |
| Universal Display Corp.  | &nbsp;&nbsp; 287 | &nbsp;&nbsp; 26306 |
|  |  | &nbsp;&nbsp; 41992284 |
| Silver - 0.0%\*  | Silver - 0.0%\*  | Silver - 0.0%\*  |
| Hecla Mining Co.  | &nbsp;&nbsp; 15108 | &nbsp;&nbsp; 281462 |
| Single-Family Residential REITs - 0.0%\*  | Single-Family Residential REITs - 0.0%\*  | Single-Family Residential REITs - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent, <br> Class A <br>| &nbsp;&nbsp; 1900 | &nbsp;&nbsp; 53048 |
| &nbsp;&nbsp;&nbsp; Equity LifeStyle Properties, <br> Inc. <br>| &nbsp;&nbsp; 1182 | &nbsp;&nbsp; 73780 |
| Invitation Homes, Inc.  | &nbsp;&nbsp; 3540 | &nbsp;&nbsp; 87969 |
| Sun Communities, Inc.  | &nbsp;&nbsp; 710 | &nbsp;&nbsp; 89432 |
| UMH Properties, Inc.  | &nbsp;&nbsp; 1886 | &nbsp;&nbsp; 27215 |
|  |  | &nbsp;&nbsp; 331444 |
| Soft Drinks & Non-alcoholic Beverages - 0.3%  | Soft Drinks & Non-alcoholic Beverages - 0.3%  | Soft Drinks & Non-alcoholic Beverages - 0.3%  |
| Celsius Holdings, Inc. (a) | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 35480 |
| Coca-Cola Co.  | &nbsp;&nbsp; 21869 | &nbsp;&nbsp; 1663137 |
| Coca-Cola Consolidated, Inc.  | &nbsp;&nbsp; 280 | &nbsp;&nbsp; 53687 |
| Keurig Dr. Pepper, Inc.  | &nbsp;&nbsp; 7151 | &nbsp;&nbsp; 188286 |
| Monster Beverage Corp. (a) | &nbsp;&nbsp; 3884 | &nbsp;&nbsp; 281435 |
| National Beverage Corp. (a) | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 18777 |
| PepsiCo, Inc.  | &nbsp;&nbsp; 7707 | &nbsp;&nbsp; 1196820 |
| Primo Brands Corp., Class A  | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 33894 |
| Vita Coco Co., Inc. (a) | &nbsp;&nbsp; 1134 | &nbsp;&nbsp; 54330 |
| Zevia PBC, Class A (a) | &nbsp;&nbsp; 1043 | &nbsp;&nbsp; 1220 |
|  |  | &nbsp;&nbsp; 3527066 |
| Specialized Consumer Services - 0.0%\*  | Specialized Consumer Services - 0.0%\*  | Specialized Consumer Services - 0.0%\*  |
| ADT, Inc.  | &nbsp;&nbsp; 2730 | &nbsp;&nbsp; 17936 |
| Carriage Services, Inc.  | &nbsp;&nbsp; 326 | &nbsp;&nbsp; 14885 |
| &nbsp;&nbsp;&nbsp; Driven Brands Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1372 | &nbsp;&nbsp; 17301 |
| &nbsp;&nbsp;&nbsp; European Wax Center, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 694 | &nbsp;&nbsp; 4011 |
| Frontdoor, Inc. (a) | &nbsp;&nbsp; 1726 | &nbsp;&nbsp; 91236 |
| H&R Block, Inc.  | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 25392 |
| &nbsp;&nbsp;&nbsp; Liberty Live Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 200 | &nbsp;&nbsp; 18328 |
| &nbsp;&nbsp;&nbsp; Liberty Live Holdings, Inc., <br> Class C (a)<br>| &nbsp;&nbsp; 73 | &nbsp;&nbsp; 6870 |
| &nbsp;&nbsp;&nbsp; Matthews International Corp., <br> Class A <br>| &nbsp;&nbsp; 691 | &nbsp;&nbsp; 17842 |
| Mister Car Wash, Inc. (a) | &nbsp;&nbsp; 2287 | &nbsp;&nbsp; 15940 |
| Service Corp. International  | &nbsp;&nbsp; 858 | &nbsp;&nbsp; 70794 |
|  |  | &nbsp;&nbsp; 300535 |
| Specialized Finance - 0.0%\*  | Specialized Finance - 0.0%\*  | Specialized Finance - 0.0%\*  |
| Acacia Research Corp. (a) | &nbsp;&nbsp; 982 | &nbsp;&nbsp; 4723 |
| Burford Capital Ltd.  | &nbsp;&nbsp; 4759 | &nbsp;&nbsp; 21511 |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure <br> Capital, Inc. <br>| &nbsp;&nbsp; 2928 | &nbsp;&nbsp; 107604 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| SWK Holdings Corp.  | &nbsp;&nbsp; 117 | &nbsp;&nbsp; $1990 |
|  |  | &nbsp;&nbsp; 135828 |
| Specialty Chemicals - 0.2%  | Specialty Chemicals - 0.2%  | Specialty Chemicals - 0.2%  |
| Albemarle Corp.  | &nbsp;&nbsp; 637 | &nbsp;&nbsp; 114360 |
| Arq, Inc. (a) | &nbsp;&nbsp; 1014 | &nbsp;&nbsp; 2596 |
| Ascent Industries Co. (a) | &nbsp;&nbsp; 269 | &nbsp;&nbsp; 3580 |
| Ashland, Inc.  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 16683 |
| ASP Isotopes, Inc. (a) | &nbsp;&nbsp; 2644 | &nbsp;&nbsp; 11686 |
| Aspen Aerogels, Inc. (a) | &nbsp;&nbsp; 1376 | &nbsp;&nbsp; 4706 |
| Avient Corp.  | &nbsp;&nbsp; 2196 | &nbsp;&nbsp; 79715 |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems Ltd. <br> (a)<br>| &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 41550 |
| Balchem Corp.  | &nbsp;&nbsp; 787 | &nbsp;&nbsp; 133381 |
| Celanese Corp.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 32885 |
| DuPont de Nemours, Inc.  | &nbsp;&nbsp; 2456 | &nbsp;&nbsp; 112485 |
| Eastman Chemical Co.  | &nbsp;&nbsp; 777 | &nbsp;&nbsp; 59301 |
| Ecolab, Inc.  | &nbsp;&nbsp; 1380 | &nbsp;&nbsp; 367107 |
| Ecovyst, Inc. (a) | &nbsp;&nbsp; 2686 | &nbsp;&nbsp; 34542 |
| Element Solutions, Inc.  | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 37554 |
| Flotek Industries, Inc. (a) | &nbsp;&nbsp; 338 | &nbsp;&nbsp; 5736 |
| HB Fuller Co.  | &nbsp;&nbsp; 1306 | &nbsp;&nbsp; 80554 |
| Ingevity Corp. (a) | &nbsp;&nbsp; 868 | &nbsp;&nbsp; 61828 |
| Innospec, Inc.  | &nbsp;&nbsp; 588 | &nbsp;&nbsp; 42936 |
| &nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc. <br>| &nbsp;&nbsp; 1493 | &nbsp;&nbsp; 108317 |
| Minerals Technologies, Inc.  | &nbsp;&nbsp; 750 | &nbsp;&nbsp; 53190 |
| NewMarket Corp.  | &nbsp;&nbsp; 43 | &nbsp;&nbsp; 27561 |
| Perimeter Solutions, Inc. (a) | &nbsp;&nbsp; 3323 | &nbsp;&nbsp; 81148 |
| PPG Industries, Inc.  | &nbsp;&nbsp; 1181 | &nbsp;&nbsp; 126225 |
| Quaker Chemical Corp.  | &nbsp;&nbsp; 326 | &nbsp;&nbsp; 40499 |
| &nbsp;&nbsp;&nbsp; Rayonier Advanced Materials, <br> Inc. (a)<br>| &nbsp;&nbsp; 1481 | &nbsp;&nbsp; 16395 |
| RPM International, Inc.  | &nbsp;&nbsp; 726 | &nbsp;&nbsp; 72164 |
| Sensient Technologies Corp.  | &nbsp;&nbsp; 1011 | &nbsp;&nbsp; 87391 |
| Sherwin-Williams Co.  | &nbsp;&nbsp; 1288 | &nbsp;&nbsp; 412868 |
| Solesence, Inc. (a) | &nbsp;&nbsp; 649 | &nbsp;&nbsp; 616 |
| &nbsp;&nbsp;&nbsp; Solstice Advanced Materials, <br> Inc. <br>| &nbsp;&nbsp; 856 | &nbsp;&nbsp; 65193 |
| Stepan Co.  | &nbsp;&nbsp; 504 | &nbsp;&nbsp; 25190 |
| Valhi, Inc.  | &nbsp;&nbsp; 60 | &nbsp;&nbsp; 858 |
|  |  | &nbsp;&nbsp; 2360800 |
| Steel - 0.1%  | Steel - 0.1%  | Steel - 0.1%  |
| &nbsp;&nbsp;&nbsp; Alpha Metallurgical Resources, <br> Inc. (a)<br>| &nbsp;&nbsp; 278 | &nbsp;&nbsp; 57065 |
| Cleveland-Cliffs, Inc. (a) | &nbsp;&nbsp; 3737 | &nbsp;&nbsp; 31578 |
| Commercial Metals Co.  | &nbsp;&nbsp; 2646 | &nbsp;&nbsp; 162544 |
| Friedman Industries, Inc.  | &nbsp;&nbsp; 222 | &nbsp;&nbsp; 3934 |
| Metallus, Inc. (a) | &nbsp;&nbsp; 843 | &nbsp;&nbsp; 13775 |
| Nucor Corp.  | &nbsp;&nbsp; 1283 | &nbsp;&nbsp; 216955 |
| &nbsp;&nbsp;&nbsp; Ramaco Resources, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 949 | &nbsp;&nbsp; 14671 |
| Reliance, Inc.  | &nbsp;&nbsp; 298 | &nbsp;&nbsp; 90568 |
| Ryerson Holding Corp.  | &nbsp;&nbsp; 1033 | &nbsp;&nbsp; 23222 |
| Steel Dynamics, Inc.  | &nbsp;&nbsp; 802 | &nbsp;&nbsp; 144360 |
| SunCoke Energy, Inc.  | &nbsp;&nbsp; 2018 | &nbsp;&nbsp; 13137 |
| Warrior Met Coal, Inc.  | &nbsp;&nbsp; 1247 | &nbsp;&nbsp; 116158 |
| Worthington Steel, Inc.  | &nbsp;&nbsp; 773 | &nbsp;&nbsp; 23461 |
|  |  | &nbsp;&nbsp; 911428 |
| Systems Software - 1.9%  | Systems Software - 1.9%  | Systems Software - 1.9%  |
| A10 Networks, Inc.  | &nbsp;&nbsp; 1697 | &nbsp;&nbsp; 39235 |
| Adeia, Inc.  | &nbsp;&nbsp; 2584 | &nbsp;&nbsp; 62094 |
| Airship AI Holdings, Inc. (a) | &nbsp;&nbsp; 730 | &nbsp;&nbsp; 1650 |
| Appian Corp., Class A (a) | &nbsp;&nbsp; 922 | &nbsp;&nbsp; 22229 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 58 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Arteris, Inc. (a) | &nbsp;&nbsp; 685 | &nbsp;&nbsp; $11261 |
| Commvault Systems, Inc. (a) | &nbsp;&nbsp; 1051 | &nbsp;&nbsp; 81862 |
| &nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 1398 | &nbsp;&nbsp; 545793 |
| &nbsp;&nbsp;&nbsp; Dolby Laboratories, Inc., <br> Class A <br>| &nbsp;&nbsp; 437 | &nbsp;&nbsp; 26246 |
| Fortinet, Inc. (a) | &nbsp;&nbsp; 3535 | &nbsp;&nbsp; 288880 |
| Gen Digital, Inc.  | &nbsp;&nbsp; 2826 | &nbsp;&nbsp; 53214 |
| Gitlab, Inc., Class A (a) | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 17312 |
| Microsoft Corp.  | &nbsp;&nbsp; 41716 | &nbsp;&nbsp; 15442012 |
| Monday.com Ltd. (a) | &nbsp;&nbsp; 232 | &nbsp;&nbsp; 16034 |
| N-able, Inc. (a) | &nbsp;&nbsp; 1689 | &nbsp;&nbsp; 7888 |
| OneSpan, Inc.  | &nbsp;&nbsp; 987 | &nbsp;&nbsp; 10393 |
| Oracle Corp.  | &nbsp;&nbsp; 9480 | &nbsp;&nbsp; 1394603 |
| Palo Alto Networks, Inc. (a) | &nbsp;&nbsp; 4548 | &nbsp;&nbsp; 729135 |
| Progress Software Corp. (a) | &nbsp;&nbsp; 1014 | &nbsp;&nbsp; 26009 |
| Qualys, Inc. (a) | &nbsp;&nbsp; 857 | &nbsp;&nbsp; 75288 |
| Rapid7, Inc. (a) | &nbsp;&nbsp; 1436 | &nbsp;&nbsp; 7912 |
| Rubrik, Inc., Class A (a) | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 44073 |
| SentinelOne, Inc., Class A (a) | &nbsp;&nbsp; 1820 | &nbsp;&nbsp; 23442 |
| ServiceNow, Inc. (a) | &nbsp;&nbsp; 5850 | &nbsp;&nbsp; 611618 |
| Silvaco Group, Inc. (a) | &nbsp;&nbsp; 180 | &nbsp;&nbsp; 1274 |
| Telos Corp. (a) | &nbsp;&nbsp; 1380 | &nbsp;&nbsp; 5782 |
| Tenable Holdings, Inc. (a) | &nbsp;&nbsp; 2819 | &nbsp;&nbsp; 47683 |
| Teradata Corp. (a) | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 15378 |
| UiPath, Inc., Class A (a) | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 19980 |
| Varonis Systems, Inc. (a) | &nbsp;&nbsp; 2771 | &nbsp;&nbsp; 59493 |
| Xperi, Inc. (a) | &nbsp;&nbsp; 1078 | &nbsp;&nbsp; 6037 |
| Zscaler, Inc. (a) | &nbsp;&nbsp; 599 | &nbsp;&nbsp; 84034 |
|  |  | &nbsp;&nbsp; 19777844 |
| Technology Distributors - 0.0%\*  | Technology Distributors - 0.0%\*  | Technology Distributors - 0.0%\*  |
| Arrow Electronics, Inc. (a) | &nbsp;&nbsp; 267 | &nbsp;&nbsp; 38290 |
| Avnet, Inc.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 24648 |
| CDW Corp.  | &nbsp;&nbsp; 761 | &nbsp;&nbsp; 92096 |
| Climb Global Solutions, Inc.  | &nbsp;&nbsp; 424 | &nbsp;&nbsp; 8404 |
| ePlus, Inc.  | &nbsp;&nbsp; 626 | &nbsp;&nbsp; 47107 |
| Insight Enterprises, Inc. (a) | &nbsp;&nbsp; 696 | &nbsp;&nbsp; 46639 |
| PC Connection, Inc.  | &nbsp;&nbsp; 255 | &nbsp;&nbsp; 14907 |
| Richardson Electronics Ltd.  | &nbsp;&nbsp; 303 | &nbsp;&nbsp; 3318 |
| ScanSource, Inc. (a) | &nbsp;&nbsp; 508 | &nbsp;&nbsp; 18440 |
| TD SYNNEX Corp.  | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 67484 |
|  |  | &nbsp;&nbsp; 361333 |
| Technology Hardware, Storage & Peripherals - 2.2%  | Technology Hardware, Storage & Peripherals - 2.2%  | Technology Hardware, Storage & Peripherals - 2.2%  |
| Apple, Inc.  | &nbsp;&nbsp; 80969 | &nbsp;&nbsp; 20549123 |
| Corsair Gaming, Inc. (a) | &nbsp;&nbsp; 1109 | &nbsp;&nbsp; 6155 |
| CPI Card Group, Inc. (a) | &nbsp;&nbsp; 119 | &nbsp;&nbsp; 1727 |
| &nbsp;&nbsp;&nbsp; Dell Technologies, Inc., <br> Class C <br>| &nbsp;&nbsp; 1780 | &nbsp;&nbsp; 292151 |
| Diebold Nixdorf, Inc. (a) | &nbsp;&nbsp; 586 | &nbsp;&nbsp; 44208 |
| Eastman Kodak Co. (a) | &nbsp;&nbsp; 1390 | &nbsp;&nbsp; 12580 |
| Everpure, Inc., Class A (a) | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 100368 |
| GPGI, Inc., Class A  | &nbsp;&nbsp; 4228 | &nbsp;&nbsp; 72299 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise <br> Co. <br>| &nbsp;&nbsp; 7084 | &nbsp;&nbsp; 168670 |
| HP, Inc.  | &nbsp;&nbsp; 5278 | &nbsp;&nbsp; 101390 |
| Immersion Corp.  | &nbsp;&nbsp; 666 | &nbsp;&nbsp; 3636 |
| IonQ, Inc. (a) | &nbsp;&nbsp; 8133 | &nbsp;&nbsp; 234474 |
| NetApp, Inc.  | &nbsp;&nbsp; 1167 | &nbsp;&nbsp; 119489 |
| Quantum Computing, Inc. (a) | &nbsp;&nbsp; 4762 | &nbsp;&nbsp; 32620 |
| Sandisk Corp. (a) | &nbsp;&nbsp; 833 | &nbsp;&nbsp; 529238 |
| Super Micro Computer, Inc. (a) | &nbsp;&nbsp; 2820 | &nbsp;&nbsp; 64211 |
| Turtle Beach Corp. (a) | &nbsp;&nbsp; 477 | &nbsp;&nbsp; 4837 |
| Western Digital Corp.  | &nbsp;&nbsp; 1900 | &nbsp;&nbsp; 513931 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Xerox Holdings Corp.  | &nbsp;&nbsp; 2797 | &nbsp;&nbsp; $3608 |
|  |  | &nbsp;&nbsp; 22854715 |
| Telecom Tower REITs - 0.1%  | Telecom Tower REITs - 0.1%  | Telecom Tower REITs - 0.1%  |
| American Tower Corp.  | &nbsp;&nbsp; 2614 | &nbsp;&nbsp; 451124 |
| Crown Castle, Inc.  | &nbsp;&nbsp; 2485 | &nbsp;&nbsp; 202055 |
| SBA Communications Corp.  | &nbsp;&nbsp; 615 | &nbsp;&nbsp; 105848 |
|  |  | &nbsp;&nbsp; 759027 |
| Timber REITs - 0.0%\*  | Timber REITs - 0.0%\*  | Timber REITs - 0.0%\*  |
| Rayonier, Inc.  | &nbsp;&nbsp; 1883 | &nbsp;&nbsp; 38827 |
| Weyerhaeuser Co.  | &nbsp;&nbsp; 4446 | &nbsp;&nbsp; 108616 |
|  |  | &nbsp;&nbsp; 147443 |
| Tires & Rubber - 0.0%\*  | Tires & Rubber - 0.0%\*  | Tires & Rubber - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber Co. <br> (a)<br>| &nbsp;&nbsp; 6555 | &nbsp;&nbsp; 43460 |
| Tobacco - 0.2%  | Tobacco - 0.2%  | Tobacco - 0.2%  |
| Altria Group, Inc.  | &nbsp;&nbsp; 9437 | &nbsp;&nbsp; 622748 |
| Ispire Technology, Inc. (a) | &nbsp;&nbsp; 522 | &nbsp;&nbsp; 961 |
| Philip Morris International, Inc.  | &nbsp;&nbsp; 8750 | &nbsp;&nbsp; 1446725 |
| Turning Point Brands, Inc.  | &nbsp;&nbsp; 410 | &nbsp;&nbsp; 35584 |
| Universal Corp.  | &nbsp;&nbsp; 569 | &nbsp;&nbsp; 29986 |
|  |  | &nbsp;&nbsp; 2136004 |
| Trading Companies & Distributors - 0.2%  | Trading Companies & Distributors - 0.2%  | Trading Companies & Distributors - 0.2%  |
| Air Lease Corp.  | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 32470 |
| Alta Equipment Group, Inc.  | &nbsp;&nbsp; 369 | &nbsp;&nbsp; 1982 |
| &nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc. <br>| &nbsp;&nbsp; 220 | &nbsp;&nbsp; 58370 |
| BlueLinx Holdings, Inc. (a) | &nbsp;&nbsp; 182 | &nbsp;&nbsp; 9861 |
| Boise Cascade Co.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 68265 |
| Core & Main, Inc., Class A (a) | &nbsp;&nbsp; 1170 | &nbsp;&nbsp; 57798 |
| &nbsp;&nbsp;&nbsp; Custom Truck One Source, <br> Inc. (a)<br>| &nbsp;&nbsp; 1346 | &nbsp;&nbsp; 8843 |
| &nbsp;&nbsp;&nbsp; Distribution Solutions Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 233 | &nbsp;&nbsp; 6114 |
| DNOW, Inc. (a) | &nbsp;&nbsp; 4417 | &nbsp;&nbsp; 52607 |
| DXP Enterprises, Inc. (a) | &nbsp;&nbsp; 308 | &nbsp;&nbsp; 43037 |
| EVI Industries, Inc.  | &nbsp;&nbsp; 126 | &nbsp;&nbsp; 2593 |
| Fastenal Co.  | &nbsp;&nbsp; 6534 | &nbsp;&nbsp; 303178 |
| Ferguson Enterprises, Inc.  | &nbsp;&nbsp; 1090 | &nbsp;&nbsp; 254253 |
| GATX Corp.  | &nbsp;&nbsp; 861 | &nbsp;&nbsp; 147007 |
| Global Industrial Co.  | &nbsp;&nbsp; 341 | &nbsp;&nbsp; 10748 |
| Herc Holdings, Inc.  | &nbsp;&nbsp; 782 | &nbsp;&nbsp; 77848 |
| Hudson Technologies, Inc. (a) | &nbsp;&nbsp; 914 | &nbsp;&nbsp; 5374 |
| Karat Packaging, Inc.  | &nbsp;&nbsp; 204 | &nbsp;&nbsp; 5696 |
| McGrath RentCorp  | &nbsp;&nbsp; 585 | &nbsp;&nbsp; 64514 |
| &nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Inc., <br> Class A <br>| &nbsp;&nbsp; 298 | &nbsp;&nbsp; 27496 |
| NPK International, Inc. (a) | &nbsp;&nbsp; 1924 | &nbsp;&nbsp; 27879 |
| QXO, Inc. (a) | &nbsp;&nbsp; 3800 | &nbsp;&nbsp; 73796 |
| &nbsp;&nbsp;&nbsp; Rush Enterprises, Inc., <br> Class A <br>| &nbsp;&nbsp; 1462 | &nbsp;&nbsp; 96653 |
| &nbsp;&nbsp;&nbsp; Rush Enterprises, Inc., <br> Class B <br>| &nbsp;&nbsp; 203 | &nbsp;&nbsp; 13063 |
| &nbsp;&nbsp;&nbsp; SiteOne Landscape Supply, <br> Inc. (a)<br>| &nbsp;&nbsp; 300 | &nbsp;&nbsp; 39933 |
| Sunbelt Rentals Holdings, Inc.  | &nbsp;&nbsp; 2420 | &nbsp;&nbsp; 153803 |
| Titan Machinery, Inc. (a) | &nbsp;&nbsp; 470 | &nbsp;&nbsp; 7858 |
| Transcat, Inc. (a) | &nbsp;&nbsp; 211 | &nbsp;&nbsp; 15498 |
| United Rentals, Inc.  | &nbsp;&nbsp; 335 | &nbsp;&nbsp; 244068 |
| Watsco, Inc.  | &nbsp;&nbsp; 216 | &nbsp;&nbsp; 78579 |
| WESCO International, Inc.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 54724 |
| Willis Lease Finance Corp.  | &nbsp;&nbsp; 67 | &nbsp;&nbsp; 11407 |
| WW Grainger, Inc.  | &nbsp;&nbsp; 260 | &nbsp;&nbsp; 283611 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 59 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Xometry, Inc., Class A (a) | &nbsp;&nbsp; 1031 | &nbsp;&nbsp; $42106 |
|  |  | &nbsp;&nbsp; 2381032 |
| Transaction & Payment Processing Services - 0.7%  | Transaction & Payment Processing Services - 0.7%  | Transaction & Payment Processing Services - 0.7%  |
| Affirm Holdings, Inc. (a) | &nbsp;&nbsp; 1346 | &nbsp;&nbsp; 61674 |
| Block, Inc. (a) | &nbsp;&nbsp; 2902 | &nbsp;&nbsp; 174642 |
| Cantaloupe, Inc. (a) | &nbsp;&nbsp; 1271 | &nbsp;&nbsp; 13739 |
| &nbsp;&nbsp;&nbsp; Cass Information Systems, <br> Inc. <br>| &nbsp;&nbsp; 275 | &nbsp;&nbsp; 12105 |
| Corpay, Inc. (a) | &nbsp;&nbsp; 380 | &nbsp;&nbsp; 110576 |
| Euronet Worldwide, Inc. (a) | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 13274 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc. <br>| &nbsp;&nbsp; 3048 | &nbsp;&nbsp; 142982 |
| Fiserv, Inc. (a) | &nbsp;&nbsp; 3027 | &nbsp;&nbsp; 168907 |
| Flywire Corp. (a) | &nbsp;&nbsp; 2770 | &nbsp;&nbsp; 32243 |
| Global Payments, Inc.  | &nbsp;&nbsp; 1393 | &nbsp;&nbsp; 93749 |
| &nbsp;&nbsp;&nbsp; International Money Express, <br> Inc. (a)<br>| &nbsp;&nbsp; 652 | &nbsp;&nbsp; 10302 |
| Jack Henry & Associates, Inc.  | &nbsp;&nbsp; 438 | &nbsp;&nbsp; 69221 |
| Marqeta, Inc., Class A (a) | &nbsp;&nbsp; 8619 | &nbsp;&nbsp; 35166 |
| Mastercard, Inc., Class A  | &nbsp;&nbsp; 4519 | &nbsp;&nbsp; 2257964 |
| NCR Atleos Corp. (a) | &nbsp;&nbsp; 1749 | &nbsp;&nbsp; 76221 |
| Payoneer Global, Inc. (a) | &nbsp;&nbsp; 6559 | &nbsp;&nbsp; 31680 |
| PayPal Holdings, Inc.  | &nbsp;&nbsp; 5463 | &nbsp;&nbsp; 247091 |
| Paysafe Ltd. (a) | &nbsp;&nbsp; 747 | &nbsp;&nbsp; 5087 |
| Paysign, Inc. (a) | &nbsp;&nbsp; 1138 | &nbsp;&nbsp; 6714 |
| &nbsp;&nbsp;&nbsp; Priority Technology Holdings, <br> Inc. (a)<br>| &nbsp;&nbsp; 707 | &nbsp;&nbsp; 3337 |
| Remitly Global, Inc. (a) | &nbsp;&nbsp; 4027 | &nbsp;&nbsp; 63103 |
| Repay Holdings Corp. (a) | &nbsp;&nbsp; 1943 | &nbsp;&nbsp; 5052 |
| Sezzle, Inc. (a) | &nbsp;&nbsp; 382 | &nbsp;&nbsp; 24177 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 21865 |
| Toast, Inc., Class A (a) | &nbsp;&nbsp; 2900 | &nbsp;&nbsp; 76879 |
| Visa, Inc., Class A  | &nbsp;&nbsp; 9479 | &nbsp;&nbsp; 2864933 |
| Western Union Co.  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 13095 |
| WEX, Inc. (a) | &nbsp;&nbsp; 192 | &nbsp;&nbsp; 29384 |
|  |  | &nbsp;&nbsp; 6665162 |
| Water Utilities - 0.0%\*  | Water Utilities - 0.0%\*  | Water Utilities - 0.0%\*  |
| American States Water Co.  | &nbsp;&nbsp; 922 | &nbsp;&nbsp; 69722 |
| &nbsp;&nbsp;&nbsp; American Water Works Co., <br> Inc. <br>| &nbsp;&nbsp; 1122 | &nbsp;&nbsp; 152693 |
| Cadiz, Inc. (a) | &nbsp;&nbsp; 1327 | &nbsp;&nbsp; 6516 |
| &nbsp;&nbsp;&nbsp; California Water Service <br> Group <br>| &nbsp;&nbsp; 1425 | &nbsp;&nbsp; 64610 |
| Consolidated Water Co. Ltd.  | &nbsp;&nbsp; 359 | &nbsp;&nbsp; 11890 |
| Essential Utilities, Inc.  | &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 56378 |
| Global Water Resources, Inc.  | &nbsp;&nbsp; 268 | &nbsp;&nbsp; 2034 |
| H2O America  | &nbsp;&nbsp; 790 | &nbsp;&nbsp; 46349 |
| Middlesex Water Co.  | &nbsp;&nbsp; 427 | &nbsp;&nbsp; 22225 |
| Pure Cycle Corp. (a) | &nbsp;&nbsp; 618 | &nbsp;&nbsp; 6217 |
| York Water Co.  | &nbsp;&nbsp; 342 | &nbsp;&nbsp; 10414 |
|  |  | &nbsp;&nbsp; 449048 |
| Wireless Telecommunication Services - 0.1%  | Wireless Telecommunication Services - 0.1%  | Wireless Telecommunication Services - 0.1%  |
| Gogo, Inc. (a) | &nbsp;&nbsp; 2141 | &nbsp;&nbsp; 8607 |
| Spok Holdings, Inc.  | &nbsp;&nbsp; 432 | &nbsp;&nbsp; 4709 |
| &nbsp;&nbsp;&nbsp; Telephone & Data Systems, <br> Inc. <br>| &nbsp;&nbsp; 2382 | &nbsp;&nbsp; 100282 |
| T-Mobile U.S., Inc.  | &nbsp;&nbsp; 2705 | &nbsp;&nbsp; 568131 |
|  |  | &nbsp;&nbsp; 681729 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br>(Cost $314,068,494)<br>|  | &nbsp;&nbsp; 413381842 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| **Rights - 0.0%\***  | **Rights - 0.0%\***  | **Rights - 0.0%\***  |
| Electronic Components - 0.0%\*  | Electronic Components - 0.0%\*  | Electronic Components - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; M-Tron Industries, Inc. <br> (expiring 0 4/15/2026) (a) <br>(Cost $0)<br>| &nbsp;&nbsp; 84 | &nbsp;&nbsp; $177 |
| **Warrant** - **0.0%\*** | **Warrant** - **0.0%\*** | **Warrant** - **0.0%\*** |
| Healthcare Equipment - 0.0%\*  | Healthcare Equipment - 0.0%\*  | Healthcare Equipment - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Pulse Biosciences, Inc. <br> (expiring 06/27/29) (a) <br>(Cost $0)<br>| &nbsp;&nbsp; 75 | &nbsp;&nbsp; 397 |
| &nbsp;&nbsp;&nbsp; **Total Domestic Equity** <br>(Cost $314,068,494)<br>|  | &nbsp;&nbsp; 413382416 |
| **Foreign Equity - 21.3%**  | **Foreign Equity - 21.3%**  | **Foreign Equity - 21.3%**  |
| **Common Stock - 21.1%**  | **Common Stock - 21.1%**  | **Common Stock - 21.1%**  |
| Advertising - 0.0%\*  | Advertising - 0.0%\*  | Advertising - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Focus Media Information <br> Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 10900 | &nbsp;&nbsp; 10409 |
| Gambling.com Group Ltd. (a) | &nbsp;&nbsp; 681 | &nbsp;&nbsp; 2642 |
| Informa PLC  | &nbsp;&nbsp; 7409 | &nbsp;&nbsp; 74139 |
| Nexxen International Ltd. (a) | &nbsp;&nbsp; 735 | &nbsp;&nbsp; 4792 |
| Publicis Groupe SA  | &nbsp;&nbsp; 1325 | &nbsp;&nbsp; 109323 |
|  |  | &nbsp;&nbsp; 201305 |
| Aerospace & Defense - 0.5%  | Aerospace & Defense - 0.5%  | Aerospace & Defense - 0.5%  |
| &nbsp;&nbsp;&nbsp; AECC Aviation Power Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 14709 |
| Airbus SE  | &nbsp;&nbsp; 3475 | &nbsp;&nbsp; 654953 |
| &nbsp;&nbsp;&nbsp; Aselsan Elektronik Sanayi Ve <br> Ticaret AS <br>| &nbsp;&nbsp; 12026 | &nbsp;&nbsp; 86392 |
| &nbsp;&nbsp;&nbsp; AviChina Industry & <br> Technology Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 14948 |
| BAE Systems PLC  | &nbsp;&nbsp; 17540 | &nbsp;&nbsp; 512342 |
| Bharat Electronics Ltd.  | &nbsp;&nbsp; 29300 | &nbsp;&nbsp; 125382 |
| Bombardier, Inc., Class B (a) | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 88144 |
| CAE, Inc. (a) | &nbsp;&nbsp; 1943 | &nbsp;&nbsp; 50428 |
| CSG NV (a) | &nbsp;&nbsp; 1258 | &nbsp;&nbsp; 33831 |
| Dassault Aviation SA  | &nbsp;&nbsp; 127 | &nbsp;&nbsp; 47120 |
| Elbit Systems Ltd.  | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 136013 |
| Embraer SA  | &nbsp;&nbsp; 6100 | &nbsp;&nbsp; 89889 |
| Hanwha Aerospace Co. Ltd.  | &nbsp;&nbsp; 297 | &nbsp;&nbsp; 253254 |
| Hanwha Systems Co. Ltd.  | &nbsp;&nbsp; 678 | &nbsp;&nbsp; 53088 |
| Hensoldt AG  | &nbsp;&nbsp; 355 | &nbsp;&nbsp; 31407 |
| Hindustan Aeronautics Ltd.  | &nbsp;&nbsp; 1935 | &nbsp;&nbsp; 71142 |
| Kongsberg Gruppen ASA  | &nbsp;&nbsp; 2546 | &nbsp;&nbsp; 107881 |
| &nbsp;&nbsp;&nbsp; Korea Aerospace Industries <br> Ltd. <br>| &nbsp;&nbsp; 651 | &nbsp;&nbsp; 73593 |
| &nbsp;&nbsp;&nbsp; Kuang-Chi Technologies Co. <br> Ltd., Class A (a)<br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 2241 |
| Leonardo SpA  | &nbsp;&nbsp; 2353 | &nbsp;&nbsp; 159544 |
| LIG Nex1 Co. Ltd.  | &nbsp;&nbsp; 129 | &nbsp;&nbsp; 53232 |
| Melrose Industries PLC  | &nbsp;&nbsp; 8109 | &nbsp;&nbsp; 54745 |
| MTU Aero Engines AG  | &nbsp;&nbsp; 312 | &nbsp;&nbsp; 113464 |
| Rheinmetall AG  | &nbsp;&nbsp; 269 | &nbsp;&nbsp; 452312 |
| Rolls-Royce Holdings PLC  | &nbsp;&nbsp; 49132 | &nbsp;&nbsp; 743670 |
| Saab AB, Class B  | &nbsp;&nbsp; 1859 | &nbsp;&nbsp; 120910 |
| Safran SA  | &nbsp;&nbsp; 2080 | &nbsp;&nbsp; 678487 |
| &nbsp;&nbsp;&nbsp; Singapore Technologies <br> Engineering Ltd. <br>| &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 76122 |
| Thales SA  | &nbsp;&nbsp; 538 | &nbsp;&nbsp; 157268 |
|  |  | &nbsp;&nbsp; 5056511 |
| Agricultural & Farm Machinery - 0.0%\*  | Agricultural & Farm Machinery - 0.0%\*  | Agricultural & Farm Machinery - 0.0%\*  |
| Kubota Corp.  | &nbsp;&nbsp; 5600 | &nbsp;&nbsp; 89524 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 60 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Agricultural Products & Services - 0.0%\*  | Agricultural Products & Services - 0.0%\*  | Agricultural Products & Services - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Charoen Pokphand Indonesia <br> Tbk. PT <br>| &nbsp;&nbsp; 35300 | &nbsp;&nbsp; $8516 |
| IOI Corp. Bhd.  | &nbsp;&nbsp; 19900 | &nbsp;&nbsp; 20833 |
| Kuala Lumpur Kepong Bhd.  | &nbsp;&nbsp; 3681 | &nbsp;&nbsp; 19646 |
| &nbsp;&nbsp;&nbsp; New Hope Liuhe Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 3200 | &nbsp;&nbsp; 3816 |
| SD Guthrie Bhd.  | &nbsp;&nbsp; 22100 | &nbsp;&nbsp; 33022 |
| Wilmar International Ltd.  | &nbsp;&nbsp; 9806 | &nbsp;&nbsp; 29359 |
|  |  | &nbsp;&nbsp; 115192 |
| Air Freight & Logistics - 0.1%  | Air Freight & Logistics - 0.1%  | Air Freight & Logistics - 0.1%  |
| Deutsche Post AG  | &nbsp;&nbsp; 5365 | &nbsp;&nbsp; 281879 |
| DSV AS  | &nbsp;&nbsp; 1192 | &nbsp;&nbsp; 286981 |
| Hyundai Glovis Co. Ltd.  | &nbsp;&nbsp; 310 | &nbsp;&nbsp; 44030 |
| InPost SA (a) | &nbsp;&nbsp; 1333 | &nbsp;&nbsp; 23525 |
| J&T Global Express Ltd. (a) | &nbsp;&nbsp; 24400 | &nbsp;&nbsp; 31464 |
| JD Logistics, Inc. (a)(f) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 24717 |
| SAL Saudi Logistics Services  | &nbsp;&nbsp; 271 | &nbsp;&nbsp; 12073 |
| SF Holding Co. Ltd., Class A  | &nbsp;&nbsp; 3300 | &nbsp;&nbsp; 18286 |
| &nbsp;&nbsp;&nbsp; YTO Express Group Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2700 | &nbsp;&nbsp; 7931 |
| ZTO Express Cayman, Inc.  | &nbsp;&nbsp; 3809 | &nbsp;&nbsp; 93762 |
|  |  | &nbsp;&nbsp; 824648 |
| Airport Services - 0.0%\*  | Airport Services - 0.0%\*  | Airport Services - 0.0%\*  |
| Aena SME SA (f) | &nbsp;&nbsp; 4348 | &nbsp;&nbsp; 127849 |
| Aeroports de Paris SA  | &nbsp;&nbsp; 174 | &nbsp;&nbsp; 21190 |
| &nbsp;&nbsp;&nbsp; Airports of Thailand PCL <br> NVDR <br>| &nbsp;&nbsp; 38709 | &nbsp;&nbsp; 61761 |
| &nbsp;&nbsp;&nbsp; Auckland International Airport <br> Ltd. <br>| &nbsp;&nbsp; 10948 | &nbsp;&nbsp; 49775 |
| GMR Airports Ltd. (a) | &nbsp;&nbsp; 28137 | &nbsp;&nbsp; 25361 |
| &nbsp;&nbsp;&nbsp; Grupo Aeroportuario del <br> Centro Norte SAB de CV <br>| &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 32751 |
| &nbsp;&nbsp;&nbsp; Grupo Aeroportuario del <br> Pacifico SAB de CV, Class B <br>| &nbsp;&nbsp; 3650 | &nbsp;&nbsp; 89452 |
| &nbsp;&nbsp;&nbsp; Grupo Aeroportuario del <br> Sureste SAB de CV, Class B <br>| &nbsp;&nbsp; 1065 | &nbsp;&nbsp; 35655 |
|  |  | &nbsp;&nbsp; 443794 |
| Alternative Carriers - 0.0%\*  | Alternative Carriers - 0.0%\*  | Alternative Carriers - 0.0%\*  |
| Liberty Global Ltd., Class C (a) | &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 18768 |
| &nbsp;&nbsp;&nbsp; Liberty Latin America Ltd., <br> Class A (a)<br>| &nbsp;&nbsp; 694 | &nbsp;&nbsp; 5996 |
| &nbsp;&nbsp;&nbsp; Liberty Latin America Ltd., <br> Class C (a)<br>| &nbsp;&nbsp; 2966 | &nbsp;&nbsp; 26160 |
|  |  | &nbsp;&nbsp; 50924 |
| Aluminum - 0.1%  | Aluminum - 0.1%  | Aluminum - 0.1%  |
| &nbsp;&nbsp;&nbsp; Aluminum Corp. of China Ltd., <br> Class A <br>| &nbsp;&nbsp; 4300 | &nbsp;&nbsp; 7233 |
| &nbsp;&nbsp;&nbsp; Aluminum Corp. of China Ltd., <br> Class H <br>| &nbsp;&nbsp; 34000 | &nbsp;&nbsp; 49747 |
| China Hongqiao Group Ltd.  | &nbsp;&nbsp; 27500 | &nbsp;&nbsp; 124239 |
| Hindalco Industries Ltd.  | &nbsp;&nbsp; 11247 | &nbsp;&nbsp; 106357 |
| Norsk Hydro ASA  | &nbsp;&nbsp; 7969 | &nbsp;&nbsp; 84431 |
| &nbsp;&nbsp;&nbsp; Press Metal Aluminium <br> Holdings Bhd. <br>| &nbsp;&nbsp; 38400 | &nbsp;&nbsp; 76363 |
| &nbsp;&nbsp;&nbsp; Shandong Nanshan Aluminum <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 14700 | &nbsp;&nbsp; 13188 |
| &nbsp;&nbsp;&nbsp; United Co. RUSAL <br> International PJSC (a)(c)\*\*<br>| &nbsp;&nbsp; 55670 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Yunnan Aluminium Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 4900 | &nbsp;&nbsp; 22364 |
|  |  | &nbsp;&nbsp; 483922 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Apparel Retail - 0.1%  | Apparel Retail - 0.1%  | Apparel Retail - 0.1%  |
| Fast Retailing Co. Ltd.  | &nbsp;&nbsp; 1151 | &nbsp;&nbsp; $453667 |
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, <br> Class B <br>| &nbsp;&nbsp; 3180 | &nbsp;&nbsp; 59122 |
| Industria de Diseno Textil SA  | &nbsp;&nbsp; 6369 | &nbsp;&nbsp; 369561 |
| Pepkor Holdings Ltd. (f) | &nbsp;&nbsp; 20792 | &nbsp;&nbsp; 27633 |
| Trent Ltd.  | &nbsp;&nbsp; 1375 | &nbsp;&nbsp; 48424 |
| Zalando SE (a)(f) | &nbsp;&nbsp; 1412 | &nbsp;&nbsp; 34387 |
| ZOZO, Inc.  | &nbsp;&nbsp; 2400 | &nbsp;&nbsp; 16766 |
|  |  | &nbsp;&nbsp; 1009560 |
| Apparel, Accessories & Luxury Goods - 0.3%  | Apparel, Accessories & Luxury Goods - 0.3%  | Apparel, Accessories & Luxury Goods - 0.3%  |
| adidas AG  | &nbsp;&nbsp; 993 | &nbsp;&nbsp; 160216 |
| Amer Sports, Inc. (a) | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 32920 |
| ANTA Sports Products Ltd.  | &nbsp;&nbsp; 12076 | &nbsp;&nbsp; 118066 |
| &nbsp;&nbsp;&nbsp; Bosideng International <br> Holdings Ltd. <br>| &nbsp;&nbsp; 30000 | &nbsp;&nbsp; 15444 |
| &nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, <br> Class A <br>| &nbsp;&nbsp; 3142 | &nbsp;&nbsp; 552043 |
| Ermenegildo Zegna NV  | &nbsp;&nbsp; 1420 | &nbsp;&nbsp; 14796 |
| FF Group (a)(c)\*\* | &nbsp;&nbsp; 1860 | &nbsp;&nbsp; — |
| Gildan Activewear, Inc.  | &nbsp;&nbsp; 1112 | &nbsp;&nbsp; 61730 |
| Hermes International SCA  | &nbsp;&nbsp; 185 | &nbsp;&nbsp; 349348 |
| Kalyan Jewellers India Ltd.  | &nbsp;&nbsp; 4585 | &nbsp;&nbsp; 18412 |
| Kering SA  | &nbsp;&nbsp; 431 | &nbsp;&nbsp; 130466 |
| Laopu Gold Co. Ltd., Class H  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 24289 |
| Li Ning Co. Ltd.  | &nbsp;&nbsp; 21319 | &nbsp;&nbsp; 58908 |
| LPP SA  | &nbsp;&nbsp; 9 | &nbsp;&nbsp; 54339 |
| &nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE <br>| &nbsp;&nbsp; 1456 | &nbsp;&nbsp; 793408 |
| Moncler SpA  | &nbsp;&nbsp; 1346 | &nbsp;&nbsp; 80785 |
| Page Industries Ltd.  | &nbsp;&nbsp; 55 | &nbsp;&nbsp; 18616 |
| Pandora AS  | &nbsp;&nbsp; 497 | &nbsp;&nbsp; 35412 |
| &nbsp;&nbsp;&nbsp; Shenzhou International Group <br> Holdings Ltd. <br>| &nbsp;&nbsp; 5900 | &nbsp;&nbsp; 36055 |
| Swatch Group AG  | &nbsp;&nbsp; 584 | &nbsp;&nbsp; 25748 |
| Swatch Group AG, Class BR  | &nbsp;&nbsp; 65 | &nbsp;&nbsp; 14279 |
| Titan Co. Ltd.  | &nbsp;&nbsp; 2980 | &nbsp;&nbsp; 125168 |
|  |  | &nbsp;&nbsp; 2720448 |
| Application Software - 0.2%  | Application Software - 0.2%  | Application Software - 0.2%  |
| &nbsp;&nbsp;&nbsp; Beijing Kingsoft Office <br> Software, Inc., Class A <br>| &nbsp;&nbsp; 441 | &nbsp;&nbsp; 15094 |
| &nbsp;&nbsp;&nbsp; Chaince Digital Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 1038 | &nbsp;&nbsp; 4131 |
| Constellation Software, Inc.  | &nbsp;&nbsp; 117 | &nbsp;&nbsp; 204731 |
| Dassault Systemes SE  | &nbsp;&nbsp; 3864 | &nbsp;&nbsp; 77977 |
| &nbsp;&nbsp;&nbsp; Descartes Systems Group, <br> Inc. (a)<br>| &nbsp;&nbsp; 491 | &nbsp;&nbsp; 35057 |
| D-Wave Quantum, Inc. (a) | &nbsp;&nbsp; 8689 | &nbsp;&nbsp; 125382 |
| Horizon Robotics (a) | &nbsp;&nbsp; 37800 | &nbsp;&nbsp; 32742 |
| &nbsp;&nbsp;&nbsp; Hundsun Technologies, Inc., <br> Class A <br>| &nbsp;&nbsp; 1456 | &nbsp;&nbsp; 5465 |
| Hut 8 Corp. (a) | &nbsp;&nbsp; 2292 | &nbsp;&nbsp; 107518 |
| Iflytek Co. Ltd., Class A  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 10190 |
| &nbsp;&nbsp;&nbsp; Kingdee International Software <br> Group Co. Ltd. (a)<br>| &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 38860 |
| Nemetschek SE  | &nbsp;&nbsp; 331 | &nbsp;&nbsp; 24700 |
| Nice Ltd. (a) | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 43979 |
| Open Text Corp.  | &nbsp;&nbsp; 1665 | &nbsp;&nbsp; 36985 |
| &nbsp;&nbsp;&nbsp; Oracle Financial Services <br> Software Ltd. <br>| &nbsp;&nbsp; 230 | &nbsp;&nbsp; 16518 |
| Pony AI, Inc., Class A (a) | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 13308 |
| Sage Group PLC  | &nbsp;&nbsp; 5594 | &nbsp;&nbsp; 62451 |
| SAP SE  | &nbsp;&nbsp; 6112 | &nbsp;&nbsp; 1038699 |
| &nbsp;&nbsp;&nbsp; Sapiens International Corp. <br> NV (a)<br>| &nbsp;&nbsp; 923 | &nbsp;&nbsp; 40151 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 61 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; SenseTime Group, Inc., <br> Class B (a)(f)<br>| &nbsp;&nbsp; 222000 | &nbsp;&nbsp; $52881 |
| &nbsp;&nbsp;&nbsp; Shanghai Baosight Software <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 2246 | &nbsp;&nbsp; 7543 |
| WiseTech Global Ltd.  | &nbsp;&nbsp; 1268 | &nbsp;&nbsp; 33961 |
| Xero Ltd. (a) | &nbsp;&nbsp; 1095 | &nbsp;&nbsp; 57447 |
| &nbsp;&nbsp;&nbsp; Yonyou Network Technology <br> Co. Ltd., Class A (a)<br>| &nbsp;&nbsp; 2600 | &nbsp;&nbsp; 4436 |
|  |  | &nbsp;&nbsp; 2090206 |
| Asset Management & Custody Banks - 0.1%  | Asset Management & Custody Banks - 0.1%  | Asset Management & Custody Banks - 0.1%  |
| 3i Group PLC  | &nbsp;&nbsp; 5785 | &nbsp;&nbsp; 187841 |
| Amundi SA (f) | &nbsp;&nbsp; 389 | &nbsp;&nbsp; 33324 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management <br> Ltd., Class A <br>| &nbsp;&nbsp; 4765 | &nbsp;&nbsp; 211495 |
| Brookfield Corp.  | &nbsp;&nbsp; 12061 | &nbsp;&nbsp; 487176 |
| &nbsp;&nbsp;&nbsp; China CITIC Financial Asset <br> Management Co. Ltd., <br> Class H H Shares (a)(f)<br>| &nbsp;&nbsp; 146000 | &nbsp;&nbsp; 14840 |
| CVC Capital Partners PLC (f) | &nbsp;&nbsp; 1259 | &nbsp;&nbsp; 16385 |
| EQT AB  | &nbsp;&nbsp; 2849 | &nbsp;&nbsp; 87845 |
| &nbsp;&nbsp;&nbsp; HDFC Asset Management Co. <br> Ltd. (f)<br>| &nbsp;&nbsp; 1698 | &nbsp;&nbsp; 39678 |
| IGM Financial, Inc.  | &nbsp;&nbsp; 393 | &nbsp;&nbsp; 18665 |
| Julius Baer Group Ltd.  | &nbsp;&nbsp; 1189 | &nbsp;&nbsp; 87026 |
| Partners Group Holding AG  | &nbsp;&nbsp; 132 | &nbsp;&nbsp; 141576 |
| &nbsp;&nbsp;&nbsp; Patria Investments Ltd., <br> Class A <br>| &nbsp;&nbsp; 1535 | &nbsp;&nbsp; 19341 |
| Reinet Investments SCA  | &nbsp;&nbsp; 1448 | &nbsp;&nbsp; 46786 |
| Schroders PLC  | &nbsp;&nbsp; 3789 | &nbsp;&nbsp; 29066 |
|  |  | &nbsp;&nbsp; 1421044 |
| Automobile Manufacturers - 0.4%  | Automobile Manufacturers - 0.4%  | Automobile Manufacturers - 0.4%  |
| Bayerische Motoren Werke AG  | &nbsp;&nbsp; 1629 | &nbsp;&nbsp; 150218 |
| BYD Co. Ltd., Class A  | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 46369 |
| BYD Co. Ltd., Class H  | &nbsp;&nbsp; 30600 | &nbsp;&nbsp; 418396 |
| &nbsp;&nbsp;&nbsp; Chongqing Changan <br> Automobile Co. Ltd., Class A <br>| &nbsp;&nbsp; 2714 | &nbsp;&nbsp; 3957 |
| Ferrari NV  | &nbsp;&nbsp; 735 | &nbsp;&nbsp; 248601 |
| Ford Otomotiv Sanayi AS  | &nbsp;&nbsp; 3410 | &nbsp;&nbsp; 7784 |
| &nbsp;&nbsp;&nbsp; Geely Automobile Holdings <br> Ltd. <br>| &nbsp;&nbsp; 58000 | &nbsp;&nbsp; 154761 |
| &nbsp;&nbsp;&nbsp; Great Wall Motor Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 23033 | &nbsp;&nbsp; 37294 |
| &nbsp;&nbsp;&nbsp; Guangzhou Automobile Group <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10539 |
| Honda Motor Co. Ltd.  | &nbsp;&nbsp; 21524 | &nbsp;&nbsp; 173784 |
| Hyundai Motor Co.  | &nbsp;&nbsp; 1183 | &nbsp;&nbsp; 364435 |
| Hyundai Motor India Ltd.  | &nbsp;&nbsp; 1586 | &nbsp;&nbsp; 30032 |
| Isuzu Motors Ltd.  | &nbsp;&nbsp; 3500 | &nbsp;&nbsp; 50281 |
| Kia Corp.  | &nbsp;&nbsp; 2096 | &nbsp;&nbsp; 206940 |
| Li Auto, Inc., Class A (a) | &nbsp;&nbsp; 10400 | &nbsp;&nbsp; 91809 |
| Mahindra & Mahindra Ltd.  | &nbsp;&nbsp; 8315 | &nbsp;&nbsp; 260813 |
| Maruti Suzuki India Ltd.  | &nbsp;&nbsp; 1111 | &nbsp;&nbsp; 145719 |
| Mercedes-Benz Group AG  | &nbsp;&nbsp; 4210 | &nbsp;&nbsp; 257942 |
| NIO, Inc., Class A (a) | &nbsp;&nbsp; 14033 | &nbsp;&nbsp; 85280 |
| Nissan Motor Co. Ltd. (a) | &nbsp;&nbsp; 12600 | &nbsp;&nbsp; 27243 |
| Renault SA  | &nbsp;&nbsp; 1209 | &nbsp;&nbsp; 41318 |
| &nbsp;&nbsp;&nbsp; SAIC Motor Corp. Ltd., <br> Class A <br>| &nbsp;&nbsp; 6300 | &nbsp;&nbsp; 13461 |
| Seres Group Co. Ltd., Class A  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 7958 |
| Subaru Corp.  | &nbsp;&nbsp; 3800 | &nbsp;&nbsp; 61075 |
| Suzuki Motor Corp.  | &nbsp;&nbsp; 9100 | &nbsp;&nbsp; 110649 |
| &nbsp;&nbsp;&nbsp; Tata Motors Passenger <br> Vehicles Ltd. <br>| &nbsp;&nbsp; 14891 | &nbsp;&nbsp; 47173 |
| Toyota Motor Corp.  | &nbsp;&nbsp; 55461 | &nbsp;&nbsp; 1150096 |
| XPeng, Inc., Class A (a) | &nbsp;&nbsp; 11400 | &nbsp;&nbsp; 97455 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Zhejiang Leapmotor <br> Technology Co. Ltd., <br> Class H (a)(f)<br>| &nbsp;&nbsp; 4400 | &nbsp;&nbsp; $26835 |
|  |  | &nbsp;&nbsp; 4328217 |
| Automotive Parts & Equipment - 0.1%  | Automotive Parts & Equipment - 0.1%  | Automotive Parts & Equipment - 0.1%  |
| Aisin Corp.  | &nbsp;&nbsp; 3100 | &nbsp;&nbsp; 43567 |
| Bharat Forge Ltd.  | &nbsp;&nbsp; 2331 | &nbsp;&nbsp; 41782 |
| Bosch Ltd.  | &nbsp;&nbsp; 68 | &nbsp;&nbsp; 20747 |
| &nbsp;&nbsp;&nbsp; Changzhou Xingyu Automotive <br> Lighting Systems Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 300 | &nbsp;&nbsp; 5352 |
| Denso Corp.  | &nbsp;&nbsp; 10160 | &nbsp;&nbsp; 127079 |
| &nbsp;&nbsp;&nbsp; Fuyao Glass Industry Group <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 900 | &nbsp;&nbsp; 7509 |
| &nbsp;&nbsp;&nbsp; Fuyao Glass Industry Group <br> Co. Ltd., Class H (f)<br>| &nbsp;&nbsp; 4956 | &nbsp;&nbsp; 37286 |
| Garrett Motion, Inc.  | &nbsp;&nbsp; 4222 | &nbsp;&nbsp; 76714 |
| Hesai Group (a) | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 16727 |
| &nbsp;&nbsp;&nbsp; Huayu Automotive Systems <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 1768 | &nbsp;&nbsp; 4953 |
| &nbsp;&nbsp;&nbsp; Huizhou Desay Sv Automotive <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 200 | &nbsp;&nbsp; 3048 |
| Hyundai Mobis Co. Ltd.  | &nbsp;&nbsp; 471 | &nbsp;&nbsp; 121528 |
| Magna International, Inc.  | &nbsp;&nbsp; 1525 | &nbsp;&nbsp; 84896 |
| &nbsp;&nbsp;&nbsp; Ningbo Tuopu Group Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 1160 | &nbsp;&nbsp; 9776 |
| &nbsp;&nbsp;&nbsp; Samvardhana Motherson <br> International Ltd. <br>| &nbsp;&nbsp; 42208 | &nbsp;&nbsp; 47372 |
| &nbsp;&nbsp;&nbsp; Sumitomo Electric Industries <br> Ltd. <br>| &nbsp;&nbsp; 4166 | &nbsp;&nbsp; 236139 |
| Tube Investments of India Ltd.  | &nbsp;&nbsp; 1021 | &nbsp;&nbsp; 27308 |
|  |  | &nbsp;&nbsp; 911783 |
| Automotive Retail - 0.0%\*  | Automotive Retail - 0.0%\*  | Automotive Retail - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Abu Dhabi National Oil Co. for <br> Distribution PJSC <br>| &nbsp;&nbsp; 26028 | &nbsp;&nbsp; 27009 |
| Empresas Copec SA  | &nbsp;&nbsp; 3013 | &nbsp;&nbsp; 20695 |
| Hotai Motor Co. Ltd.  | &nbsp;&nbsp; 2940 | &nbsp;&nbsp; 45145 |
| Petronas Dagangan Bhd.  | &nbsp;&nbsp; 2800 | &nbsp;&nbsp; 15141 |
| Ultrapar Participacoes SA  | &nbsp;&nbsp; 8100 | &nbsp;&nbsp; 44549 |
| Vibra Energia SA  | &nbsp;&nbsp; 11353 | &nbsp;&nbsp; 68745 |
|  |  | &nbsp;&nbsp; 221284 |
| Biotechnology - 0.2%  | Biotechnology - 0.2%  | Biotechnology - 0.2%  |
| 3SBio, Inc. (f) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 50122 |
| ADC Therapeutics SA (a) | &nbsp;&nbsp; 2357 | &nbsp;&nbsp; 8839 |
| Akeso, Inc. (a)(f) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 102175 |
| Alteogen, Inc.  | &nbsp;&nbsp; 348 | &nbsp;&nbsp; 78932 |
| Argenx SE (a) | &nbsp;&nbsp; 361 | &nbsp;&nbsp; 261164 |
| &nbsp;&nbsp;&nbsp; Aurinia Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2825 | &nbsp;&nbsp; 41867 |
| Benitec Biopharma, Inc. (a) | &nbsp;&nbsp; 442 | &nbsp;&nbsp; 4707 |
| &nbsp;&nbsp;&nbsp; Bright Minds Biosciences, Inc. <br> (a)<br>| &nbsp;&nbsp; 166 | &nbsp;&nbsp; 12113 |
| Celltrion, Inc.  | &nbsp;&nbsp; 1229 | &nbsp;&nbsp; 164345 |
| &nbsp;&nbsp;&nbsp; Chongqing Zhifei Biological <br> Products Co. Ltd., Class A <br> (a)<br>| &nbsp;&nbsp; 3150 | &nbsp;&nbsp; 6891 |
| CRISPR Therapeutics AG (a) | &nbsp;&nbsp; 2169 | &nbsp;&nbsp; 103179 |
| CSL Ltd.  | &nbsp;&nbsp; 2829 | &nbsp;&nbsp; 275828 |
| &nbsp;&nbsp;&nbsp; Fennec Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 4305 |
| Genmab AS (a) | &nbsp;&nbsp; 352 | &nbsp;&nbsp; 94506 |
| Grifols SA  | &nbsp;&nbsp; 1767 | &nbsp;&nbsp; 18428 |
| &nbsp;&nbsp;&nbsp; Imeik Technology <br> Development Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 420 | &nbsp;&nbsp; 7173 |
| Innovent Biologics, Inc. (a)(f) | &nbsp;&nbsp; 13500 | &nbsp;&nbsp; 148513 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 62 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| PharmaEssentia Corp.  | &nbsp;&nbsp; 2329 | &nbsp;&nbsp; $44666 |
| Prothena Corp. PLC (a) | &nbsp;&nbsp; 1110 | &nbsp;&nbsp; 10789 |
| &nbsp;&nbsp;&nbsp; Remegen Co. Ltd., Class H <br> (a)(f)<br>| &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 24929 |
| &nbsp;&nbsp;&nbsp; Samsung Episholdings Co. <br> Ltd. (a)<br>| &nbsp;&nbsp; 61 | &nbsp;&nbsp; 20713 |
| &nbsp;&nbsp;&nbsp; Sichuan Kelun-Biotech <br> Biopharmaceutical Co. Ltd., <br> Class H (a)<br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 23727 |
| &nbsp;&nbsp;&nbsp; Swedish Orphan Biovitrum AB <br> (a)<br>| &nbsp;&nbsp; 1272 | &nbsp;&nbsp; 52977 |
| TuHURA Biosciences, Inc. (a) | &nbsp;&nbsp; 1361 | &nbsp;&nbsp; 2436 |
| &nbsp;&nbsp;&nbsp; Xenon Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 2053 | &nbsp;&nbsp; 119382 |
|  |  | &nbsp;&nbsp; 1682706 |
| Brewers - 0.1%  | Brewers - 0.1%  | Brewers - 0.1%  |
| Ambev SA  | &nbsp;&nbsp; 40800 | &nbsp;&nbsp; 119151 |
| Anheuser-Busch InBev SA  | &nbsp;&nbsp; 5773 | &nbsp;&nbsp; 398150 |
| Asahi Group Holdings Ltd.  | &nbsp;&nbsp; 8800 | &nbsp;&nbsp; 87652 |
| Carlsberg AS, Class B  | &nbsp;&nbsp; 540 | &nbsp;&nbsp; 66877 |
| &nbsp;&nbsp;&nbsp; China Resources Beer <br> Holdings Co. Ltd. <br>| &nbsp;&nbsp; 15500 | &nbsp;&nbsp; 51303 |
| Heineken Holding NV  | &nbsp;&nbsp; 834 | &nbsp;&nbsp; 59165 |
| Heineken NV  | &nbsp;&nbsp; 1670 | &nbsp;&nbsp; 128048 |
| Kirin Holdings Co. Ltd.  | &nbsp;&nbsp; 4500 | &nbsp;&nbsp; 71405 |
| &nbsp;&nbsp;&nbsp; Tsingtao Brewery Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 800 | &nbsp;&nbsp; 7196 |
| &nbsp;&nbsp;&nbsp; Tsingtao Brewery Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 4924 | &nbsp;&nbsp; 30593 |
|  |  | &nbsp;&nbsp; 1019540 |
| Broadline Retail - 0.5%  | Broadline Retail - 0.5%  | Broadline Retail - 0.5%  |
| Alibaba Group Holding Ltd.  | &nbsp;&nbsp; 146800 | &nbsp;&nbsp; 2301308 |
| Allegro.eu SA (a)(f) | &nbsp;&nbsp; 7461 | &nbsp;&nbsp; 53327 |
| &nbsp;&nbsp;&nbsp; Canadian Tire Corp. Ltd., <br> Class A <br>| &nbsp;&nbsp; 278 | &nbsp;&nbsp; 37267 |
| Coupang, Inc. (a) | &nbsp;&nbsp; 7440 | &nbsp;&nbsp; 140467 |
| Dollarama, Inc.  | &nbsp;&nbsp; 1565 | &nbsp;&nbsp; 191460 |
| Falabella SA  | &nbsp;&nbsp; 5431 | &nbsp;&nbsp; 32980 |
| &nbsp;&nbsp;&nbsp; GoTo Gojek Tokopedia Tbk. <br> PT (a)<br>| &nbsp;&nbsp; 6447100 | &nbsp;&nbsp; 19406 |
| JD.com, Inc., Class A  | &nbsp;&nbsp; 19476 | &nbsp;&nbsp; 287123 |
| &nbsp;&nbsp;&nbsp; MINISO Group Holding Ltd. <br> ADR (d)<br>| &nbsp;&nbsp; 576 | &nbsp;&nbsp; 9331 |
| Naspers Ltd., Class N  | &nbsp;&nbsp; 6612 | &nbsp;&nbsp; 338098 |
| Next PLC  | &nbsp;&nbsp; 673 | &nbsp;&nbsp; 113282 |
| &nbsp;&nbsp;&nbsp; Pan Pacific International <br> Holdings Corp. <br>| &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 66940 |
| PDD Holdings, Inc. ADR (a)(d) | &nbsp;&nbsp; 6157 | &nbsp;&nbsp; 629122 |
| Prosus NV  | &nbsp;&nbsp; 7640 | &nbsp;&nbsp; 352581 |
| Rakuten Group, Inc. (a) | &nbsp;&nbsp; 9600 | &nbsp;&nbsp; 44767 |
| Ryohin Keikaku Co. Ltd.  | &nbsp;&nbsp; 3200 | &nbsp;&nbsp; 68121 |
| Sea Ltd. ADR (a)(d) | &nbsp;&nbsp; 2303 | &nbsp;&nbsp; 190711 |
| Vipshop Holdings Ltd. ADR (d) | &nbsp;&nbsp; 3134 | &nbsp;&nbsp; 49267 |
| Vishal Mega Mart Ltd. (a) | &nbsp;&nbsp; 16034 | &nbsp;&nbsp; 17991 |
| Wesfarmers Ltd.  | &nbsp;&nbsp; 6627 | &nbsp;&nbsp; 335871 |
|  |  | &nbsp;&nbsp; 5279420 |
| Building Products - 0.1%  | Building Products - 0.1%  | Building Products - 0.1%  |
| AGC, Inc.  | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 38876 |
| Assa Abloy AB, Class B  | &nbsp;&nbsp; 5836 | &nbsp;&nbsp; 209639 |
| Astral Ltd.  | &nbsp;&nbsp; 1331 | &nbsp;&nbsp; 22625 |
| &nbsp;&nbsp;&nbsp; Beijing New Building Materials <br> PLC, Class A <br>| &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 6073 |
| Belimo Holding AG  | &nbsp;&nbsp; 64 | &nbsp;&nbsp; 51722 |
| Cie de Saint-Gobain SA  | &nbsp;&nbsp; 2593 | &nbsp;&nbsp; 214008 |
| Daikin Industries Ltd.  | &nbsp;&nbsp; 1552 | &nbsp;&nbsp; 185707 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Geberit AG  | &nbsp;&nbsp; 197 | &nbsp;&nbsp; $132327 |
| Kingspan Group PLC  | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 75011 |
| Nibe Industrier AB, Class B  | &nbsp;&nbsp; 8621 | &nbsp;&nbsp; 35797 |
| Rockwool AS, Class B  | &nbsp;&nbsp; 557 | &nbsp;&nbsp; 15422 |
| Supreme Industries Ltd.  | &nbsp;&nbsp; 453 | &nbsp;&nbsp; 18127 |
|  |  | &nbsp;&nbsp; 1005334 |
| Cargo Ground Transportation - 0.0%\*  | Cargo Ground Transportation - 0.0%\*  | Cargo Ground Transportation - 0.0%\*  |
| TFI International, Inc.  | &nbsp;&nbsp; 424 | &nbsp;&nbsp; 46005 |
| Casinos & Gaming - 0.0%\*  | Casinos & Gaming - 0.0%\*  | Casinos & Gaming - 0.0%\*  |
| Allwyn AG  | &nbsp;&nbsp; 1582 | &nbsp;&nbsp; 23860 |
| Aristocrat Leisure Ltd.  | &nbsp;&nbsp; 3199 | &nbsp;&nbsp; 100937 |
| Entain PLC  | &nbsp;&nbsp; 3492 | &nbsp;&nbsp; 26136 |
| Evolution AB (f) | &nbsp;&nbsp; 861 | &nbsp;&nbsp; 53774 |
| &nbsp;&nbsp;&nbsp; Galaxy Entertainment Group <br> Ltd. <br>| &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 49725 |
| Genius Sports Ltd. (a) | &nbsp;&nbsp; 5146 | &nbsp;&nbsp; 22797 |
| Lottery Corp. Ltd.  | &nbsp;&nbsp; 14397 | &nbsp;&nbsp; 53373 |
| Sands China Ltd.  | &nbsp;&nbsp; 12800 | &nbsp;&nbsp; 27284 |
| Super Group SGHC Ltd.  | &nbsp;&nbsp; 3772 | &nbsp;&nbsp; 40738 |
|  |  | &nbsp;&nbsp; 398624 |
| Coal & Consumable Fuels - 0.1%  | Coal & Consumable Fuels - 0.1%  | Coal & Consumable Fuels - 0.1%  |
| Cameco Corp.  | &nbsp;&nbsp; 2512 | &nbsp;&nbsp; 272305 |
| &nbsp;&nbsp;&nbsp; China Coal Energy Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 25284 |
| &nbsp;&nbsp;&nbsp; China Shenhua Energy Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 3300 | &nbsp;&nbsp; 22337 |
| &nbsp;&nbsp;&nbsp; China Shenhua Energy Co. <br> Ltd., Class H <br>| &nbsp;&nbsp; 28490 | &nbsp;&nbsp; 168659 |
| Coal India Ltd.  | &nbsp;&nbsp; 12795 | &nbsp;&nbsp; 61174 |
| &nbsp;&nbsp;&nbsp; Dian Swastatika Sentosa Tbk. <br> PT (a)<br>| &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 27185 |
| Encore Energy Corp. (a) | &nbsp;&nbsp; 4374 | &nbsp;&nbsp; 7873 |
| &nbsp;&nbsp;&nbsp; Inner Mongolia Dian Tou <br> Energy Corp. Ltd., Class A <br>| &nbsp;&nbsp; 3800 | &nbsp;&nbsp; 16631 |
| &nbsp;&nbsp;&nbsp; Inner Mongolia Yitai Coal Co. <br> Ltd., Class B <br>| &nbsp;&nbsp; 8600 | &nbsp;&nbsp; 18499 |
| Petrindo Jaya Kreasi Tbk. PT  | &nbsp;&nbsp; 150000 | &nbsp;&nbsp; 9339 |
| &nbsp;&nbsp;&nbsp; Shaanxi Coal Industry Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 13338 |
| &nbsp;&nbsp;&nbsp; Shanxi Lu'an Environmental <br> Energy Development Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 5200 | &nbsp;&nbsp; 10202 |
| United Tractors Tbk. PT  | &nbsp;&nbsp; 14700 | &nbsp;&nbsp; 26858 |
| &nbsp;&nbsp;&nbsp; Yankuang Energy Group Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 4485 | &nbsp;&nbsp; 12565 |
| &nbsp;&nbsp;&nbsp; Yankuang Energy Group Co. <br> Ltd., Class H <br>| &nbsp;&nbsp; 26900 | &nbsp;&nbsp; 50092 |
|  |  | &nbsp;&nbsp; 742341 |
| Commercial Printing - 0.0%\*  | Commercial Printing - 0.0%\*  | Commercial Printing - 0.0%\*  |
| Cimpress PLC (a) | &nbsp;&nbsp; 409 | &nbsp;&nbsp; 29857 |
| Dai Nippon Printing Co. Ltd.  | &nbsp;&nbsp; 2200 | &nbsp;&nbsp; 39987 |
| TOPPAN Holdings, Inc.  | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 34204 |
|  |  | &nbsp;&nbsp; 104048 |
| Commodity Chemicals - 0.1%  | Commodity Chemicals - 0.1%  | Commodity Chemicals - 0.1%  |
| Asahi Kasei Corp.  | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 73206 |
| Barito Pacific Tbk. PT (a) | &nbsp;&nbsp; 178588 | &nbsp;&nbsp; 14344 |
| Chandra Asri Pacific Tbk. PT  | &nbsp;&nbsp; 76300 | &nbsp;&nbsp; 21437 |
| &nbsp;&nbsp;&nbsp; Formosa Chemicals & Fibre <br> Corp. <br>| &nbsp;&nbsp; 30000 | &nbsp;&nbsp; 42831 |
| Formosa Plastics Corp.  | &nbsp;&nbsp; 39000 | &nbsp;&nbsp; 56735 |
| &nbsp;&nbsp;&nbsp; Guangzhou Tinci Materials <br> Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 1860 | &nbsp;&nbsp; 12492 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 63 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Hengli Petrochemical Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 7500 | &nbsp;&nbsp; $23728 |
| &nbsp;&nbsp;&nbsp; Jiangsu Eastern Shenghong <br> Co. Ltd., Class A (a)<br>| &nbsp;&nbsp; 4600 | &nbsp;&nbsp; 7160 |
| LB Group Co. Ltd., Class A  | &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 5322 |
| LG Chem Ltd.  | &nbsp;&nbsp; 397 | &nbsp;&nbsp; 81147 |
| &nbsp;&nbsp;&nbsp; Mesaieed Petrochemical <br> Holding Co. <br>| &nbsp;&nbsp; 65734 | &nbsp;&nbsp; 19709 |
| Nan Ya Plastics Corp.  | &nbsp;&nbsp; 43000 | &nbsp;&nbsp; 102799 |
| Orion SA  | &nbsp;&nbsp; 1390 | &nbsp;&nbsp; 9035 |
| &nbsp;&nbsp;&nbsp; Petronas Chemicals Group <br> Bhd. <br>| &nbsp;&nbsp; 16900 | &nbsp;&nbsp; 25407 |
| &nbsp;&nbsp;&nbsp; Rongsheng Petrochemical Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 850 | &nbsp;&nbsp; 1489 |
| &nbsp;&nbsp;&nbsp; Satellite Chemical Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 3525 | &nbsp;&nbsp; 14246 |
| Saudi Basic Industries Corp.  | &nbsp;&nbsp; 6954 | &nbsp;&nbsp; 111116 |
| Solar Industries India Ltd.  | &nbsp;&nbsp; 242 | &nbsp;&nbsp; 31020 |
| Toray Industries, Inc.  | &nbsp;&nbsp; 8900 | &nbsp;&nbsp; 63238 |
| &nbsp;&nbsp;&nbsp; Yanbu National Petrochemical <br> Co. <br>| &nbsp;&nbsp; 2034 | &nbsp;&nbsp; 19097 |
| &nbsp;&nbsp;&nbsp; Zhejiang Juhua Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 2502 |
|  |  | &nbsp;&nbsp; 738060 |
| Communications Equipment - 0.1%  | Communications Equipment - 0.1%  | Communications Equipment - 0.1%  |
| Accton Technology Corp.  | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 197349 |
| &nbsp;&nbsp;&nbsp; BYD Electronic International <br> Co. Ltd. <br>| &nbsp;&nbsp; 6520 | &nbsp;&nbsp; 23456 |
| Nokia OYJ  | &nbsp;&nbsp; 30878 | &nbsp;&nbsp; 246922 |
| &nbsp;&nbsp;&nbsp; Suzhou TFC Optical <br> Communication Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 18002 |
| &nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson, Class B <br>| &nbsp;&nbsp; 16282 | &nbsp;&nbsp; 184457 |
| &nbsp;&nbsp;&nbsp; Yangtze Optical Fibre & Cable <br> Joint Stock Ltd. Co., Class H <br> (f)<br>| &nbsp;&nbsp; 3500 | &nbsp;&nbsp; 84588 |
| &nbsp;&nbsp;&nbsp; Yealink Network Technology <br> Corp. Ltd., Class A <br>| &nbsp;&nbsp; 1540 | &nbsp;&nbsp; 7384 |
| &nbsp;&nbsp;&nbsp; Zhongji Innolight Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 59981 |
| ZTE Corp., Class A  | &nbsp;&nbsp; 2700 | &nbsp;&nbsp; 12884 |
| ZTE Corp., Class H  | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 14133 |
|  |  | &nbsp;&nbsp; 849156 |
| Construction & Engineering - 0.2%  | Construction & Engineering - 0.2%  | Construction & Engineering - 0.2%  |
| &nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y Servicios SA <br>| &nbsp;&nbsp; 1029 | &nbsp;&nbsp; 125096 |
| AtkinsRealis Group, Inc.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 57719 |
| Bouygues SA  | &nbsp;&nbsp; 1105 | &nbsp;&nbsp; 63840 |
| Budimex SA  | &nbsp;&nbsp; 101 | &nbsp;&nbsp; 18082 |
| &nbsp;&nbsp;&nbsp; China Energy Engineering <br> Corp. Ltd., Class A <br>| &nbsp;&nbsp; 34900 | &nbsp;&nbsp; 14772 |
| &nbsp;&nbsp;&nbsp; China National Chemical <br> Engineering Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 10700 | &nbsp;&nbsp; 13711 |
| &nbsp;&nbsp;&nbsp; China Railway Group Ltd., <br> Class A <br>| &nbsp;&nbsp; 5800 | &nbsp;&nbsp; 4586 |
| &nbsp;&nbsp;&nbsp; China Railway Group Ltd., <br> Class H <br>| &nbsp;&nbsp; 43000 | &nbsp;&nbsp; 22333 |
| &nbsp;&nbsp;&nbsp; China State Construction <br> Engineering Corp. Ltd., <br> Class A <br>| &nbsp;&nbsp; 19800 | &nbsp;&nbsp; 14433 |
| &nbsp;&nbsp;&nbsp; China State Construction <br> International Holdings Ltd. <br>| &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 21249 |
| Eiffage SA  | &nbsp;&nbsp; 402 | &nbsp;&nbsp; 61459 |
| Gamuda Bhd.  | &nbsp;&nbsp; 39271 | &nbsp;&nbsp; 36466 |
| HOCHTIEF AG  | &nbsp;&nbsp; 98 | &nbsp;&nbsp; 44437 |
| &nbsp;&nbsp;&nbsp; Hyundai Engineering & <br> Construction Co. Ltd. <br>| &nbsp;&nbsp; 670 | &nbsp;&nbsp; 65412 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Kajima Corp.  | &nbsp;&nbsp; 2400 | &nbsp;&nbsp; $91335 |
| Larsen & Toubro Ltd.  | &nbsp;&nbsp; 5536 | &nbsp;&nbsp; 205816 |
| &nbsp;&nbsp;&nbsp; Metallurgical Corp. of China <br> Ltd., Class A <br>| &nbsp;&nbsp; 24100 | &nbsp;&nbsp; 10605 |
| Obayashi Corp.  | &nbsp;&nbsp; 3700 | &nbsp;&nbsp; 89399 |
| &nbsp;&nbsp;&nbsp; Power Construction Corp. of <br> China Ltd., Class A <br>| &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 10042 |
| Rail Vikas Nigam Ltd.  | &nbsp;&nbsp; 4468 | &nbsp;&nbsp; 11886 |
| Shimizu Corp.  | &nbsp;&nbsp; 3200 | &nbsp;&nbsp; 57273 |
| &nbsp;&nbsp;&nbsp; Sichuan Road & Bridge Group <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 9800 | &nbsp;&nbsp; 14288 |
| Skanska AB, Class B  | &nbsp;&nbsp; 2192 | &nbsp;&nbsp; 58921 |
| Stantec, Inc.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 60322 |
| Taisei Corp.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 93016 |
| Vinci SA  | &nbsp;&nbsp; 2889 | &nbsp;&nbsp; 432267 |
| Voltas Ltd.  | &nbsp;&nbsp; 2396 | &nbsp;&nbsp; 32451 |
| WSP Global, Inc.  | &nbsp;&nbsp; 781 | &nbsp;&nbsp; 121161 |
|  |  | &nbsp;&nbsp; 1852377 |
| Construction Machinery & Heavy Transportation <br> Equipment - 0.2%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.2%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.2%  |
| Aebi Schmidt Holding AG  | &nbsp;&nbsp; 844 | &nbsp;&nbsp; 8195 |
| Alstom SA (a) | &nbsp;&nbsp; 2229 | &nbsp;&nbsp; 63544 |
| Ashok Leyland Ltd.  | &nbsp;&nbsp; 29270 | &nbsp;&nbsp; 48031 |
| &nbsp;&nbsp;&nbsp; China CSSC Holdings Ltd., <br> Class A <br>| &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 17996 |
| CRRC Corp. Ltd., Class A  | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12006 |
| CRRC Corp. Ltd., Class H  | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 21498 |
| Cummins India Ltd.  | &nbsp;&nbsp; 1341 | &nbsp;&nbsp; 64208 |
| Daimler Truck Holding AG  | &nbsp;&nbsp; 2663 | &nbsp;&nbsp; 130727 |
| Epiroc AB, Class A  | &nbsp;&nbsp; 3807 | &nbsp;&nbsp; 93130 |
| Epiroc AB, Class B  | &nbsp;&nbsp; 2516 | &nbsp;&nbsp; 53560 |
| Hanwha Ocean Co. Ltd. (a) | &nbsp;&nbsp; 1048 | &nbsp;&nbsp; 86268 |
| &nbsp;&nbsp;&nbsp; HD Hyundai Heavy Industries <br> Co. Ltd. <br>| &nbsp;&nbsp; 343 | &nbsp;&nbsp; 109870 |
| &nbsp;&nbsp;&nbsp; HD Korea Shipbuilding & <br> Offshore Engineering Co. <br> Ltd. <br>| &nbsp;&nbsp; 367 | &nbsp;&nbsp; 85059 |
| Hyundai Rotem Co. Ltd.  | &nbsp;&nbsp; 656 | &nbsp;&nbsp; 75542 |
| Knorr-Bremse AG  | &nbsp;&nbsp; 469 | &nbsp;&nbsp; 53415 |
| Komatsu Ltd.  | &nbsp;&nbsp; 5514 | &nbsp;&nbsp; 219039 |
| Metso OYJ  | &nbsp;&nbsp; 3807 | &nbsp;&nbsp; 65768 |
| &nbsp;&nbsp;&nbsp; Samsung Heavy Industries Co. <br> Ltd. (a)<br>| &nbsp;&nbsp; 5823 | &nbsp;&nbsp; 97577 |
| &nbsp;&nbsp;&nbsp; Sany Heavy Industry Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 5300 | &nbsp;&nbsp; 14890 |
| Sinotruk Hong Kong Ltd.  | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 39919 |
| Tata Motors Ltd./new (a) | &nbsp;&nbsp; 16069 | &nbsp;&nbsp; 68629 |
| Volvo AB, Class A  | &nbsp;&nbsp; 2388 | &nbsp;&nbsp; 77729 |
| Volvo AB, Class B  | &nbsp;&nbsp; 6883 | &nbsp;&nbsp; 224892 |
| &nbsp;&nbsp;&nbsp; Weichai Power Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 17401 | &nbsp;&nbsp; 61716 |
| &nbsp;&nbsp;&nbsp; XCMG Construction <br> Machinery Co. Ltd., Class A <br>| &nbsp;&nbsp; 9300 | &nbsp;&nbsp; 13695 |
| &nbsp;&nbsp;&nbsp; Yangzijiang Shipbuilding <br> Holdings Ltd. <br>| &nbsp;&nbsp; 16700 | &nbsp;&nbsp; 49434 |
| &nbsp;&nbsp;&nbsp; Zhuzhou CRRC Times Electric <br> Co. Ltd., Class H <br>| &nbsp;&nbsp; 3800 | &nbsp;&nbsp; 17772 |
| &nbsp;&nbsp;&nbsp; Zoomlion Heavy Industry <br> Science & Technology Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 8700 | &nbsp;&nbsp; 10934 |
|  |  | &nbsp;&nbsp; 1885043 |
| Construction Materials - 0.1%  | Construction Materials - 0.1%  | Construction Materials - 0.1%  |
| Ambuja Cements Ltd.  | &nbsp;&nbsp; 6240 | &nbsp;&nbsp; 26621 |
| &nbsp;&nbsp;&nbsp; Anhui Conch Cement Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2769 | &nbsp;&nbsp; 9334 |
| &nbsp;&nbsp;&nbsp; Anhui Conch Cement Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 12081 | &nbsp;&nbsp; 32887 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 64 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Asia Cement Corp.  | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; $25148 |
| Cemex SAB de CV  | &nbsp;&nbsp; 133800 | &nbsp;&nbsp; 152404 |
| China Jushi Co. Ltd., Class A  | &nbsp;&nbsp; 4114 | &nbsp;&nbsp; 14708 |
| &nbsp;&nbsp;&nbsp; China National Building <br> Material Co. Ltd., Class H <br>| &nbsp;&nbsp; 30990 | &nbsp;&nbsp; 19014 |
| Grasim Industries Ltd.  | &nbsp;&nbsp; 2556 | &nbsp;&nbsp; 69363 |
| Heidelberg Materials AG  | &nbsp;&nbsp; 777 | &nbsp;&nbsp; 163458 |
| Shree Cement Ltd.  | &nbsp;&nbsp; 67 | &nbsp;&nbsp; 16382 |
| Siam Cement PCL NVDR  | &nbsp;&nbsp; 5839 | &nbsp;&nbsp; 37252 |
| TCC Group Holdings Co. Ltd.  | &nbsp;&nbsp; 59595 | &nbsp;&nbsp; 43408 |
| Titan America SA (a) | &nbsp;&nbsp; 657 | &nbsp;&nbsp; 9842 |
| UltraTech Cement Ltd.  | &nbsp;&nbsp; 919 | &nbsp;&nbsp; 104967 |
|  |  | &nbsp;&nbsp; 724788 |
| Consumer Electronics - 0.1%  | Consumer Electronics - 0.1%  | Consumer Electronics - 0.1%  |
| Dixon Technologies India Ltd.  | &nbsp;&nbsp; 320 | &nbsp;&nbsp; 33148 |
| LG Electronics, Inc.  | &nbsp;&nbsp; 691 | &nbsp;&nbsp; 50098 |
| Panasonic Holdings Corp.  | &nbsp;&nbsp; 13600 | &nbsp;&nbsp; 227538 |
| Sony Group Corp.  | &nbsp;&nbsp; 35945 | &nbsp;&nbsp; 747379 |
|  |  | &nbsp;&nbsp; 1058163 |
| Consumer Finance - 0.0%\*  | Consumer Finance - 0.0%\*  | Consumer Finance - 0.0%\*  |
| Bajaj Finance Ltd.  | &nbsp;&nbsp; 22664 | &nbsp;&nbsp; 193929 |
| &nbsp;&nbsp;&nbsp; Cholamandalam Investment & <br> Finance Co. Ltd. <br>| &nbsp;&nbsp; 3448 | &nbsp;&nbsp; 49851 |
| Muthoot Finance Ltd.  | &nbsp;&nbsp; 1041 | &nbsp;&nbsp; 34958 |
| &nbsp;&nbsp;&nbsp; SBI Cards & Payment <br> Services Ltd. <br>| &nbsp;&nbsp; 330 | &nbsp;&nbsp; 2211 |
| Shriram Finance Ltd.  | &nbsp;&nbsp; 11586 | &nbsp;&nbsp; 107794 |
| Sundaram Finance Ltd.  | &nbsp;&nbsp; 575 | &nbsp;&nbsp; 26526 |
|  |  | &nbsp;&nbsp; 415269 |
| Consumer Staples Merchandise Retail - 0.0%\*  | Consumer Staples Merchandise Retail - 0.0%\*  | Consumer Staples Merchandise Retail - 0.0%\*  |
| Aeon Co. Ltd.  | &nbsp;&nbsp; 12925 | &nbsp;&nbsp; 154157 |
| Carrefour SA  | &nbsp;&nbsp; 3452 | &nbsp;&nbsp; 63715 |
| Cencosud SA  | &nbsp;&nbsp; 10731 | &nbsp;&nbsp; 29063 |
| &nbsp;&nbsp;&nbsp; Wal-Mart de Mexico SAB de <br> CV <br>| &nbsp;&nbsp; 44486 | &nbsp;&nbsp; 143507 |
|  |  | &nbsp;&nbsp; 390442 |
| Copper - 0.1%  | Copper - 0.1%  | Copper - 0.1%  |
| &nbsp;&nbsp;&nbsp; Amman Mineral Internasional <br> PT (a)<br>| &nbsp;&nbsp; 119600 | &nbsp;&nbsp; 34550 |
| Antofagasta PLC  | &nbsp;&nbsp; 2281 | &nbsp;&nbsp; 101911 |
| &nbsp;&nbsp;&nbsp; China Nonferrous Mining Corp. <br> Ltd. <br>| &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 15010 |
| &nbsp;&nbsp;&nbsp; First Quantum Minerals Ltd. <br> (a)<br>| &nbsp;&nbsp; 4089 | &nbsp;&nbsp; 97453 |
| &nbsp;&nbsp;&nbsp; Jiangxi Copper Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 8782 | &nbsp;&nbsp; 39008 |
| KGHM Polska Miedz SA (a) | &nbsp;&nbsp; 1370 | &nbsp;&nbsp; 99667 |
| Lundin Mining Corp.  | &nbsp;&nbsp; 3973 | &nbsp;&nbsp; 98759 |
| Southern Copper Corp.  | &nbsp;&nbsp; 1289 | &nbsp;&nbsp; 221785 |
| &nbsp;&nbsp;&nbsp; Tongling Nonferrous Metals <br> Group Co. Ltd., Class A <br>| &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 6192 |
|  |  | &nbsp;&nbsp; 714335 |
| Data Processing & Outsourced Services - 0.0%\*  | Data Processing & Outsourced Services - 0.0%\*  | Data Processing & Outsourced Services - 0.0%\*  |
| Computershare Ltd.  | &nbsp;&nbsp; 3345 | &nbsp;&nbsp; 65489 |
| Distillers & Vintners - 0.1%  | Distillers & Vintners - 0.1%  | Distillers & Vintners - 0.1%  |
| &nbsp;&nbsp;&nbsp; Anhui Gujing Distillery Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 5988 |
| Davide Campari-Milano NV  | &nbsp;&nbsp; 3097 | &nbsp;&nbsp; 22057 |
| Diageo PLC  | &nbsp;&nbsp; 12974 | &nbsp;&nbsp; 240387 |
| &nbsp;&nbsp;&nbsp; Jiangsu King's Luck Brewery <br> JSC Ltd., Class A <br>| &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 5399 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Kweichow Moutai Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; $147441 |
| &nbsp;&nbsp;&nbsp; Luzhou Laojiao Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 9148 |
| Pernod Ricard SA  | &nbsp;&nbsp; 1165 | &nbsp;&nbsp; 86358 |
| &nbsp;&nbsp;&nbsp; Shanxi Xinghuacun Fen Wine <br> Factory Co. Ltd., Class A <br>| &nbsp;&nbsp; 440 | &nbsp;&nbsp; 9160 |
| United Spirits Ltd.  | &nbsp;&nbsp; 1907 | &nbsp;&nbsp; 24505 |
| &nbsp;&nbsp;&nbsp; Wuliangye Yibin Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 34546 |
|  |  | &nbsp;&nbsp; 584989 |
| Distributors - 0.0%\*  | Distributors - 0.0%\*  | Distributors - 0.0%\*  |
| D'ieteren Group  | &nbsp;&nbsp; 108 | &nbsp;&nbsp; 19934 |
| &nbsp;&nbsp;&nbsp; Zhejiang China Commodities <br> City Group Co. Ltd., Class A <br>| &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 2649 |
|  |  | &nbsp;&nbsp; 22583 |
| Diversified Banks - 3.4%  | Diversified Banks - 3.4%  | Diversified Banks - 3.4%  |
| ABN AMRO Bank NV  | &nbsp;&nbsp; 3374 | &nbsp;&nbsp; 106621 |
| Absa Group Ltd.  | &nbsp;&nbsp; 7354 | &nbsp;&nbsp; 104719 |
| &nbsp;&nbsp;&nbsp; Abu Dhabi Commercial Bank <br> PJSC <br>| &nbsp;&nbsp; 30671 | &nbsp;&nbsp; 104717 |
| Abu Dhabi Islamic Bank PJSC  | &nbsp;&nbsp; 13145 | &nbsp;&nbsp; 75627 |
| &nbsp;&nbsp;&nbsp; Agricultural Bank of China <br> Ltd., Class A <br>| &nbsp;&nbsp; 45447 | &nbsp;&nbsp; 44087 |
| &nbsp;&nbsp;&nbsp; Agricultural Bank of China <br> Ltd., Class H <br>| &nbsp;&nbsp; 224717 | &nbsp;&nbsp; 160762 |
| AIB Group PLC  | &nbsp;&nbsp; 12391 | &nbsp;&nbsp; 131858 |
| Akbank TAS  | &nbsp;&nbsp; 32402 | &nbsp;&nbsp; 48319 |
| Al Rajhi Bank  | &nbsp;&nbsp; 16071 | &nbsp;&nbsp; 458131 |
| Al Rayan Bank  | &nbsp;&nbsp; 59930 | &nbsp;&nbsp; 35980 |
| Alinma Bank  | &nbsp;&nbsp; 12239 | &nbsp;&nbsp; 94777 |
| Alpha Bank SA  | &nbsp;&nbsp; 10624 | &nbsp;&nbsp; 39283 |
| AMMB Holdings Bhd.  | &nbsp;&nbsp; 24600 | &nbsp;&nbsp; 40224 |
| ANZ Group Holdings Ltd.  | &nbsp;&nbsp; 17611 | &nbsp;&nbsp; 439592 |
| Arab National Bank  | &nbsp;&nbsp; 8992 | &nbsp;&nbsp; 51630 |
| Axis Bank Ltd.  | &nbsp;&nbsp; 19561 | &nbsp;&nbsp; 242267 |
| &nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di <br> Siena SpA <br>| &nbsp;&nbsp; 11408 | &nbsp;&nbsp; 99226 |
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br>| &nbsp;&nbsp; 33390 | &nbsp;&nbsp; 718932 |
| Banco BPM SpA  | &nbsp;&nbsp; 6558 | &nbsp;&nbsp; 90937 |
| Banco Bradesco SA  | &nbsp;&nbsp; 13567 | &nbsp;&nbsp; 43414 |
| &nbsp;&nbsp;&nbsp; Banco Comercial Portugues <br> SA, Class R <br>| &nbsp;&nbsp; 39791 | &nbsp;&nbsp; 38633 |
| Banco de Chile  | &nbsp;&nbsp; 422330 | &nbsp;&nbsp; 76043 |
| &nbsp;&nbsp;&nbsp; Banco de Credito e <br> Inversiones SA <br>| &nbsp;&nbsp; 855 | &nbsp;&nbsp; 54942 |
| Banco de Sabadell SA  | &nbsp;&nbsp; 29046 | &nbsp;&nbsp; 103723 |
| Banco do Brasil SA  | &nbsp;&nbsp; 13300 | &nbsp;&nbsp; 58580 |
| Banco Santander Chile  | &nbsp;&nbsp; 538485 | &nbsp;&nbsp; 44234 |
| Banco Santander SA  | &nbsp;&nbsp; 85957 | &nbsp;&nbsp; 960597 |
| Bank AlBilad  | &nbsp;&nbsp; 6798 | &nbsp;&nbsp; 49689 |
| Bank Al-Jazira  | &nbsp;&nbsp; 6106 | &nbsp;&nbsp; 19247 |
| Bank Central Asia Tbk. PT  | &nbsp;&nbsp; 470900 | &nbsp;&nbsp; 181900 |
| Bank Hapoalim BM  | &nbsp;&nbsp; 7274 | &nbsp;&nbsp; 170116 |
| Bank Leumi Le-Israel BM  | &nbsp;&nbsp; 8628 | &nbsp;&nbsp; 192140 |
| Bank Mandiri Persero Tbk. PT  | &nbsp;&nbsp; 295000 | &nbsp;&nbsp; 82807 |
| Bank Millennium SA (a) | &nbsp;&nbsp; 5250 | &nbsp;&nbsp; 23169 |
| &nbsp;&nbsp;&nbsp; Bank Negara Indonesia <br> Persero Tbk. PT <br>| &nbsp;&nbsp; 113700 | &nbsp;&nbsp; 25391 |
| Bank of Baroda  | &nbsp;&nbsp; 8996 | &nbsp;&nbsp; 23715 |
| &nbsp;&nbsp;&nbsp; Bank of Beijing Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 12200 | &nbsp;&nbsp; 9733 |
| Bank of China Ltd., Class A  | &nbsp;&nbsp; 17494 | &nbsp;&nbsp; 14876 |
| Bank of China Ltd., Class H  | &nbsp;&nbsp; 592868 | &nbsp;&nbsp; 378616 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 65 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Bank of Communications Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 65200 | &nbsp;&nbsp; $66123 |
| &nbsp;&nbsp;&nbsp; Bank of Communications Co. <br> Ltd., Class H <br>| &nbsp;&nbsp; 73127 | &nbsp;&nbsp; 66101 |
| Bank of Ireland Group PLC  | &nbsp;&nbsp; 5507 | &nbsp;&nbsp; 99599 |
| Bank of Montreal  | &nbsp;&nbsp; 4095 | &nbsp;&nbsp; 552886 |
| Bank of Nova Scotia  | &nbsp;&nbsp; 7250 | &nbsp;&nbsp; 501170 |
| &nbsp;&nbsp;&nbsp; Bank of NT Butterfield & Son <br> Ltd. <br>| &nbsp;&nbsp; 991 | &nbsp;&nbsp; 52008 |
| &nbsp;&nbsp;&nbsp; Bank of Shanghai Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 9900 | &nbsp;&nbsp; 14205 |
| Bank of the Philippine Islands  | &nbsp;&nbsp; 17822 | &nbsp;&nbsp; 29307 |
| Bank Polska Kasa Opieki SA  | &nbsp;&nbsp; 1579 | &nbsp;&nbsp; 93164 |
| &nbsp;&nbsp;&nbsp; Bank Rakyat Indonesia <br> Persero Tbk. PT <br>| &nbsp;&nbsp; 566509 | &nbsp;&nbsp; 113200 |
| Bankinter SA  | &nbsp;&nbsp; 3951 | &nbsp;&nbsp; 62376 |
| Banque Saudi Fransi  | &nbsp;&nbsp; 12239 | &nbsp;&nbsp; 65289 |
| Barclays PLC  | &nbsp;&nbsp; 80853 | &nbsp;&nbsp; 421576 |
| BAWAG Group AG (f) | &nbsp;&nbsp; 442 | &nbsp;&nbsp; 66984 |
| BDO Unibank, Inc.  | &nbsp;&nbsp; 20539 | &nbsp;&nbsp; 38641 |
| BNP Paribas SA  | &nbsp;&nbsp; 5876 | &nbsp;&nbsp; 558001 |
| BOC Hong Kong Holdings Ltd.  | &nbsp;&nbsp; 21500 | &nbsp;&nbsp; 118631 |
| Boubyan Bank KSCP  | &nbsp;&nbsp; 13021 | &nbsp;&nbsp; 28809 |
| BPER Banca SpA  | &nbsp;&nbsp; 8526 | &nbsp;&nbsp; 111382 |
| CaixaBank SA  | &nbsp;&nbsp; 22524 | &nbsp;&nbsp; 269157 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce <br>| &nbsp;&nbsp; 5383 | &nbsp;&nbsp; 508541 |
| Canara Bank  | &nbsp;&nbsp; 19083 | &nbsp;&nbsp; 25141 |
| Capitec Bank Holdings Ltd.  | &nbsp;&nbsp; 788 | &nbsp;&nbsp; 191387 |
| &nbsp;&nbsp;&nbsp; Chang Hwa Commercial Bank <br> Ltd. <br>| &nbsp;&nbsp; 80369 | &nbsp;&nbsp; 51636 |
| &nbsp;&nbsp;&nbsp; China CITIC Bank Corp. Ltd., <br> Class H <br>| &nbsp;&nbsp; 63881 | &nbsp;&nbsp; 64714 |
| &nbsp;&nbsp;&nbsp; China Common Rich <br> Renewable Energy <br> Investments Ltd. (a)(c)\*\*<br>| &nbsp;&nbsp; 64000 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; China Construction Bank <br> Corp., Class A <br>| &nbsp;&nbsp; 23400 | &nbsp;&nbsp; 32735 |
| &nbsp;&nbsp;&nbsp; China Construction Bank <br> Corp., Class H <br>| &nbsp;&nbsp; 818000 | &nbsp;&nbsp; 882909 |
| &nbsp;&nbsp;&nbsp; China Everbright Bank Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 34220 | &nbsp;&nbsp; 15954 |
| &nbsp;&nbsp;&nbsp; China Merchants Bank Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 8800 | &nbsp;&nbsp; 50298 |
| &nbsp;&nbsp;&nbsp; China Merchants Bank Co. <br> Ltd., Class H <br>| &nbsp;&nbsp; 32000 | &nbsp;&nbsp; 203361 |
| &nbsp;&nbsp;&nbsp; China Minsheng Banking <br> Corp. Ltd., Class A <br>| &nbsp;&nbsp; 14500 | &nbsp;&nbsp; 7971 |
| &nbsp;&nbsp;&nbsp; China Minsheng Banking <br> Corp. Ltd., Class H <br>| &nbsp;&nbsp; 65700 | &nbsp;&nbsp; 30902 |
| &nbsp;&nbsp;&nbsp; China Zheshang Bank Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 23140 | &nbsp;&nbsp; 10079 |
| CIMB Group Holdings Bhd.  | &nbsp;&nbsp; 71394 | &nbsp;&nbsp; 133922 |
| Commercial Bank PSQC  | &nbsp;&nbsp; 29636 | &nbsp;&nbsp; 34723 |
| &nbsp;&nbsp;&nbsp; Commercial International Bank <br> - Egypt (CIB) <br>| &nbsp;&nbsp; 27281 | &nbsp;&nbsp; 60541 |
| Commerzbank AG  | &nbsp;&nbsp; 4258 | &nbsp;&nbsp; 154838 |
| &nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia <br>| &nbsp;&nbsp; 9796 | &nbsp;&nbsp; 1138781 |
| Credicorp Ltd.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 203508 |
| Credit Agricole SA  | &nbsp;&nbsp; 6134 | &nbsp;&nbsp; 114125 |
| &nbsp;&nbsp;&nbsp; CTBC Financial Holding Co. <br> Ltd. <br>| &nbsp;&nbsp; 148000 | &nbsp;&nbsp; 240517 |
| Danske Bank AS  | &nbsp;&nbsp; 3887 | &nbsp;&nbsp; 190965 |
| DBS Group Holdings Ltd.  | &nbsp;&nbsp; 12441 | &nbsp;&nbsp; 551716 |
| DNB Bank ASA  | &nbsp;&nbsp; 5151 | &nbsp;&nbsp; 160207 |
| Dubai Islamic Bank PJSC (a) | &nbsp;&nbsp; 28069 | &nbsp;&nbsp; 56936 |
| &nbsp;&nbsp;&nbsp; E.Sun Financial Holding Co. <br> Ltd. <br>| &nbsp;&nbsp; 117064 | &nbsp;&nbsp; 116258 |
| Emirates NBD Bank PJSC  | &nbsp;&nbsp; 16052 | &nbsp;&nbsp; 120934 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Erste Group Bank AG  | &nbsp;&nbsp; 1791 | &nbsp;&nbsp; $192862 |
| Eurobank SA, Class A  | &nbsp;&nbsp; 24458 | &nbsp;&nbsp; 97621 |
| &nbsp;&nbsp;&nbsp; FinecoBank Banca Fineco <br> SpA <br>| &nbsp;&nbsp; 3521 | &nbsp;&nbsp; 78090 |
| First Abu Dhabi Bank PJSC  | &nbsp;&nbsp; 37015 | &nbsp;&nbsp; 175630 |
| First Financial Holding Co. Ltd.  | &nbsp;&nbsp; 88118 | &nbsp;&nbsp; 78511 |
| Grupo Cibest SA  | &nbsp;&nbsp; 2228 | &nbsp;&nbsp; 51703 |
| &nbsp;&nbsp;&nbsp; Grupo Financiero Banorte <br> SAB de CV, Class O <br>| &nbsp;&nbsp; 22400 | &nbsp;&nbsp; 246802 |
| &nbsp;&nbsp;&nbsp; Grupo Financiero Inbursa SAB <br> de CV, Class O <br>| &nbsp;&nbsp; 11800 | &nbsp;&nbsp; 29530 |
| Gulf Bank KSCP  | &nbsp;&nbsp; 17838 | &nbsp;&nbsp; 18956 |
| &nbsp;&nbsp;&nbsp; Haci Omer Sabanci Holding <br> AS <br>| &nbsp;&nbsp; 10499 | &nbsp;&nbsp; 21221 |
| Hana Financial Group, Inc.  | &nbsp;&nbsp; 2541 | &nbsp;&nbsp; 185231 |
| HDFC Bank Ltd.  | &nbsp;&nbsp; 94730 | &nbsp;&nbsp; 742024 |
| Hong Leong Bank Bhd.  | &nbsp;&nbsp; 6300 | &nbsp;&nbsp; 34239 |
| HSBC Holdings PLC  | &nbsp;&nbsp; 100564 | &nbsp;&nbsp; 1645406 |
| &nbsp;&nbsp;&nbsp; Hua Nan Financial Holdings <br> Co. Ltd. <br>| &nbsp;&nbsp; 72292 | &nbsp;&nbsp; 75786 |
| Huaxia Bank Co. Ltd., Class A  | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7432 |
| ICICI Bank Ltd.  | &nbsp;&nbsp; 45363 | &nbsp;&nbsp; 582336 |
| IDFC First Bank Ltd.  | &nbsp;&nbsp; 32400 | &nbsp;&nbsp; 20279 |
| IndusInd Bank Ltd. (a) | &nbsp;&nbsp; 5854 | &nbsp;&nbsp; 46895 |
| &nbsp;&nbsp;&nbsp; Industrial & Commercial Bank <br> of China Ltd., Class A <br>| &nbsp;&nbsp; 33600 | &nbsp;&nbsp; 37161 |
| &nbsp;&nbsp;&nbsp; Industrial & Commercial Bank <br> of China Ltd., Class H <br>| &nbsp;&nbsp; 547505 | &nbsp;&nbsp; 482659 |
| &nbsp;&nbsp;&nbsp; Industrial Bank Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 12500 | &nbsp;&nbsp; 34061 |
| Industrial Bank of Korea  | &nbsp;&nbsp; 2374 | &nbsp;&nbsp; 34291 |
| ING Groep NV  | &nbsp;&nbsp; 17061 | &nbsp;&nbsp; 441448 |
| Intesa Sanpaolo SpA  | &nbsp;&nbsp; 81405 | &nbsp;&nbsp; 490773 |
| &nbsp;&nbsp;&nbsp; Israel Discount Bank Ltd., <br> Class A <br>| &nbsp;&nbsp; 7044 | &nbsp;&nbsp; 70831 |
| Japan Post Bank Co. Ltd.  | &nbsp;&nbsp; 10400 | &nbsp;&nbsp; 169216 |
| Kasikornbank PCL  | &nbsp;&nbsp; 3212 | &nbsp;&nbsp; 18602 |
| KB Financial Group, Inc.  | &nbsp;&nbsp; 3042 | &nbsp;&nbsp; 298635 |
| KBC Group NV  | &nbsp;&nbsp; 1335 | &nbsp;&nbsp; 162877 |
| Komercni Banka AS  | &nbsp;&nbsp; 792 | &nbsp;&nbsp; 40241 |
| Kotak Mahindra Bank Ltd.  | &nbsp;&nbsp; 44034 | &nbsp;&nbsp; 165759 |
| Krung Thai Bank PCL NVDR  | &nbsp;&nbsp; 36068 | &nbsp;&nbsp; 38571 |
| Kuwait Finance House KSCP  | &nbsp;&nbsp; 93309 | &nbsp;&nbsp; 242615 |
| Lloyds Banking Group PLC  | &nbsp;&nbsp; 344003 | &nbsp;&nbsp; 424790 |
| Malayan Banking Bhd.  | &nbsp;&nbsp; 45189 | &nbsp;&nbsp; 127193 |
| mBank SA (a) | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 46932 |
| &nbsp;&nbsp;&nbsp; Mega Financial Holding Co. <br> Ltd. <br>| &nbsp;&nbsp; 92795 | &nbsp;&nbsp; 112620 |
| Metropolitan Bank & Trust Co.  | &nbsp;&nbsp; 14020 | &nbsp;&nbsp; 14655 |
| &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc. <br>| &nbsp;&nbsp; 65982 | &nbsp;&nbsp; 1114630 |
| Mizrahi Tefahot Bank Ltd.  | &nbsp;&nbsp; 896 | &nbsp;&nbsp; 65203 |
| Mizuho Financial Group, Inc.  | &nbsp;&nbsp; 14600 | &nbsp;&nbsp; 589632 |
| Moneta Money Bank AS (f) | &nbsp;&nbsp; 2917 | &nbsp;&nbsp; 25322 |
| National Australia Bank Ltd.  | &nbsp;&nbsp; 17935 | &nbsp;&nbsp; 514984 |
| National Bank of Canada  | &nbsp;&nbsp; 2249 | &nbsp;&nbsp; 290095 |
| National Bank of Greece SA  | &nbsp;&nbsp; 7675 | &nbsp;&nbsp; 118188 |
| National Bank of Kuwait SAKP  | &nbsp;&nbsp; 71282 | &nbsp;&nbsp; 211282 |
| NatWest Group PLC  | &nbsp;&nbsp; 46688 | &nbsp;&nbsp; 344581 |
| Nedbank Group Ltd.  | &nbsp;&nbsp; 4003 | &nbsp;&nbsp; 62383 |
| Nordea Bank Abp  | &nbsp;&nbsp; 18035 | &nbsp;&nbsp; 307949 |
| NU Holdings Ltd., Class A (a) | &nbsp;&nbsp; 47900 | &nbsp;&nbsp; 688323 |
| OTP Bank Nyrt  | &nbsp;&nbsp; 2041 | &nbsp;&nbsp; 217158 |
| &nbsp;&nbsp;&nbsp; Oversea-Chinese Banking <br> Corp. Ltd. <br>| &nbsp;&nbsp; 19730 | &nbsp;&nbsp; 336765 |
| &nbsp;&nbsp;&nbsp; Ping An Bank Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 9900 | &nbsp;&nbsp; 15942 |
| Piraeus Bank SA  | &nbsp;&nbsp; 10654 | &nbsp;&nbsp; 87257 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 66 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Postal Savings Bank of China <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 12000 | &nbsp;&nbsp; $8932 |
| &nbsp;&nbsp;&nbsp; Postal Savings Bank of China <br> Co. Ltd., Class H (f)<br>| &nbsp;&nbsp; 75675 | &nbsp;&nbsp; 47546 |
| &nbsp;&nbsp;&nbsp; Powszechna Kasa <br> Oszczednosci Bank Polski <br> SA <br>| &nbsp;&nbsp; 6517 | &nbsp;&nbsp; 153498 |
| Public Bank Bhd.  | &nbsp;&nbsp; 111100 | &nbsp;&nbsp; 128997 |
| Punjab National Bank  | &nbsp;&nbsp; 18098 | &nbsp;&nbsp; 19389 |
| &nbsp;&nbsp;&nbsp; Qatar International Islamic <br> Bank QSC <br>| &nbsp;&nbsp; 8620 | &nbsp;&nbsp; 26375 |
| Qatar Islamic Bank QPSC  | &nbsp;&nbsp; 11475 | &nbsp;&nbsp; 71707 |
| Qatar National Bank QPSC  | &nbsp;&nbsp; 40852 | &nbsp;&nbsp; 191189 |
| &nbsp;&nbsp;&nbsp; Raiffeisen Bank International <br> AG <br>| &nbsp;&nbsp; 688 | &nbsp;&nbsp; 29372 |
| RHB Bank Bhd.  | &nbsp;&nbsp; 17271 | &nbsp;&nbsp; 36129 |
| Riyad Bank  | &nbsp;&nbsp; 11123 | &nbsp;&nbsp; 88110 |
| Royal Bank of Canada  | &nbsp;&nbsp; 8217 | &nbsp;&nbsp; 1324094 |
| Santander Bank Polska SA  | &nbsp;&nbsp; 259 | &nbsp;&nbsp; 40891 |
| Saudi Awwal Bank  | &nbsp;&nbsp; 8530 | &nbsp;&nbsp; 85255 |
| Saudi Investment Bank  | &nbsp;&nbsp; 5604 | &nbsp;&nbsp; 19865 |
| Saudi National Bank  | &nbsp;&nbsp; 22889 | &nbsp;&nbsp; 258390 |
| &nbsp;&nbsp;&nbsp; Sberbank of Russia PJSC <br> (a)(c)\*\*<br>| &nbsp;&nbsp; 192160 | &nbsp;&nbsp; — |
| SCB X PCL NVDR  | &nbsp;&nbsp; 10310 | &nbsp;&nbsp; 45322 |
| &nbsp;&nbsp;&nbsp; Shanghai Commercial & <br> Savings Bank Ltd. <br>| &nbsp;&nbsp; 26565 | &nbsp;&nbsp; 32562 |
| &nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Development Bank Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 14400 | &nbsp;&nbsp; 21225 |
| &nbsp;&nbsp;&nbsp; Shanghai Rural Commercial <br> Bank Co. Ltd., Class A <br>| &nbsp;&nbsp; 5400 | &nbsp;&nbsp; 7123 |
| &nbsp;&nbsp;&nbsp; Shinhan Financial Group Co. <br> Ltd. <br>| &nbsp;&nbsp; 3753 | &nbsp;&nbsp; 223684 |
| &nbsp;&nbsp;&nbsp; SinoPac Financial Holdings <br> Co. Ltd. <br>| &nbsp;&nbsp; 122703 | &nbsp;&nbsp; 119133 |
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB, Class A <br>| &nbsp;&nbsp; 8802 | &nbsp;&nbsp; 161634 |
| Societe Generale SA  | &nbsp;&nbsp; 4027 | &nbsp;&nbsp; 293110 |
| Standard Bank Group Ltd.  | &nbsp;&nbsp; 11904 | &nbsp;&nbsp; 213107 |
| Standard Chartered PLC  | &nbsp;&nbsp; 11184 | &nbsp;&nbsp; 232210 |
| State Bank of India  | &nbsp;&nbsp; 14438 | &nbsp;&nbsp; 150576 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. <br>| &nbsp;&nbsp; 21399 | &nbsp;&nbsp; 701903 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Group, <br> Inc. <br>| &nbsp;&nbsp; 3700 | &nbsp;&nbsp; 117584 |
| &nbsp;&nbsp;&nbsp; Svenska Handelsbanken AB, <br> Class A <br>| &nbsp;&nbsp; 8456 | &nbsp;&nbsp; 110784 |
| Swedbank AB, Class A  | &nbsp;&nbsp; 4937 | &nbsp;&nbsp; 167218 |
| Taiwan Business Bank  | &nbsp;&nbsp; 68614 | &nbsp;&nbsp; 32556 |
| &nbsp;&nbsp;&nbsp; Taiwan Cooperative Financial <br> Holding Co. Ltd. <br>| &nbsp;&nbsp; 84073 | &nbsp;&nbsp; 62200 |
| &nbsp;&nbsp;&nbsp; TCS Group Holding PLC GDR <br> (a)(c)\*\*<br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; — |
| TMBThanachart Bank PCL  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp; 27896 |
| Toronto-Dominion Bank  | &nbsp;&nbsp; 9878 | &nbsp;&nbsp; 919601 |
| TS Financial Holding Co. Ltd.  | &nbsp;&nbsp; 175309 | &nbsp;&nbsp; 128947 |
| Turkiye Is Bankasi AS, Class C  | &nbsp;&nbsp; 71659 | &nbsp;&nbsp; 21232 |
| UniCredit SpA  | &nbsp;&nbsp; 8197 | &nbsp;&nbsp; 586227 |
| Union Bank of India Ltd.  | &nbsp;&nbsp; 17524 | &nbsp;&nbsp; 30725 |
| United Overseas Bank Ltd.  | &nbsp;&nbsp; 7300 | &nbsp;&nbsp; 208247 |
| VTB Bank PJSC (a)(c)\*\* | &nbsp;&nbsp; 14053 | &nbsp;&nbsp; — |
| Westpac Banking Corp.  | &nbsp;&nbsp; 19996 | &nbsp;&nbsp; 548550 |
| Woori Financial Group, Inc.  | &nbsp;&nbsp; 5721 | &nbsp;&nbsp; 125415 |
| Yapi ve Kredi Bankasi AS (a) | &nbsp;&nbsp; 23452 | &nbsp;&nbsp; 17550 |
| Yes Bank Ltd. (a) | &nbsp;&nbsp; 126490 | &nbsp;&nbsp; 23231 |
|  |  | &nbsp;&nbsp; 34954931 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Diversified Capital Markets - 0.2%  | Diversified Capital Markets - 0.2%  | Diversified Capital Markets - 0.2%  |
| Banco BTG Pactual SA  | &nbsp;&nbsp; 11208 | &nbsp;&nbsp; $120817 |
| Deutsche Bank AG  | &nbsp;&nbsp; 10590 | &nbsp;&nbsp; 314164 |
| Macquarie Group Ltd.  | &nbsp;&nbsp; 2112 | &nbsp;&nbsp; 297828 |
| Mirae Asset Securities Co. Ltd.  | &nbsp;&nbsp; 1580 | &nbsp;&nbsp; 66961 |
| UBS Group AG  | &nbsp;&nbsp; 18567 | &nbsp;&nbsp; 720431 |
|  |  | &nbsp;&nbsp; 1520201 |
| Diversified Chemicals - 0.1%  | Diversified Chemicals - 0.1%  | Diversified Chemicals - 0.1%  |
| BASF SE  | &nbsp;&nbsp; 5205 | &nbsp;&nbsp; 319566 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Chemical Group <br> Corp. <br>| &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 44906 |
| &nbsp;&nbsp;&nbsp; Ningxia Baofeng Energy <br> Group Co. Ltd., Class A <br>| &nbsp;&nbsp; 3200 | &nbsp;&nbsp; 13464 |
| Pidilite Industries Ltd.  | &nbsp;&nbsp; 2454 | &nbsp;&nbsp; 33247 |
| Sasol Ltd. (a) | &nbsp;&nbsp; 4033 | &nbsp;&nbsp; 52586 |
| SRF Ltd.  | &nbsp;&nbsp; 1201 | &nbsp;&nbsp; 31186 |
|  |  | &nbsp;&nbsp; 494955 |
| Diversified Financial Services - 0.1%  | Diversified Financial Services - 0.1%  | Diversified Financial Services - 0.1%  |
| Bajaj Finserv Ltd.  | &nbsp;&nbsp; 3489 | &nbsp;&nbsp; 60604 |
| Banca Mediolanum SpA  | &nbsp;&nbsp; 1143 | &nbsp;&nbsp; 23085 |
| FirstRand Ltd.  | &nbsp;&nbsp; 44771 | &nbsp;&nbsp; 226569 |
| Jio Financial Services Ltd.  | &nbsp;&nbsp; 26009 | &nbsp;&nbsp; 62123 |
| M&G PLC  | &nbsp;&nbsp; 14762 | &nbsp;&nbsp; 53423 |
| Meritz Financial Group, Inc. (a) | &nbsp;&nbsp; 739 | &nbsp;&nbsp; 56039 |
| ORIX Corp.  | &nbsp;&nbsp; 6800 | &nbsp;&nbsp; 201277 |
| Poste Italiane SpA (f) | &nbsp;&nbsp; 2624 | &nbsp;&nbsp; 61571 |
| Sony Financial Group, Inc.  | &nbsp;&nbsp; 34045 | &nbsp;&nbsp; 31112 |
| &nbsp;&nbsp;&nbsp; Yuanta Financial Holding Co. <br> Ltd. <br>| &nbsp;&nbsp; 92528 | &nbsp;&nbsp; 131534 |
|  |  | &nbsp;&nbsp; 907337 |
| Diversified Metals & Mining - 0.4%  | Diversified Metals & Mining - 0.4%  | Diversified Metals & Mining - 0.4%  |
| Anglo American PLC  | &nbsp;&nbsp; 6525 | &nbsp;&nbsp; 279117 |
| BHP Group Ltd.  | &nbsp;&nbsp; 29724 | &nbsp;&nbsp; 1067618 |
| Boliden AB (a) | &nbsp;&nbsp; 1644 | &nbsp;&nbsp; 85642 |
| &nbsp;&nbsp;&nbsp; Bumi Resources Minerals Tbk. <br> PT (a)<br>| &nbsp;&nbsp; 416700 | &nbsp;&nbsp; 18219 |
| &nbsp;&nbsp;&nbsp; China Northern Rare Earth <br> Group High-Tech Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 13943 |
| &nbsp;&nbsp;&nbsp; Cia de Minas Buenaventura <br> SAA ADR (d)<br>| &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 57664 |
| CMOC Group Ltd., Class A  | &nbsp;&nbsp; 14500 | &nbsp;&nbsp; 36982 |
| CMOC Group Ltd., Class H  | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 69413 |
| Critical Metals Corp. (a) | &nbsp;&nbsp; 1295 | &nbsp;&nbsp; 10282 |
| Glencore PLC (a) | &nbsp;&nbsp; 58258 | &nbsp;&nbsp; 439605 |
| &nbsp;&nbsp;&nbsp; GMK Norilskiy Nickel PAO <br> (a)(c)\*\*<br>| &nbsp;&nbsp; 30500 | &nbsp;&nbsp; — |
| Grupo Mexico SAB de CV  | &nbsp;&nbsp; 27642 | &nbsp;&nbsp; 294047 |
| &nbsp;&nbsp;&nbsp; Henan Shenhuo Coal Industry <br> & Electricity Power Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 18046 |
| &nbsp;&nbsp;&nbsp; Ivanhoe Mines Ltd., Class A <br> (a)<br>| &nbsp;&nbsp; 5082 | &nbsp;&nbsp; 43298 |
| JX Advanced Metals Corp.  | &nbsp;&nbsp; 3200 | &nbsp;&nbsp; 70753 |
| Lifezone Metals Ltd. (a) | &nbsp;&nbsp; 965 | &nbsp;&nbsp; 3242 |
| Lynas Rare Earths Ltd. (a) | &nbsp;&nbsp; 5213 | &nbsp;&nbsp; 70261 |
| &nbsp;&nbsp;&nbsp; MMC Norilsk Nickel PJSC <br> ADR (a)(c)\*\*<br>| &nbsp;&nbsp; 8131 | &nbsp;&nbsp; — |
| MMG Ltd. (a) | &nbsp;&nbsp; 36000 | &nbsp;&nbsp; 34113 |
| Rio Tinto Ltd.  | &nbsp;&nbsp; 2164 | &nbsp;&nbsp; 244060 |
| Rio Tinto PLC  | &nbsp;&nbsp; 6600 | &nbsp;&nbsp; 610039 |
| Saudi Arabian Mining Co. (a) | &nbsp;&nbsp; 12040 | &nbsp;&nbsp; 208088 |
| South32 Ltd.  | &nbsp;&nbsp; 25824 | &nbsp;&nbsp; 77623 |
| &nbsp;&nbsp;&nbsp; Sumitomo Metal Mining Co. <br> Ltd. <br>| &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 81287 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 67 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Teck Resources Ltd., Class B  | &nbsp;&nbsp; 2610 | &nbsp;&nbsp; $134844 |
| Vedanta Ltd.  | &nbsp;&nbsp; 13242 | &nbsp;&nbsp; 92908 |
| &nbsp;&nbsp;&nbsp; Western Mining Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 5178 |
|  |  | &nbsp;&nbsp; 4066272 |
| Diversified Real Estate Activities - 0.1%  | Diversified Real Estate Activities - 0.1%  | Diversified Real Estate Activities - 0.1%  |
| Aldar Properties PJSC (a) | &nbsp;&nbsp; 35099 | &nbsp;&nbsp; 75864 |
| Ayala Land, Inc.  | &nbsp;&nbsp; 55900 | &nbsp;&nbsp; 14948 |
| &nbsp;&nbsp;&nbsp; Daito Trust Construction Co. <br> Ltd. <br>| &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 42079 |
| Daiwa House Industry Co. Ltd.  | &nbsp;&nbsp; 3200 | &nbsp;&nbsp; 100150 |
| DLF Ltd.  | &nbsp;&nbsp; 4972 | &nbsp;&nbsp; 26728 |
| &nbsp;&nbsp;&nbsp; Makkah Construction & <br> Development Co. <br>| &nbsp;&nbsp; 893 | &nbsp;&nbsp; 20217 |
| Mitsubishi Estate Co. Ltd.  | &nbsp;&nbsp; 6200 | &nbsp;&nbsp; 171674 |
| Mitsui Fudosan Co. Ltd.  | &nbsp;&nbsp; 15400 | &nbsp;&nbsp; 163773 |
| Phoenix Mills Ltd.  | &nbsp;&nbsp; 2078 | &nbsp;&nbsp; 33306 |
| &nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. Ltd. <br>| &nbsp;&nbsp; 3500 | &nbsp;&nbsp; 99075 |
| Sun Hung Kai Properties Ltd.  | &nbsp;&nbsp; 8500 | &nbsp;&nbsp; 141550 |
| Wharf Holdings Ltd.  | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 16561 |
|  |  | &nbsp;&nbsp; 905925 |
| Diversified REITs - 0.0%\*  | Diversified REITs - 0.0%\*  | Diversified REITs - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated <br> Commercial Trust <br>| &nbsp;&nbsp; 34912 | &nbsp;&nbsp; 62390 |
| Covivio SA  | &nbsp;&nbsp; 331 | &nbsp;&nbsp; 19719 |
| &nbsp;&nbsp;&nbsp; Fibra Uno Administracion SA <br> de CV <br>| &nbsp;&nbsp; 24600 | &nbsp;&nbsp; 39774 |
| Land Securities Group PLC  | &nbsp;&nbsp; 3910 | &nbsp;&nbsp; 28735 |
| Stockland  | &nbsp;&nbsp; 15234 | &nbsp;&nbsp; 45395 |
|  |  | &nbsp;&nbsp; 196013 |
| Diversified Support Services - 0.0%\*  | Diversified Support Services - 0.0%\*  | Diversified Support Services - 0.0%\*  |
| Brambles Ltd.  | &nbsp;&nbsp; 7871 | &nbsp;&nbsp; 122625 |
| &nbsp;&nbsp;&nbsp; Element Fleet Management <br> Corp. <br>| &nbsp;&nbsp; 2547 | &nbsp;&nbsp; 55063 |
| RB Global, Inc.  | &nbsp;&nbsp; 2242 | &nbsp;&nbsp; 214613 |
|  |  | &nbsp;&nbsp; 392301 |
| Drug Retail - 0.0%\*  | Drug Retail - 0.0%\*  | Drug Retail - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Alibaba Health Information <br> Technology Ltd. (a)<br>| &nbsp;&nbsp; 38000 | &nbsp;&nbsp; 22918 |
| Clicks Group Ltd.  | &nbsp;&nbsp; 2503 | &nbsp;&nbsp; 42326 |
| &nbsp;&nbsp;&nbsp; JD Health International, Inc. <br> (a)(f)<br>| &nbsp;&nbsp; 9950 | &nbsp;&nbsp; 60741 |
| MatsukiyoCocokara & Co.  | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 26992 |
| Raia Drogasil SA  | &nbsp;&nbsp; 9998 | &nbsp;&nbsp; 45051 |
| Tsuruha Holdings, Inc.  | &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 21829 |
|  |  | &nbsp;&nbsp; 219857 |
| Education Services - 0.0%\*  | Education Services - 0.0%\*  | Education Services - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; New Oriental Education & <br> Technology Group, Inc. <br>| &nbsp;&nbsp; 10700 | &nbsp;&nbsp; 60615 |
| Pearson PLC  | &nbsp;&nbsp; 3715 | &nbsp;&nbsp; 48797 |
| &nbsp;&nbsp;&nbsp; TAL Education Group ADR <br> (a)(d)<br>| &nbsp;&nbsp; 3800 | &nbsp;&nbsp; 43206 |
|  |  | &nbsp;&nbsp; 152618 |
| Electric Utilities - 0.4%  | Electric Utilities - 0.4%  | Electric Utilities - 0.4%  |
| Acciona SA  | &nbsp;&nbsp; 155 | &nbsp;&nbsp; 40630 |
| Axia Energia  | &nbsp;&nbsp; 11827 | &nbsp;&nbsp; 132630 |
| BKW AG  | &nbsp;&nbsp; 125 | &nbsp;&nbsp; 24524 |
| CEZ AS  | &nbsp;&nbsp; 1188 | &nbsp;&nbsp; 66862 |
| Chubu Electric Power Co., Inc.  | &nbsp;&nbsp; 3900 | &nbsp;&nbsp; 64143 |
| &nbsp;&nbsp;&nbsp; Cia Paranaense de Energia - <br> Copel <br>| &nbsp;&nbsp; 11700 | &nbsp;&nbsp; 34572 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| CK Infrastructure Holdings Ltd.  | &nbsp;&nbsp; 3500 | &nbsp;&nbsp; $28071 |
| CLP Holdings Ltd.  | &nbsp;&nbsp; 9500 | &nbsp;&nbsp; 89453 |
| Contact Energy Ltd.  | &nbsp;&nbsp; 4959 | &nbsp;&nbsp; 26167 |
| CPFL Energia SA  | &nbsp;&nbsp; 2500 | &nbsp;&nbsp; 23344 |
| EDP SA  | &nbsp;&nbsp; 18113 | &nbsp;&nbsp; 95546 |
| Elia Group SA (a) | &nbsp;&nbsp; 241 | &nbsp;&nbsp; 36900 |
| Emera, Inc.  | &nbsp;&nbsp; 1705 | &nbsp;&nbsp; 88100 |
| Endesa SA  | &nbsp;&nbsp; 1827 | &nbsp;&nbsp; 75951 |
| Enel Chile SA  | &nbsp;&nbsp; 255380 | &nbsp;&nbsp; 19553 |
| Enel SpA  | &nbsp;&nbsp; 47537 | &nbsp;&nbsp; 518073 |
| Energisa SA  | &nbsp;&nbsp; 2713 | &nbsp;&nbsp; 27255 |
| Equatorial SA  | &nbsp;&nbsp; 11213 | &nbsp;&nbsp; 87545 |
| Fortis, Inc.  | &nbsp;&nbsp; 2968 | &nbsp;&nbsp; 165058 |
| Fortum OYJ  | &nbsp;&nbsp; 2575 | &nbsp;&nbsp; 65642 |
| Hydro One Ltd. (f) | &nbsp;&nbsp; 1879 | &nbsp;&nbsp; 77352 |
| Iberdrola SA  | &nbsp;&nbsp; 37644 | &nbsp;&nbsp; 859106 |
| Inter RAO UES PJSC (a)(c)\*\* | &nbsp;&nbsp; 467243 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Interconexion Electrica SA <br> ESP <br>| &nbsp;&nbsp; 4716 | &nbsp;&nbsp; 36093 |
| Kansai Electric Power Co., Inc.  | &nbsp;&nbsp; 5500 | &nbsp;&nbsp; 91222 |
| Korea Electric Power Corp.  | &nbsp;&nbsp; 2189 | &nbsp;&nbsp; 62234 |
| Manila Electric Co.  | &nbsp;&nbsp; 2390 | &nbsp;&nbsp; 24293 |
| Origin Energy Ltd.  | &nbsp;&nbsp; 9929 | &nbsp;&nbsp; 84815 |
| &nbsp;&nbsp;&nbsp; PGE Polska Grupa <br> Energetyczna SA (a)<br>| &nbsp;&nbsp; 10086 | &nbsp;&nbsp; 28488 |
| Power Assets Holdings Ltd.  | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 62424 |
| Power Grid Corp. of India Ltd.  | &nbsp;&nbsp; 39823 | &nbsp;&nbsp; 125374 |
| Public Power Corp. SA  | &nbsp;&nbsp; 1890 | &nbsp;&nbsp; 39389 |
| Redeia Corp. SA  | &nbsp;&nbsp; 2552 | &nbsp;&nbsp; 43121 |
| Saudi Energy Co.  | &nbsp;&nbsp; 6652 | &nbsp;&nbsp; 30257 |
| SSE PLC  | &nbsp;&nbsp; 7035 | &nbsp;&nbsp; 242290 |
| Tata Power Co. Ltd.  | &nbsp;&nbsp; 14815 | &nbsp;&nbsp; 59640 |
| Tenaga Nasional Bhd.  | &nbsp;&nbsp; 25400 | &nbsp;&nbsp; 87485 |
| &nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale <br>| &nbsp;&nbsp; 8124 | &nbsp;&nbsp; 92624 |
| Torrent Power Ltd.  | &nbsp;&nbsp; 1639 | &nbsp;&nbsp; 22768 |
| Verbund AG  | &nbsp;&nbsp; 428 | &nbsp;&nbsp; 32604 |
|  |  | &nbsp;&nbsp; 3811598 |
| Electrical Components & Equipment - 0.3%  | Electrical Components & Equipment - 0.3%  | Electrical Components & Equipment - 0.3%  |
| ABB Ltd.  | &nbsp;&nbsp; 9169 | &nbsp;&nbsp; 741848 |
| Bizlink Holding, Inc.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 57421 |
| &nbsp;&nbsp;&nbsp; CG Power & Industrial <br> Solutions Ltd. <br>| &nbsp;&nbsp; 7135 | &nbsp;&nbsp; 49685 |
| &nbsp;&nbsp;&nbsp; CNGR Advanced Material Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 280 | &nbsp;&nbsp; 2026 |
| &nbsp;&nbsp;&nbsp; Contemporary Amperex <br> Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2400 | &nbsp;&nbsp; 142029 |
| &nbsp;&nbsp;&nbsp; Contemporary Amperex <br> Technology Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 700 | &nbsp;&nbsp; 55803 |
| Ecopro BM Co. Ltd.  | &nbsp;&nbsp; 456 | &nbsp;&nbsp; 59742 |
| Ecopro Co. Ltd.  | &nbsp;&nbsp; 831 | &nbsp;&nbsp; 80228 |
| Eve Energy Co. Ltd., Class A  | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 918 |
| Fortune Electric Co. Ltd.  | &nbsp;&nbsp; 1320 | &nbsp;&nbsp; 33732 |
| Fuji Electric Co. Ltd.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 62894 |
| Fujikura Ltd.  | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 246919 |
| &nbsp;&nbsp;&nbsp; Goneo Group Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 812 | &nbsp;&nbsp; 4950 |
| Havells India Ltd.  | &nbsp;&nbsp; 1894 | &nbsp;&nbsp; 23775 |
| &nbsp;&nbsp;&nbsp; Jiangsu Zhongtian Technology <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 4400 | &nbsp;&nbsp; 19510 |
| Legrand SA  | &nbsp;&nbsp; 1528 | &nbsp;&nbsp; 236632 |
| LG Energy Solution Ltd. (a) | &nbsp;&nbsp; 383 | &nbsp;&nbsp; 104778 |
| LS Electric Co. Ltd.  | &nbsp;&nbsp; 134 | &nbsp;&nbsp; 66978 |
| NIDEC Corp.  | &nbsp;&nbsp; 5300 | &nbsp;&nbsp; 67138 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 68 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Ningbo Deye Technology Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 705 | &nbsp;&nbsp; $13565 |
| Polycab India Ltd.  | &nbsp;&nbsp; 418 | &nbsp;&nbsp; 30586 |
| POSCO Future M Co. Ltd.  | &nbsp;&nbsp; 279 | &nbsp;&nbsp; 38541 |
| Prysmian SpA  | &nbsp;&nbsp; 1638 | &nbsp;&nbsp; 192822 |
| &nbsp;&nbsp;&nbsp; Sungrow Power Supply Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 660 | &nbsp;&nbsp; 14683 |
| T1 Energy, Inc. (a) | &nbsp;&nbsp; 4831 | &nbsp;&nbsp; 21208 |
| TBEA Co. Ltd., Class A  | &nbsp;&nbsp; 5460 | &nbsp;&nbsp; 21354 |
| &nbsp;&nbsp;&nbsp; Teco Electric & Machinery Co. <br> Ltd. <br>| &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 15710 |
| WEG SA  | &nbsp;&nbsp; 14646 | &nbsp;&nbsp; 143068 |
| &nbsp;&nbsp;&nbsp; Zhejiang Chint Electrics Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 8596 |
| &nbsp;&nbsp;&nbsp; Zhejiang Huayou Cobalt Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 1530 | &nbsp;&nbsp; 13319 |
|  |  | &nbsp;&nbsp; 2570458 |
| Electronic Components - 0.3%  | Electronic Components - 0.3%  | Electronic Components - 0.3%  |
| &nbsp;&nbsp;&nbsp; Avary Holding Shenzhen Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 2900 | &nbsp;&nbsp; 22412 |
| &nbsp;&nbsp;&nbsp; BOE Technology Group Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 28600 | &nbsp;&nbsp; 16325 |
| &nbsp;&nbsp;&nbsp; Chaozhou Three-Circle Group <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 2200 | &nbsp;&nbsp; 17263 |
| &nbsp;&nbsp;&nbsp; Delta Electronics Thailand <br> PCL NVDR <br>| &nbsp;&nbsp; 26640 | &nbsp;&nbsp; 216370 |
| Delta Electronics, Inc.  | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 721446 |
| E Ink Holdings, Inc.  | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 30534 |
| Elite Material Co. Ltd.  | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 256039 |
| &nbsp;&nbsp;&nbsp; Eoptolink Technology, Inc. Ltd., <br> Class A <br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 39828 |
| Gold Circuit Electronics Ltd.  | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 84594 |
| Ibiden Co. Ltd.  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 74879 |
| Innolux Corp.  | &nbsp;&nbsp; 75293 | &nbsp;&nbsp; 57785 |
| Kyocera Corp.  | &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 113194 |
| Largan Precision Co. Ltd.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 68593 |
| &nbsp;&nbsp;&nbsp; Lens Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 4960 | &nbsp;&nbsp; 20628 |
| LG Display Co. Ltd. (a) | &nbsp;&nbsp; 2053 | &nbsp;&nbsp; 15075 |
| &nbsp;&nbsp;&nbsp; Lingyi iTech Guangdong Co., <br> Class A <br>| &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 15192 |
| Lotes Co. Ltd.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 66737 |
| &nbsp;&nbsp;&nbsp; Luxshare Precision Industry <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 5600 | &nbsp;&nbsp; 41148 |
| Murata Manufacturing Co. Ltd.  | &nbsp;&nbsp; 9700 | &nbsp;&nbsp; 217114 |
| &nbsp;&nbsp;&nbsp; Samsung Electro-Mechanics <br> Co. Ltd. <br>| &nbsp;&nbsp; 466 | &nbsp;&nbsp; 133513 |
| Samsung SDI Co. Ltd. (a) | &nbsp;&nbsp; 522 | &nbsp;&nbsp; 144638 |
| &nbsp;&nbsp;&nbsp; Shengyi Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 11244 |
| &nbsp;&nbsp;&nbsp; Shennan Circuits Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 340 | &nbsp;&nbsp; 11104 |
| &nbsp;&nbsp;&nbsp; Sunny Optical Technology <br> Group Co. Ltd. <br>| &nbsp;&nbsp; 7100 | &nbsp;&nbsp; 49509 |
| TDK Corp.  | &nbsp;&nbsp; 11300 | &nbsp;&nbsp; 146435 |
| Unimicron Technology Corp.  | &nbsp;&nbsp; 11338 | &nbsp;&nbsp; 165902 |
| &nbsp;&nbsp;&nbsp; Victory Giant Technology <br> Huizhou Co. Ltd., Class A <br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 18705 |
| Yageo Corp.  | &nbsp;&nbsp; 14572 | &nbsp;&nbsp; 115154 |
| &nbsp;&nbsp;&nbsp; Zhen Ding Technology Holding <br> Ltd. <br>| &nbsp;&nbsp; 5665 | &nbsp;&nbsp; 37858 |
|  |  | &nbsp;&nbsp; 2929218 |
| Electronic Equipment & Instruments - 0.1%  | Electronic Equipment & Instruments - 0.1%  | Electronic Equipment & Instruments - 0.1%  |
| Chroma ATE, Inc.  | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 143953 |
| Halma PLC  | &nbsp;&nbsp; 2198 | &nbsp;&nbsp; 111750 |
| Hexagon AB, Class B  | &nbsp;&nbsp; 12035 | &nbsp;&nbsp; 116393 |
| Keyence Corp.  | &nbsp;&nbsp; 1182 | &nbsp;&nbsp; 419664 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Shimadzu Corp.  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; $35558 |
| &nbsp;&nbsp;&nbsp; SUPCON Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 1570 | &nbsp;&nbsp; 14863 |
| &nbsp;&nbsp;&nbsp; TCL Technology Group Corp., <br> Class A <br>| &nbsp;&nbsp; 14329 | &nbsp;&nbsp; 8936 |
| &nbsp;&nbsp;&nbsp; Wuhan Guide Infrared Co. <br> Ltd., Class A (a)<br>| &nbsp;&nbsp; 4550 | &nbsp;&nbsp; 8445 |
| Yokogawa Electric Corp.  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 46244 |
| &nbsp;&nbsp;&nbsp; Zhejiang Dahua Technology <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 2800 | &nbsp;&nbsp; 6921 |
|  |  | &nbsp;&nbsp; 912727 |
| Electronic Manufacturing Services - 0.1%  | Electronic Manufacturing Services - 0.1%  | Electronic Manufacturing Services - 0.1%  |
| &nbsp;&nbsp;&nbsp; AAC Technologies Holdings, <br> Inc. <br>| &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 25739 |
| Celestica, Inc. (a) | &nbsp;&nbsp; 669 | &nbsp;&nbsp; 188119 |
| Fabrinet (a) | &nbsp;&nbsp; 859 | &nbsp;&nbsp; 447986 |
| &nbsp;&nbsp;&nbsp; Foxconn Industrial Internet Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 5500 | &nbsp;&nbsp; 42462 |
| GoerTek, Inc., Class A  | &nbsp;&nbsp; 2448 | &nbsp;&nbsp; 8154 |
| &nbsp;&nbsp;&nbsp; Hon Hai Precision Industry Co. <br> Ltd. <br>| &nbsp;&nbsp; 107000 | &nbsp;&nbsp; 654066 |
| &nbsp;&nbsp;&nbsp; Wingtech Technology Co. Ltd., <br> Class A (a)<br>| &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 5448 |
|  |  | &nbsp;&nbsp; 1371974 |
| Environmental & Facilities Services - 0.0%\*  | Environmental & Facilities Services - 0.0%\*  | Environmental & Facilities Services - 0.0%\*  |
| Rentokil Initial PLC  | &nbsp;&nbsp; 14588 | &nbsp;&nbsp; 90197 |
| &nbsp;&nbsp;&nbsp; Zhejiang Weiming <br> Environment Protection Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 8409 |
|  |  | &nbsp;&nbsp; 98606 |
| Fertilizers & Agricultural Chemicals - 0.1%  | Fertilizers & Agricultural Chemicals - 0.1%  | Fertilizers & Agricultural Chemicals - 0.1%  |
| Coromandel International Ltd.  | &nbsp;&nbsp; 1085 | &nbsp;&nbsp; 22095 |
| ICL Group Ltd.  | &nbsp;&nbsp; 3878 | &nbsp;&nbsp; 19931 |
| Nutrien Ltd.  | &nbsp;&nbsp; 2830 | &nbsp;&nbsp; 212947 |
| PhosAgro PJSC (a)(c)\*\* | &nbsp;&nbsp; 13 | &nbsp;&nbsp; — |
| PhosAgro PJSC GDR (a)(c)\*\* | &nbsp;&nbsp; 1956 | &nbsp;&nbsp; — |
| PI Industries Ltd.  | &nbsp;&nbsp; 788 | &nbsp;&nbsp; 22809 |
| &nbsp;&nbsp;&nbsp; Qinghai Salt Lake Industry Co. <br> Ltd., Class A (a)<br>| &nbsp;&nbsp; 3300 | &nbsp;&nbsp; 17981 |
| SABIC Agri-Nutrients Co.  | &nbsp;&nbsp; 2118 | &nbsp;&nbsp; 81339 |
| &nbsp;&nbsp;&nbsp; Shandong Hualu Hengsheng <br> Chemical Co. Ltd., Class A <br>| &nbsp;&nbsp; 2470 | &nbsp;&nbsp; 12946 |
| UPL Ltd.  | &nbsp;&nbsp; 4421 | &nbsp;&nbsp; 26818 |
| Yara International ASA  | &nbsp;&nbsp; 1041 | &nbsp;&nbsp; 60488 |
|  |  | &nbsp;&nbsp; 477354 |
| Financial Exchanges & Data - 0.2%  | Financial Exchanges & Data - 0.2%  | Financial Exchanges & Data - 0.2%  |
| ASX Ltd.  | &nbsp;&nbsp; 1242 | &nbsp;&nbsp; 44733 |
| B3 SA - Brasil Bolsa Balcao  | &nbsp;&nbsp; 43000 | &nbsp;&nbsp; 151514 |
| BSE Ltd.  | &nbsp;&nbsp; 1766 | &nbsp;&nbsp; 50843 |
| Deutsche Boerse AG  | &nbsp;&nbsp; 1099 | &nbsp;&nbsp; 320930 |
| &nbsp;&nbsp;&nbsp; East Money Information Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 10388 | &nbsp;&nbsp; 28721 |
| Euronext NV (f) | &nbsp;&nbsp; 447 | &nbsp;&nbsp; 71553 |
| &nbsp;&nbsp;&nbsp; Hithink RoyalFlush Information <br> Network Co. Ltd., Class A <br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 21864 |
| &nbsp;&nbsp;&nbsp; Hong Kong Exchanges & <br> Clearing Ltd. <br>| &nbsp;&nbsp; 6983 | &nbsp;&nbsp; 352323 |
| Japan Exchange Group, Inc.  | &nbsp;&nbsp; 5600 | &nbsp;&nbsp; 65239 |
| &nbsp;&nbsp;&nbsp; London Stock Exchange <br> Group PLC <br>| &nbsp;&nbsp; 2674 | &nbsp;&nbsp; 314597 |
| &nbsp;&nbsp;&nbsp; Moscow Exchange <br> MICEX-RTS PJSC (a)(c)\*\*<br>| &nbsp;&nbsp; 17461 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Saudi Tadawul Group Holding <br> Co. <br>| &nbsp;&nbsp; 423 | &nbsp;&nbsp; 15663 |
| Singapore Exchange Ltd.  | &nbsp;&nbsp; 4936 | &nbsp;&nbsp; 75040 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 69 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| TMX Group Ltd.  | &nbsp;&nbsp; 1786 | &nbsp;&nbsp; $63132 |
|  |  | &nbsp;&nbsp; 1576152 |
| Food Distributors - 0.0%\*  | Food Distributors - 0.0%\*  | Food Distributors - 0.0%\*  |
| Bid Corp. Ltd.  | &nbsp;&nbsp; 1882 | &nbsp;&nbsp; 44812 |
| Food Retail - 0.2%  | Food Retail - 0.2%  | Food Retail - 0.2%  |
| Alimentation Couche-Tard, Inc.  | &nbsp;&nbsp; 4249 | &nbsp;&nbsp; 240073 |
| Avenue Supermarts Ltd. (a)(f) | &nbsp;&nbsp; 1195 | &nbsp;&nbsp; 50301 |
| BIM Birlesik Magazalar AS  | &nbsp;&nbsp; 4120 | &nbsp;&nbsp; 63449 |
| Coles Group Ltd.  | &nbsp;&nbsp; 7772 | &nbsp;&nbsp; 116998 |
| CP ALL PCL NVDR  | &nbsp;&nbsp; 44524 | &nbsp;&nbsp; 62091 |
| Dino Polska SA (a)(f) | &nbsp;&nbsp; 3060 | &nbsp;&nbsp; 27537 |
| Empire Co. Ltd., Class A  | &nbsp;&nbsp; 669 | &nbsp;&nbsp; 23888 |
| George Weston Ltd.  | &nbsp;&nbsp; 1058 | &nbsp;&nbsp; 74508 |
| &nbsp;&nbsp;&nbsp; Grupo Comercial Chedraui SA <br> de CV <br>| &nbsp;&nbsp; 2700 | &nbsp;&nbsp; 15759 |
| J Sainsbury PLC  | &nbsp;&nbsp; 11138 | &nbsp;&nbsp; 49791 |
| Jeronimo Martins SGPS SA  | &nbsp;&nbsp; 1582 | &nbsp;&nbsp; 37708 |
| Kesko OYJ, Class B  | &nbsp;&nbsp; 1509 | &nbsp;&nbsp; 33407 |
| Koninklijke Ahold Delhaize NV  | &nbsp;&nbsp; 5194 | &nbsp;&nbsp; 241117 |
| Loblaw Cos. Ltd.  | &nbsp;&nbsp; 3394 | &nbsp;&nbsp; 154238 |
| Marks & Spencer Group PLC  | &nbsp;&nbsp; 13239 | &nbsp;&nbsp; 59430 |
| Metro, Inc.  | &nbsp;&nbsp; 1256 | &nbsp;&nbsp; 85662 |
| President Chain Store Corp.  | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 42258 |
| Seven & i Holdings Co. Ltd.  | &nbsp;&nbsp; 12151 | &nbsp;&nbsp; 163031 |
| Shoprite Holdings Ltd.  | &nbsp;&nbsp; 4310 | &nbsp;&nbsp; 69869 |
| Sumber Alfaria Trijaya Tbk. PT  | &nbsp;&nbsp; 150100 | &nbsp;&nbsp; 13172 |
| Tesco PLC  | &nbsp;&nbsp; 37213 | &nbsp;&nbsp; 233019 |
| Woolworths Group Ltd.  | &nbsp;&nbsp; 7104 | &nbsp;&nbsp; 178079 |
| Zabka Group SA (a) | &nbsp;&nbsp; 3460 | &nbsp;&nbsp; 20619 |
|  |  | &nbsp;&nbsp; 2056004 |
| Footwear - 0.0%\*  | Footwear - 0.0%\*  | Footwear - 0.0%\*  |
| Asics Corp.  | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 107280 |
| Birkenstock Holding PLC (a) | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 14332 |
| On Holding AG, Class A (a) | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 40824 |
|  |  | &nbsp;&nbsp; 162436 |
| Forest Products - 0.0%\*  | Forest Products - 0.0%\*  | Forest Products - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Svenska Cellulosa AB SCA, <br> Class B <br>| &nbsp;&nbsp; 3945 | &nbsp;&nbsp; 45454 |
| Gas Utilities - 0.1%  | Gas Utilities - 0.1%  | Gas Utilities - 0.1%  |
| AltaGas Ltd.  | &nbsp;&nbsp; 1809 | &nbsp;&nbsp; 62545 |
| APA Group  | &nbsp;&nbsp; 7501 | &nbsp;&nbsp; 51294 |
| &nbsp;&nbsp;&nbsp; Beijing Enterprises Holdings <br> Ltd. <br>| &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 11471 |
| &nbsp;&nbsp;&nbsp; Brookfield Infrastructure Corp., <br> Class A <br>| &nbsp;&nbsp; 2887 | &nbsp;&nbsp; 114094 |
| China Gas Holdings Ltd.  | &nbsp;&nbsp; 25616 | &nbsp;&nbsp; 23410 |
| &nbsp;&nbsp;&nbsp; China Resources Gas Group <br> Ltd. <br>| &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 18765 |
| ENN Energy Holdings Ltd.  | &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 58633 |
| GAIL India Ltd.  | &nbsp;&nbsp; 27049 | &nbsp;&nbsp; 39645 |
| &nbsp;&nbsp;&nbsp; Hong Kong & China Gas Co. <br> Ltd. <br>| &nbsp;&nbsp; 71650 | &nbsp;&nbsp; 65185 |
| Italgas SpA  | &nbsp;&nbsp; 3833 | &nbsp;&nbsp; 44509 |
| Kunlun Energy Co. Ltd.  | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 36554 |
| Naturgy Energy Group SA  | &nbsp;&nbsp; 1517 | &nbsp;&nbsp; 45270 |
| Osaka Gas Co. Ltd.  | &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 84854 |
| Petronas Gas Bhd.  | &nbsp;&nbsp; 6549 | &nbsp;&nbsp; 29049 |
| Snam SpA  | &nbsp;&nbsp; 11631 | &nbsp;&nbsp; 87832 |
| Tokyo Gas Co. Ltd.  | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 84568 |
|  |  | &nbsp;&nbsp; 857678 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Gold - 0.4%  | Gold - 0.4%  | Gold - 0.4%  |
| Agnico Eagle Mines Ltd.  | &nbsp;&nbsp; 2922 | &nbsp;&nbsp; $591226 |
| Alamos Gold, Inc., Class A  | &nbsp;&nbsp; 2402 | &nbsp;&nbsp; 106524 |
| Anglogold Ashanti PLC  | &nbsp;&nbsp; 7063 | &nbsp;&nbsp; 693228 |
| Barrick Mining Corp.  | &nbsp;&nbsp; 9878 | &nbsp;&nbsp; 402396 |
| Caledonia Mining Corp. PLC  | &nbsp;&nbsp; 439 | &nbsp;&nbsp; 9917 |
| &nbsp;&nbsp;&nbsp; China Gold International <br> Resources Corp. Ltd. <br>| &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 29704 |
| Endeavour Mining PLC  | &nbsp;&nbsp; 1238 | &nbsp;&nbsp; 74313 |
| Evolution Mining Ltd.  | &nbsp;&nbsp; 11755 | &nbsp;&nbsp; 105076 |
| Franco-Nevada Corp.  | &nbsp;&nbsp; 1159 | &nbsp;&nbsp; 286065 |
| Gold Fields Ltd.  | &nbsp;&nbsp; 7596 | &nbsp;&nbsp; 345050 |
| Harmony Gold Mining Co. Ltd.  | &nbsp;&nbsp; 4597 | &nbsp;&nbsp; 69423 |
| Kinross Gold Corp.  | &nbsp;&nbsp; 7070 | &nbsp;&nbsp; 215461 |
| Lundin Gold, Inc.  | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 53325 |
| Northern Star Resources Ltd.  | &nbsp;&nbsp; 7872 | &nbsp;&nbsp; 113596 |
| Novagold Resources, Inc. (a) | &nbsp;&nbsp; 6680 | &nbsp;&nbsp; 59986 |
| Pan American Silver Corp.  | &nbsp;&nbsp; 2450 | &nbsp;&nbsp; 133600 |
| Polyus PJSC GDR (a)(c)\*\* | &nbsp;&nbsp; 977 | &nbsp;&nbsp; — |
| Polyus PJSC (a)(c)\*\* | &nbsp;&nbsp; 1220 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Shandong Gold Mining Co. <br> Ltd., Class H (f)<br>| &nbsp;&nbsp; 8500 | &nbsp;&nbsp; 35856 |
| SSR Mining, Inc. (a) | &nbsp;&nbsp; 4883 | &nbsp;&nbsp; 143560 |
| Vox Royalty Corp.  | &nbsp;&nbsp; 1313 | &nbsp;&nbsp; 6880 |
| &nbsp;&nbsp;&nbsp; Wheaton Precious Metals <br> Corp. <br>| &nbsp;&nbsp; 2619 | &nbsp;&nbsp; 342682 |
| &nbsp;&nbsp;&nbsp; Zhaojin Mining Industry Co. <br> Ltd., Class H <br>| &nbsp;&nbsp; 13500 | &nbsp;&nbsp; 56094 |
| &nbsp;&nbsp;&nbsp; Zhongjin Gold Corp. Ltd., <br> Class A <br>| &nbsp;&nbsp; 4900 | &nbsp;&nbsp; 19390 |
| &nbsp;&nbsp;&nbsp; Zijin Gold International Co. <br> Ltd. (a)<br>| &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 45523 |
| &nbsp;&nbsp;&nbsp; Zijin Mining Group Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 6300 | &nbsp;&nbsp; 30602 |
| &nbsp;&nbsp;&nbsp; Zijin Mining Group Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 55119 | &nbsp;&nbsp; 247984 |
|  |  | &nbsp;&nbsp; 4217461 |
| Healthcare Distributors - 0.0%\*  | Healthcare Distributors - 0.0%\*  | Healthcare Distributors - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Huadong Medicine Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 8761 |
| Sigma Healthcare Ltd.  | &nbsp;&nbsp; 33450 | &nbsp;&nbsp; 61362 |
| &nbsp;&nbsp;&nbsp; Sinopharm Group Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 11600 | &nbsp;&nbsp; 30098 |
|  |  | &nbsp;&nbsp; 100221 |
| Healthcare Equipment - 0.1%  | Healthcare Equipment - 0.1%  | Healthcare Equipment - 0.1%  |
| BioMerieux  | &nbsp;&nbsp; 229 | &nbsp;&nbsp; 24388 |
| Cochlear Ltd.  | &nbsp;&nbsp; 423 | &nbsp;&nbsp; 49410 |
| Demant AS (a) | &nbsp;&nbsp; 524 | &nbsp;&nbsp; 15830 |
| &nbsp;&nbsp;&nbsp; Fisher & Paykel Healthcare <br> Corp. Ltd. <br>| &nbsp;&nbsp; 3380 | &nbsp;&nbsp; 72755 |
| &nbsp;&nbsp;&nbsp; Jiangsu Yuyue Medical <br> Equipment & Supply Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 2967 |
| Koninklijke Philips NV  | &nbsp;&nbsp; 4464 | &nbsp;&nbsp; 121715 |
| Olympus Corp.  | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 66530 |
| &nbsp;&nbsp;&nbsp; Shanghai United Imaging <br> Healthcare Co. Ltd., Class A <br>| &nbsp;&nbsp; 832 | &nbsp;&nbsp; 13577 |
| &nbsp;&nbsp;&nbsp; Shenzhen Mindray <br> Bio-Medical Electronics Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 14449 |
| Siemens Healthineers AG (f) | &nbsp;&nbsp; 1951 | &nbsp;&nbsp; 82979 |
| Smith & Nephew PLC  | &nbsp;&nbsp; 4648 | &nbsp;&nbsp; 73370 |
| Sonova Holding AG  | &nbsp;&nbsp; 291 | &nbsp;&nbsp; 66026 |
| Straumann Holding AG  | &nbsp;&nbsp; 654 | &nbsp;&nbsp; 68087 |
| Sysmex Corp.  | &nbsp;&nbsp; 2800 | &nbsp;&nbsp; 24359 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 70 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Terumo Corp.  | &nbsp;&nbsp; 7700 | &nbsp;&nbsp; $103197 |
|  |  | &nbsp;&nbsp; 799639 |
| Healthcare Facilities - 0.0%\*  | Healthcare Facilities - 0.0%\*  | Healthcare Facilities - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Aier Eye Hospital Group Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 1782 | &nbsp;&nbsp; 2470 |
| &nbsp;&nbsp;&nbsp; Apollo Hospitals Enterprise <br> Ltd. <br>| &nbsp;&nbsp; 971 | &nbsp;&nbsp; 76711 |
| &nbsp;&nbsp;&nbsp; Bangkok Dusit Medical <br> Services PCL NVDR <br>| &nbsp;&nbsp; 90255 | &nbsp;&nbsp; 51449 |
| &nbsp;&nbsp;&nbsp; Bumrungrad Hospital PCL <br> NVDR <br>| &nbsp;&nbsp; 5097 | &nbsp;&nbsp; 25456 |
| &nbsp;&nbsp;&nbsp; Dr. Sulaiman Al Habib Medical <br> Services Group Co. <br>| &nbsp;&nbsp; 883 | &nbsp;&nbsp; 60680 |
| Fortis Healthcare Ltd.  | &nbsp;&nbsp; 4586 | &nbsp;&nbsp; 38833 |
| IHH Healthcare Bhd.  | &nbsp;&nbsp; 22100 | &nbsp;&nbsp; 49205 |
| Max Healthcare Institute Ltd.  | &nbsp;&nbsp; 6580 | &nbsp;&nbsp; 67516 |
| &nbsp;&nbsp;&nbsp; Mouwasat Medical Services <br> Co. <br>| &nbsp;&nbsp; 678 | &nbsp;&nbsp; 13126 |
| Rede D'Or Sao Luiz SA (f) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 52239 |
|  |  | &nbsp;&nbsp; 437685 |
| Healthcare Services - 0.0%\*  | Healthcare Services - 0.0%\*  | Healthcare Services - 0.0%\*  |
| Fresenius Medical Care AG  | &nbsp;&nbsp; 1417 | &nbsp;&nbsp; 64012 |
| Fresenius SE & Co. KGaA  | &nbsp;&nbsp; 2449 | &nbsp;&nbsp; 126691 |
| Nano-X Imaging Ltd. (a) | &nbsp;&nbsp; 1647 | &nbsp;&nbsp; 3739 |
| Sonic Healthcare Ltd.  | &nbsp;&nbsp; 2622 | &nbsp;&nbsp; 36983 |
|  |  | &nbsp;&nbsp; 231425 |
| Healthcare Supplies - 0.1%  | Healthcare Supplies - 0.1%  | Healthcare Supplies - 0.1%  |
| Coloplast AS, Class B  | &nbsp;&nbsp; 814 | &nbsp;&nbsp; 55276 |
| EssilorLuxottica SA  | &nbsp;&nbsp; 1759 | &nbsp;&nbsp; 408597 |
| HLB, Inc. (a) | &nbsp;&nbsp; 793 | &nbsp;&nbsp; 26198 |
| Hoya Corp.  | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 345882 |
| &nbsp;&nbsp;&nbsp; Shandong Weigao Group <br> Medical Polymer Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 7694 |
| &nbsp;&nbsp;&nbsp; Shenzhen New Industries <br> Biomedical Engineering Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 800 | &nbsp;&nbsp; 5722 |
|  |  | &nbsp;&nbsp; 849369 |
| Healthcare Technology - 0.0%\*  | Healthcare Technology - 0.0%\*  | Healthcare Technology - 0.0%\*  |
| M3, Inc.  | &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 23551 |
| Pro Medicus Ltd.  | &nbsp;&nbsp; 297 | &nbsp;&nbsp; 24299 |
|  |  | &nbsp;&nbsp; 47850 |
| Heavy Electrical Equipment - 0.2%  | Heavy Electrical Equipment - 0.2%  | Heavy Electrical Equipment - 0.2%  |
| ABB India Ltd.  | &nbsp;&nbsp; 503 | &nbsp;&nbsp; 31796 |
| Bharat Heavy Electricals Ltd.  | &nbsp;&nbsp; 9175 | &nbsp;&nbsp; 23977 |
| &nbsp;&nbsp;&nbsp; Dongfang Electric Corp. Ltd., <br> Class A <br>| &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 20617 |
| Doosan Enerbility Co. Ltd. (a) | &nbsp;&nbsp; 3971 | &nbsp;&nbsp; 249530 |
| GE Vernova T&D India Ltd.  | &nbsp;&nbsp; 980 | &nbsp;&nbsp; 37919 |
| &nbsp;&nbsp;&nbsp; Goldwind Science & <br> Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2800 | &nbsp;&nbsp; 10841 |
| HD Hyundai Electric Co. Ltd.  | &nbsp;&nbsp; 200 | &nbsp;&nbsp; 113338 |
| Hitachi Energy India Ltd.  | &nbsp;&nbsp; 96 | &nbsp;&nbsp; 24826 |
| &nbsp;&nbsp;&nbsp; Hyosung Heavy Industries <br> Corp. <br>| &nbsp;&nbsp; 52 | &nbsp;&nbsp; 87806 |
| Mitsubishi Electric Corp.  | &nbsp;&nbsp; 11100 | &nbsp;&nbsp; 362170 |
| &nbsp;&nbsp;&nbsp; NARI Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 6355 | &nbsp;&nbsp; 24103 |
| &nbsp;&nbsp;&nbsp; Shanghai Electric Group Co. <br> Ltd., Class A (a)<br>| &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1285 |
| Siemens Energy AG  | &nbsp;&nbsp; 4534 | &nbsp;&nbsp; 779416 |
| Suzlon Energy Ltd. (a) | &nbsp;&nbsp; 103862 | &nbsp;&nbsp; 44018 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Vestas Wind Systems AS  | &nbsp;&nbsp; 5861 | &nbsp;&nbsp; $176281 |
|  |  | &nbsp;&nbsp; 1987923 |
| Highways & Railtracks - 0.0%\*  | Highways & Railtracks - 0.0%\*  | Highways & Railtracks - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Beijing-Shanghai High Speed <br> Railway Co. Ltd., Class A <br>| &nbsp;&nbsp; 33600 | &nbsp;&nbsp; 24709 |
| Getlink SE  | &nbsp;&nbsp; 1672 | &nbsp;&nbsp; 35966 |
| &nbsp;&nbsp;&nbsp; Jiangsu Expressway Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 12898 |
| &nbsp;&nbsp;&nbsp; Motiva Infraestrutura de <br> Mobilidade SA <br>| &nbsp;&nbsp; 6500 | &nbsp;&nbsp; 19679 |
| &nbsp;&nbsp;&nbsp; Promotora y Operadora de <br> Infraestructura SAB de CV <br>| &nbsp;&nbsp; 1620 | &nbsp;&nbsp; 26023 |
| Salik Co. PJSC  | &nbsp;&nbsp; 16929 | &nbsp;&nbsp; 23806 |
| Transurban Group  | &nbsp;&nbsp; 18116 | &nbsp;&nbsp; 175425 |
|  |  | &nbsp;&nbsp; 318506 |
| Home Building - 0.0%\*  | Home Building - 0.0%\*  | Home Building - 0.0%\*  |
| Barratt Redrow PLC  | &nbsp;&nbsp; 7035 | &nbsp;&nbsp; 24378 |
| Sekisui House Ltd.  | &nbsp;&nbsp; 3458 | &nbsp;&nbsp; 77296 |
|  |  | &nbsp;&nbsp; 101674 |
| Home Furnishing Retail - 0.0%\*  | Home Furnishing Retail - 0.0%\*  | Home Furnishing Retail - 0.0%\*  |
| Nitori Holdings Co. Ltd.  | &nbsp;&nbsp; 2500 | &nbsp;&nbsp; 39623 |
| Home Improvement Retail - 0.0%\*  | Home Improvement Retail - 0.0%\*  | Home Improvement Retail - 0.0%\*  |
| Kingfisher PLC  | &nbsp;&nbsp; 10772 | &nbsp;&nbsp; 40807 |
| Mr. DIY Group M Bhd. (f) | &nbsp;&nbsp; 42900 | &nbsp;&nbsp; 16297 |
|  |  | &nbsp;&nbsp; 57104 |
| Hotels, Resorts & Cruise Lines - 0.1%  | Hotels, Resorts & Cruise Lines - 0.1%  | Hotels, Resorts & Cruise Lines - 0.1%  |
| Accor SA  | &nbsp;&nbsp; 1181 | &nbsp;&nbsp; 56466 |
| Amadeus IT Group SA  | &nbsp;&nbsp; 2616 | &nbsp;&nbsp; 149112 |
| H World Group Ltd. ADR (d) | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 90522 |
| Hanjin Kal Corp.  | &nbsp;&nbsp; 197 | &nbsp;&nbsp; 14661 |
| Indian Hotels Co. Ltd.  | &nbsp;&nbsp; 6335 | &nbsp;&nbsp; 38594 |
| &nbsp;&nbsp;&nbsp; Jabal Omar Development Co. <br> (a)<br>| &nbsp;&nbsp; 5164 | &nbsp;&nbsp; 22093 |
| Minor International PCL NVDR  | &nbsp;&nbsp; 27566 | &nbsp;&nbsp; 18374 |
| &nbsp;&nbsp;&nbsp; Tongcheng Travel Holdings <br> Ltd. <br>| &nbsp;&nbsp; 12400 | &nbsp;&nbsp; 28692 |
| Trip.com Group Ltd. (a) | &nbsp;&nbsp; 5250 | &nbsp;&nbsp; 259481 |
| Whitbread PLC  | &nbsp;&nbsp; 883 | &nbsp;&nbsp; 27048 |
|  |  | &nbsp;&nbsp; 705043 |
| Household Appliances - 0.0%\*  | Household Appliances - 0.0%\*  | Household Appliances - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Ecovacs Robotics Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 3581 |
| &nbsp;&nbsp;&nbsp; Gree Electric Appliances, Inc. <br> of Zhuhai, Class A <br>| &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 8258 |
| &nbsp;&nbsp;&nbsp; Haier Smart Home Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 5200 | &nbsp;&nbsp; 16263 |
| &nbsp;&nbsp;&nbsp; Haier Smart Home Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 15800 | &nbsp;&nbsp; 42333 |
| Midea Group Co. Ltd., Class A  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 16712 |
| Midea Group Co. Ltd., Class H  | &nbsp;&nbsp; 3700 | &nbsp;&nbsp; 39825 |
|  |  | &nbsp;&nbsp; 126972 |
| Household Products - 0.1%  | Household Products - 0.1%  | Household Products - 0.1%  |
| Essity AB, Class B  | &nbsp;&nbsp; 3484 | &nbsp;&nbsp; 89231 |
| Henkel AG & Co. KGaA  | &nbsp;&nbsp; 672 | &nbsp;&nbsp; 48118 |
| &nbsp;&nbsp;&nbsp; Kimberly-Clark de Mexico SAB <br> de CV, Class A <br>| &nbsp;&nbsp; 14700 | &nbsp;&nbsp; 34571 |
| Reckitt Benckiser Group PLC  | &nbsp;&nbsp; 3761 | &nbsp;&nbsp; 251954 |
| Unicharm Corp.  | &nbsp;&nbsp; 6200 | &nbsp;&nbsp; 36263 |
|  |  | &nbsp;&nbsp; 460137 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 71 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Human Resource & Employment Services - 0.0%\*  | Human Resource & Employment Services - 0.0%\*  | Human Resource & Employment Services - 0.0%\*  |
| Kanzhun Ltd. ADR (d) | &nbsp;&nbsp; 3500 | &nbsp;&nbsp; $46865 |
| Randstad NV  | &nbsp;&nbsp; 643 | &nbsp;&nbsp; 16729 |
| Recruit Holdings Co. Ltd.  | &nbsp;&nbsp; 8237 | &nbsp;&nbsp; 358017 |
|  |  | &nbsp;&nbsp; 421611 |
| Independent Power Producers & Energy Traders - 0.1%  | Independent Power Producers & Energy Traders - 0.1%  | Independent Power Producers & Energy Traders - 0.1%  |
| ACWA Power Co. (a) | &nbsp;&nbsp; 1095 | &nbsp;&nbsp; 50784 |
| Adani Power Ltd. (a) | &nbsp;&nbsp; 25640 | &nbsp;&nbsp; 40807 |
| &nbsp;&nbsp;&nbsp; CGN Power Co. Ltd., Class H <br> (f)<br>| &nbsp;&nbsp; 59000 | &nbsp;&nbsp; 26561 |
| &nbsp;&nbsp;&nbsp; China National Nuclear Power <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 16500 | &nbsp;&nbsp; 21684 |
| &nbsp;&nbsp;&nbsp; China Power International <br> Development Ltd. <br>| &nbsp;&nbsp; 31000 | &nbsp;&nbsp; 12554 |
| &nbsp;&nbsp;&nbsp; China Resources Power <br> Holdings Co. Ltd. <br>| &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 28035 |
| Eneva SA (a) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 32896 |
| &nbsp;&nbsp;&nbsp; GD Power Development Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 10800 | &nbsp;&nbsp; 7590 |
| Gulf Development PCL  | &nbsp;&nbsp; 11571 | &nbsp;&nbsp; 20788 |
| Gulf Development PCL NVDR  | &nbsp;&nbsp; 31974 | &nbsp;&nbsp; 58207 |
| &nbsp;&nbsp;&nbsp; Huaneng Power International, <br> Inc., Class A <br>| &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 7861 |
| &nbsp;&nbsp;&nbsp; Huaneng Power International, <br> Inc., Class H <br>| &nbsp;&nbsp; 34000 | &nbsp;&nbsp; 25748 |
| JSW Energy Ltd.  | &nbsp;&nbsp; 2945 | &nbsp;&nbsp; 14756 |
| NTPC Ltd.  | &nbsp;&nbsp; 38562 | &nbsp;&nbsp; 151880 |
| RWE AG  | &nbsp;&nbsp; 3684 | &nbsp;&nbsp; 247072 |
| &nbsp;&nbsp;&nbsp; SDIC Power Holdings Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 5600 | &nbsp;&nbsp; 11503 |
| &nbsp;&nbsp;&nbsp; Zhejiang Zheneng Electric <br> Power Co. Ltd., Class A <br>| &nbsp;&nbsp; 11500 | &nbsp;&nbsp; 9097 |
|  |  | &nbsp;&nbsp; 767823 |
| Industrial Conglomerates - 0.3%  | Industrial Conglomerates - 0.3%  | Industrial Conglomerates - 0.3%  |
| Astra International Tbk. PT  | &nbsp;&nbsp; 183000 | &nbsp;&nbsp; 67557 |
| Ayala Corp.  | &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 17555 |
| Bidvest Group Ltd.  | &nbsp;&nbsp; 3290 | &nbsp;&nbsp; 43735 |
| &nbsp;&nbsp;&nbsp; Brookfield Business Corp., <br> Class A <br>| &nbsp;&nbsp; 541 | &nbsp;&nbsp; 17117 |
| CITIC Ltd.  | &nbsp;&nbsp; 39000 | &nbsp;&nbsp; 59398 |
| CK Hutchison Holdings Ltd.  | &nbsp;&nbsp; 15500 | &nbsp;&nbsp; 118994 |
| Doosan Co. Ltd.  | &nbsp;&nbsp; 62 | &nbsp;&nbsp; 45026 |
| &nbsp;&nbsp;&nbsp; Far Eastern New Century <br> Corp. <br>| &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 19140 |
| Grupo Carso SAB de CV  | &nbsp;&nbsp; 4960 | &nbsp;&nbsp; 37010 |
| Hikari Tsushin, Inc.  | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 25380 |
| Hitachi Ltd.  | &nbsp;&nbsp; 26770 | &nbsp;&nbsp; 783411 |
| Industries Qatar QSC  | &nbsp;&nbsp; 14682 | &nbsp;&nbsp; 42905 |
| Investment AB Latour, Class B  | &nbsp;&nbsp; 877 | &nbsp;&nbsp; 18788 |
| &nbsp;&nbsp;&nbsp; Jardine Matheson Holdings <br> Ltd. <br>| &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 71883 |
| Keppel Ltd.  | &nbsp;&nbsp; 8400 | &nbsp;&nbsp; 77116 |
| KOC Holding AS  | &nbsp;&nbsp; 7366 | &nbsp;&nbsp; 32417 |
| LG Corp.  | &nbsp;&nbsp; 356 | &nbsp;&nbsp; 20129 |
| Lifco AB, Class B  | &nbsp;&nbsp; 1512 | &nbsp;&nbsp; 45455 |
| Samsung C&T Corp.  | &nbsp;&nbsp; 742 | &nbsp;&nbsp; 130041 |
| Sekisui Chemical Co. Ltd.  | &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 35171 |
| Siemens AG  | &nbsp;&nbsp; 4448 | &nbsp;&nbsp; 1080262 |
| Siemens Ltd. (a) | &nbsp;&nbsp; 695 | &nbsp;&nbsp; 21715 |
| SK Square Co. Ltd. (a) | &nbsp;&nbsp; 774 | &nbsp;&nbsp; 254841 |
| SK, Inc.  | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 69285 |
| SM Investments Corp.  | &nbsp;&nbsp; 2060 | &nbsp;&nbsp; 21024 |
| Smiths Group PLC  | &nbsp;&nbsp; 2039 | &nbsp;&nbsp; 61992 |
| Sunway Bhd.  | &nbsp;&nbsp; 19200 | &nbsp;&nbsp; 23000 |
| Swire Pacific Ltd., Class A  | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 21862 |
|  |  | &nbsp;&nbsp; 3262209 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Industrial Gases - 0.1%  | Industrial Gases - 0.1%  | Industrial Gases - 0.1%  |
| Air Liquide SA  | &nbsp;&nbsp; 3388 | &nbsp;&nbsp; $698083 |
| Nippon Sanso Holdings Corp.  | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 38910 |
|  |  | &nbsp;&nbsp; 736993 |
| Industrial Machinery & Supplies & Components - 0.3%  | Industrial Machinery & Supplies & Components - 0.3%  | Industrial Machinery & Supplies & Components - 0.3%  |
| Airtac International Group  | &nbsp;&nbsp; 1364 | &nbsp;&nbsp; 43444 |
| Alfa Laval AB  | &nbsp;&nbsp; 1671 | &nbsp;&nbsp; 90832 |
| Atlas Copco AB, A Shares  | &nbsp;&nbsp; 15665 | &nbsp;&nbsp; 274708 |
| Atlas Copco AB, B Shares  | &nbsp;&nbsp; 9060 | &nbsp;&nbsp; 140742 |
| Daifuku Co. Ltd.  | &nbsp;&nbsp; 1900 | &nbsp;&nbsp; 66925 |
| Ebara Corp.  | &nbsp;&nbsp; 2700 | &nbsp;&nbsp; 76247 |
| FANUC Corp.  | &nbsp;&nbsp; 5400 | &nbsp;&nbsp; 187772 |
| GEA Group AG  | &nbsp;&nbsp; 942 | &nbsp;&nbsp; 67345 |
| &nbsp;&nbsp;&nbsp; Haitian International Holdings <br> Ltd. <br>| &nbsp;&nbsp; 3655 | &nbsp;&nbsp; 9499 |
| IHI Corp.  | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 123498 |
| Indutrade AB  | &nbsp;&nbsp; 1718 | &nbsp;&nbsp; 39145 |
| &nbsp;&nbsp;&nbsp; Jiangsu Hengli Hydraulic Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 900 | &nbsp;&nbsp; 12688 |
| &nbsp;&nbsp;&nbsp; Kawasaki Heavy Industries <br> Ltd. <br>| &nbsp;&nbsp; 4500 | &nbsp;&nbsp; 84427 |
| Kone OYJ, Class B  | &nbsp;&nbsp; 1971 | &nbsp;&nbsp; 125433 |
| Luxfer Holdings PLC  | &nbsp;&nbsp; 717 | &nbsp;&nbsp; 8733 |
| Makita Corp.  | &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 45902 |
| Minebea Mitsumi, Inc.  | &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 38099 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Heavy Industries <br> Ltd. <br>| &nbsp;&nbsp; 18770 | &nbsp;&nbsp; 514489 |
| Rational AG  | &nbsp;&nbsp; 30 | &nbsp;&nbsp; 21940 |
| Sandvik AB  | &nbsp;&nbsp; 6212 | &nbsp;&nbsp; 237307 |
| Schindler Holding AG  | &nbsp;&nbsp; 387 | &nbsp;&nbsp; 124664 |
| &nbsp;&nbsp;&nbsp; Shenzhen Inovance <br> Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 50 | &nbsp;&nbsp; 490 |
| SKF AB, Class B  | &nbsp;&nbsp; 2203 | &nbsp;&nbsp; 52773 |
| SMC Corp.  | &nbsp;&nbsp; 357 | &nbsp;&nbsp; 140068 |
| Spirax Group PLC  | &nbsp;&nbsp; 478 | &nbsp;&nbsp; 42724 |
| Techtronic Industries Co. Ltd.  | &nbsp;&nbsp; 8500 | &nbsp;&nbsp; 112896 |
| Trelleborg AB, B Shares  | &nbsp;&nbsp; 1312 | &nbsp;&nbsp; 48761 |
| &nbsp;&nbsp;&nbsp; UBTech Robotics Corp. Ltd., <br> Class H (a)<br>| &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 17809 |
| VAT Group AG (f) | &nbsp;&nbsp; 156 | &nbsp;&nbsp; 96841 |
| Wartsila OYJ Abp  | &nbsp;&nbsp; 2911 | &nbsp;&nbsp; 108086 |
|  |  | &nbsp;&nbsp; 2954287 |
| Industrial REITs - 0.0%\*  | Industrial REITs - 0.0%\*  | Industrial REITs - 0.0%\*  |
| CapitaLand Ascendas REIT  | &nbsp;&nbsp; 25400 | &nbsp;&nbsp; 48852 |
| Goodman Group  | &nbsp;&nbsp; 11908 | &nbsp;&nbsp; 212226 |
| &nbsp;&nbsp;&nbsp; Prologis Property Mexico SA <br> de CV <br>| &nbsp;&nbsp; 10701 | &nbsp;&nbsp; 46424 |
| Segro PLC  | &nbsp;&nbsp; 7396 | &nbsp;&nbsp; 63168 |
|  |  | &nbsp;&nbsp; 370670 |
| Insurance Brokers - 0.0%\*  | Insurance Brokers - 0.0%\*  | Insurance Brokers - 0.0%\*  |
| PB Fintech Ltd. (a) | &nbsp;&nbsp; 2844 | &nbsp;&nbsp; 43230 |
| Integrated Oil & Gas - 0.4%  | Integrated Oil & Gas - 0.4%  | Integrated Oil & Gas - 0.4%  |
| Cenovus Energy, Inc.  | &nbsp;&nbsp; 8171 | &nbsp;&nbsp; 216168 |
| &nbsp;&nbsp;&nbsp; China Petroleum & Chemical <br> Corp., Class A <br>| &nbsp;&nbsp; 14300 | &nbsp;&nbsp; 12138 |
| &nbsp;&nbsp;&nbsp; China Petroleum & Chemical <br> Corp., Class H <br>| &nbsp;&nbsp; 190000 | &nbsp;&nbsp; 109232 |
| Eni SpA  | &nbsp;&nbsp; 11934 | &nbsp;&nbsp; 338257 |
| Equinor ASA  | &nbsp;&nbsp; 4458 | &nbsp;&nbsp; 188798 |
| Galp Energia SGPS SA  | &nbsp;&nbsp; 2445 | &nbsp;&nbsp; 58440 |
| Gazprom PJSC ADR (a)(c)\*\* | &nbsp;&nbsp; 77360 | &nbsp;&nbsp; — |
| Gazprom PJSC (a)(c)\*\* | &nbsp;&nbsp; 56590 | &nbsp;&nbsp; — |
| Imperial Oil Ltd.  | &nbsp;&nbsp; 977 | &nbsp;&nbsp; 127562 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 72 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| LUKOIL PJSC (a)(c)\*\* | &nbsp;&nbsp; 7480 | &nbsp;&nbsp; $— |
| MOL Hungarian Oil & Gas PLC  | &nbsp;&nbsp; 3942 | &nbsp;&nbsp; 46861 |
| Novatek PJSC GDR (a)(c)\*\* | &nbsp;&nbsp; 1641 | &nbsp;&nbsp; — |
| Oil & Natural Gas Corp. Ltd.  | &nbsp;&nbsp; 24189 | &nbsp;&nbsp; 72874 |
| OMV AG  | &nbsp;&nbsp; 863 | &nbsp;&nbsp; 62938 |
| PetroChina Co. Ltd., Class A  | &nbsp;&nbsp; 11800 | &nbsp;&nbsp; 20639 |
| PetroChina Co. Ltd., Class H  | &nbsp;&nbsp; 180000 | &nbsp;&nbsp; 246966 |
| &nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA - <br> Petrobras <br>| &nbsp;&nbsp; 33600 | &nbsp;&nbsp; 346877 |
| PTT PCL NVDR  | &nbsp;&nbsp; 76605 | &nbsp;&nbsp; 81297 |
| Repsol SA  | &nbsp;&nbsp; 6563 | &nbsp;&nbsp; 184155 |
| Rosneft Oil Co. PJSC (a)(c)\*\* | &nbsp;&nbsp; 20586 | &nbsp;&nbsp; — |
| Saudi Arabian Oil Co. (f) | &nbsp;&nbsp; 51123 | &nbsp;&nbsp; 370090 |
| Suncor Energy, Inc.  | &nbsp;&nbsp; 7054 | &nbsp;&nbsp; 465077 |
| Surgutneftegas PAO (a)(c)\*\* | &nbsp;&nbsp; 31000 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Surgutneftegas PJSC ADR <br> (a)(c)\*\*<br>| &nbsp;&nbsp; 9978 | &nbsp;&nbsp; — |
| TotalEnergies SE  | &nbsp;&nbsp; 11622 | &nbsp;&nbsp; 1063230 |
|  |  | &nbsp;&nbsp; 4011599 |
| Integrated Telecommunication Services - 0.3%  | Integrated Telecommunication Services - 0.3%  | Integrated Telecommunication Services - 0.3%  |
| BCE, Inc.  | &nbsp;&nbsp; 432 | &nbsp;&nbsp; 10865 |
| BT Group PLC  | &nbsp;&nbsp; 34572 | &nbsp;&nbsp; 96532 |
| Cellnex Telecom SA (a)(f) | &nbsp;&nbsp; 2758 | &nbsp;&nbsp; 88403 |
| &nbsp;&nbsp;&nbsp; China Tower Corp. Ltd., <br> Class H (f)<br>| &nbsp;&nbsp; 31400 | &nbsp;&nbsp; 42939 |
| Chunghwa Telecom Co. Ltd.  | &nbsp;&nbsp; 30071 | &nbsp;&nbsp; 125360 |
| Deutsche Telekom AG  | &nbsp;&nbsp; 21522 | &nbsp;&nbsp; 800735 |
| Elisa OYJ  | &nbsp;&nbsp; 925 | &nbsp;&nbsp; 44915 |
| &nbsp;&nbsp;&nbsp; Emirates Telecommunications <br> Group Co. PJSC <br>| &nbsp;&nbsp; 29734 | &nbsp;&nbsp; 153558 |
| &nbsp;&nbsp;&nbsp; Hellenic Telecommunications <br> Organization SA <br>| &nbsp;&nbsp; 1362 | &nbsp;&nbsp; 25611 |
| HKT Trust & HKT Ltd.  | &nbsp;&nbsp; 20815 | &nbsp;&nbsp; 32532 |
| Indus Towers Ltd. (a) | &nbsp;&nbsp; 11772 | &nbsp;&nbsp; 52408 |
| Koninklijke KPN NV  | &nbsp;&nbsp; 22179 | &nbsp;&nbsp; 123227 |
| LG Uplus Corp.  | &nbsp;&nbsp; 2052 | &nbsp;&nbsp; 21340 |
| NTT, Inc.  | &nbsp;&nbsp; 173725 | &nbsp;&nbsp; 173385 |
| Ooredoo QPSC  | &nbsp;&nbsp; 7867 | &nbsp;&nbsp; 26834 |
| Orange SA  | &nbsp;&nbsp; 10843 | &nbsp;&nbsp; 221613 |
| Saudi Telecom Co.  | &nbsp;&nbsp; 17657 | &nbsp;&nbsp; 200121 |
| &nbsp;&nbsp;&nbsp; Singapore <br> Telecommunications Ltd. <br>| &nbsp;&nbsp; 43200 | &nbsp;&nbsp; 165413 |
| Swisscom AG  | &nbsp;&nbsp; 150 | &nbsp;&nbsp; 125256 |
| Tata Communications Ltd.  | &nbsp;&nbsp; 684 | &nbsp;&nbsp; 9720 |
| Telecom Italia SpA (a) | &nbsp;&nbsp; 74431 | &nbsp;&nbsp; 52093 |
| Telefonica Brasil SA  | &nbsp;&nbsp; 7060 | &nbsp;&nbsp; 55742 |
| Telefonica SA  | &nbsp;&nbsp; 21270 | &nbsp;&nbsp; 92774 |
| Telekom Malaysia Bhd.  | &nbsp;&nbsp; 5897 | &nbsp;&nbsp; 10353 |
| Telenor ASA  | &nbsp;&nbsp; 3608 | &nbsp;&nbsp; 63078 |
| Telia Co. AB  | &nbsp;&nbsp; 13553 | &nbsp;&nbsp; 69001 |
| &nbsp;&nbsp;&nbsp; Telkom Indonesia Persero Tbk. <br> PT <br>| &nbsp;&nbsp; 411200 | &nbsp;&nbsp; 74040 |
| Telstra Group Ltd.  | &nbsp;&nbsp; 22714 | &nbsp;&nbsp; 83238 |
| TELUS Corp.  | &nbsp;&nbsp; 3248 | &nbsp;&nbsp; 41614 |
| True Corp. PCL NVDR  | &nbsp;&nbsp; 87240 | &nbsp;&nbsp; 38387 |
|  |  | &nbsp;&nbsp; 3121087 |
| Interactive Home Entertainment - 0.1%  | Interactive Home Entertainment - 0.1%  | Interactive Home Entertainment - 0.1%  |
| &nbsp;&nbsp;&nbsp; 37 Interactive Entertainment <br> Network Technology Group <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 9440 |
| Capcom Co. Ltd.  | &nbsp;&nbsp; 2200 | &nbsp;&nbsp; 46378 |
| CD Projekt SA  | &nbsp;&nbsp; 649 | &nbsp;&nbsp; 41579 |
| &nbsp;&nbsp;&nbsp; International Games System <br> Co. Ltd. <br>| &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 47774 |
| Kingsoft Corp. Ltd.  | &nbsp;&nbsp; 9800 | &nbsp;&nbsp; 28557 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Konami Group Corp.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; $73758 |
| Krafton, Inc.  | &nbsp;&nbsp; 151 | &nbsp;&nbsp; 25814 |
| NetEase, Inc.  | &nbsp;&nbsp; 14870 | &nbsp;&nbsp; 332309 |
| Nexon Co. Ltd.  | &nbsp;&nbsp; 2400 | &nbsp;&nbsp; 45099 |
| Nintendo Co. Ltd.  | &nbsp;&nbsp; 6433 | &nbsp;&nbsp; 366343 |
|  |  | &nbsp;&nbsp; 1017051 |
| Interactive Media & Services - 0.4%  | Interactive Media & Services - 0.4%  | Interactive Media & Services - 0.4%  |
| Autotrader Group PLC (f) | &nbsp;&nbsp; 4436 | &nbsp;&nbsp; 27662 |
| Baidu, Inc., Class A (a) | &nbsp;&nbsp; 18800 | &nbsp;&nbsp; 262823 |
| Bilibili, Inc., Class Z (a) | &nbsp;&nbsp; 2180 | &nbsp;&nbsp; 49146 |
| CAR Group Ltd.  | &nbsp;&nbsp; 2380 | &nbsp;&nbsp; 37715 |
| Grindr, Inc. (a) | &nbsp;&nbsp; 748 | &nbsp;&nbsp; 9043 |
| Info Edge India Ltd.  | &nbsp;&nbsp; 2540 | &nbsp;&nbsp; 26250 |
| Kakao Corp.  | &nbsp;&nbsp; 2681 | &nbsp;&nbsp; 82769 |
| Kuaishou Technology (f) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 135495 |
| LY Corp.  | &nbsp;&nbsp; 17296 | &nbsp;&nbsp; 41602 |
| Meitu, Inc. (f) | &nbsp;&nbsp; 32000 | &nbsp;&nbsp; 17830 |
| NAVER Corp.  | &nbsp;&nbsp; 1247 | &nbsp;&nbsp; 169777 |
| REA Group Ltd.  | &nbsp;&nbsp; 332 | &nbsp;&nbsp; 36107 |
| Scout24 SE (f) | &nbsp;&nbsp; 472 | &nbsp;&nbsp; 36304 |
| Tencent Holdings Ltd.  | &nbsp;&nbsp; 54475 | &nbsp;&nbsp; 3436304 |
| VK IPJSC GDR (a)(c)\*\* | &nbsp;&nbsp; 1600 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Webtoon Entertainment, Inc. <br> (a)<br>| &nbsp;&nbsp; 426 | &nbsp;&nbsp; 3915 |
|  |  | &nbsp;&nbsp; 4372742 |
| Internet Services & Infrastructure - 0.1%  | Internet Services & Infrastructure - 0.1%  | Internet Services & Infrastructure - 0.1%  |
| GDS Holdings Ltd., Class A (a) | &nbsp;&nbsp; 9600 | &nbsp;&nbsp; 48584 |
| Shopify, Inc., Class A (a) | &nbsp;&nbsp; 7153 | &nbsp;&nbsp; 846028 |
| VTEX, Class A (a) | &nbsp;&nbsp; 1471 | &nbsp;&nbsp; 5884 |
|  |  | &nbsp;&nbsp; 900496 |
| Investment Banking & Brokerage - 0.1%  | Investment Banking & Brokerage - 0.1%  | Investment Banking & Brokerage - 0.1%  |
| &nbsp;&nbsp;&nbsp; China Galaxy Securities Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 2700 | &nbsp;&nbsp; 5045 |
| &nbsp;&nbsp;&nbsp; China Galaxy Securities Co. <br> Ltd., Class H <br>| &nbsp;&nbsp; 39500 | &nbsp;&nbsp; 40272 |
| &nbsp;&nbsp;&nbsp; China International Capital <br> Corp. Ltd., Class H (f)<br>| &nbsp;&nbsp; 12800 | &nbsp;&nbsp; 28422 |
| &nbsp;&nbsp;&nbsp; China Merchants Securities <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 5600 | &nbsp;&nbsp; 12615 |
| &nbsp;&nbsp;&nbsp; CITIC Securities Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 5990 | &nbsp;&nbsp; 21026 |
| &nbsp;&nbsp;&nbsp; CITIC Securities Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 13925 | &nbsp;&nbsp; 42646 |
| &nbsp;&nbsp;&nbsp; CSC Financial Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 12533 |
| Daiwa Securities Group, Inc.  | &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 72784 |
| &nbsp;&nbsp;&nbsp; Everbright Securities Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 8009 |
| Freedom Holding Corp. (a) | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 14488 |
| Futu Holdings Ltd. ADR (a)(d) | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 41028 |
| &nbsp;&nbsp;&nbsp; GF Securities Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 3200 | &nbsp;&nbsp; 8414 |
| &nbsp;&nbsp;&nbsp; Guotai Haitong Securities Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 8176 | &nbsp;&nbsp; 19794 |
| &nbsp;&nbsp;&nbsp; Guotai Haitong Securities Co. <br> Ltd., Class H (f)<br>| &nbsp;&nbsp; 18920 | &nbsp;&nbsp; 32450 |
| &nbsp;&nbsp;&nbsp; Huatai Securities Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 4600 | &nbsp;&nbsp; 12002 |
| &nbsp;&nbsp;&nbsp; Huatai Securities Co. Ltd., <br> Class H (f)<br>| &nbsp;&nbsp; 10400 | &nbsp;&nbsp; 19861 |
| &nbsp;&nbsp;&nbsp; Industrial Securities Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 6425 |
| &nbsp;&nbsp;&nbsp; Korea Investment Holdings Co. <br> Ltd. <br>| &nbsp;&nbsp; 342 | &nbsp;&nbsp; 47713 |
| Marex Group PLC  | &nbsp;&nbsp; 1308 | &nbsp;&nbsp; 58311 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 73 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; NH Investment & Securities <br> Co. Ltd. <br>| &nbsp;&nbsp; 1218 | &nbsp;&nbsp; $24778 |
| Nomura Holdings, Inc.  | &nbsp;&nbsp; 17400 | &nbsp;&nbsp; 136677 |
| &nbsp;&nbsp;&nbsp; Orient Securities Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 8192 | &nbsp;&nbsp; 10825 |
| SBI Holdings, Inc.  | &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 66497 |
| SDIC Capital Co. Ltd., Class A  | &nbsp;&nbsp; 14100 | &nbsp;&nbsp; 14260 |
| Webull Corp. (a) | &nbsp;&nbsp; 6450 | &nbsp;&nbsp; 30960 |
| XP, Inc., Class A  | &nbsp;&nbsp; 6300 | &nbsp;&nbsp; 119952 |
|  |  | &nbsp;&nbsp; 907787 |
| IT Consulting & Other Services - 0.2%  | IT Consulting & Other Services - 0.2%  | IT Consulting & Other Services - 0.2%  |
| &nbsp;&nbsp;&nbsp; Arabian Internet & <br> Communications Services <br> Co. <br>| &nbsp;&nbsp; 136 | &nbsp;&nbsp; 7131 |
| Capgemini SE  | &nbsp;&nbsp; 885 | &nbsp;&nbsp; 104099 |
| CGI, Inc.  | &nbsp;&nbsp; 1204 | &nbsp;&nbsp; 87741 |
| Elm Co.  | &nbsp;&nbsp; 212 | &nbsp;&nbsp; 30499 |
| Fujitsu Ltd.  | &nbsp;&nbsp; 10300 | &nbsp;&nbsp; 210132 |
| HCL Technologies Ltd.  | &nbsp;&nbsp; 8653 | &nbsp;&nbsp; 124540 |
| Indra Sistemas SA  | &nbsp;&nbsp; 422 | &nbsp;&nbsp; 23511 |
| Infosys Ltd.  | &nbsp;&nbsp; 28163 | &nbsp;&nbsp; 379858 |
| LTIMindtree Ltd. (f) | &nbsp;&nbsp; 618 | &nbsp;&nbsp; 26600 |
| Mphasis Ltd.  | &nbsp;&nbsp; 817 | &nbsp;&nbsp; 17955 |
| NEC Corp.  | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 186171 |
| &nbsp;&nbsp;&nbsp; Nomura Research Institute <br> Ltd. <br>| &nbsp;&nbsp; 2160 | &nbsp;&nbsp; 58971 |
| Obic Co. Ltd.  | &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 50847 |
| Otsuka Corp.  | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 22918 |
| Persistent Systems Ltd.  | &nbsp;&nbsp; 997 | &nbsp;&nbsp; 52341 |
| Samsung SDS Co. Ltd.  | &nbsp;&nbsp; 385 | &nbsp;&nbsp; 39008 |
| &nbsp;&nbsp;&nbsp; Tata Consultancy Services <br> Ltd. <br>| &nbsp;&nbsp; 7348 | &nbsp;&nbsp; 185027 |
| Tech Mahindra Ltd.  | &nbsp;&nbsp; 4908 | &nbsp;&nbsp; 72905 |
| TIS, Inc.  | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 25596 |
| Wipro Ltd.  | &nbsp;&nbsp; 21845 | &nbsp;&nbsp; 43981 |
|  |  | &nbsp;&nbsp; 1749831 |
| Leisure Facilities - 0.0%\*  | Leisure Facilities - 0.0%\*  | Leisure Facilities - 0.0%\*  |
| Oriental Land Co. Ltd.  | &nbsp;&nbsp; 6300 | &nbsp;&nbsp; 106965 |
| Leisure Products - 0.0%\*  | Leisure Products - 0.0%\*  | Leisure Products - 0.0%\*  |
| Bandai Namco Holdings, Inc.  | &nbsp;&nbsp; 3400 | &nbsp;&nbsp; 83676 |
| Shimano, Inc.  | &nbsp;&nbsp; 452 | &nbsp;&nbsp; 47076 |
|  |  | &nbsp;&nbsp; 130752 |
| Life & Health Insurance - 0.4%  | Life & Health Insurance - 0.4%  | Life & Health Insurance - 0.4%  |
| AIA Group Ltd.  | &nbsp;&nbsp; 61389 | &nbsp;&nbsp; 682200 |
| &nbsp;&nbsp;&nbsp; Bupa Arabia for Cooperative <br> Insurance Co. <br>| &nbsp;&nbsp; 763 | &nbsp;&nbsp; 36349 |
| &nbsp;&nbsp;&nbsp; Cathay Financial Holding Co. <br> Ltd. <br>| &nbsp;&nbsp; 79529 | &nbsp;&nbsp; 177814 |
| &nbsp;&nbsp;&nbsp; China Life Insurance Co. Ltd., <br> Class H <br>| &nbsp;&nbsp; 68000 | &nbsp;&nbsp; 216963 |
| &nbsp;&nbsp;&nbsp; China Taiping Insurance <br> Holdings Co. Ltd. <br>| &nbsp;&nbsp; 13200 | &nbsp;&nbsp; 34862 |
| Co. for Cooperative Insurance  | &nbsp;&nbsp; 979 | &nbsp;&nbsp; 33684 |
| Dai-ichi Life Holdings, Inc.  | &nbsp;&nbsp; 20500 | &nbsp;&nbsp; 188593 |
| Discovery Ltd.  | &nbsp;&nbsp; 5470 | &nbsp;&nbsp; 79346 |
| &nbsp;&nbsp;&nbsp; Fubon Financial Holding Co. <br> Ltd. <br>| &nbsp;&nbsp; 74114 | &nbsp;&nbsp; 202903 |
| Great-West Lifeco, Inc.  | &nbsp;&nbsp; 1593 | &nbsp;&nbsp; 74368 |
| &nbsp;&nbsp;&nbsp; HDFC Life Insurance Co. Ltd. <br> (f)<br>| &nbsp;&nbsp; 8152 | &nbsp;&nbsp; 51230 |
| iA Financial Corp., Inc.  | &nbsp;&nbsp; 565 | &nbsp;&nbsp; 62502 |
| &nbsp;&nbsp;&nbsp; ICICI Prudential Life Insurance <br> Co. Ltd. (f)<br>| &nbsp;&nbsp; 4779 | &nbsp;&nbsp; 25845 |
| Japan Post Holdings Co. Ltd.  | &nbsp;&nbsp; 10300 | &nbsp;&nbsp; 118641 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Japan Post Insurance Co. Ltd.  | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; $30184 |
| KGI Financial Holding Co. Ltd.  | &nbsp;&nbsp; 129911 | &nbsp;&nbsp; 79801 |
| Legal & General Group PLC  | &nbsp;&nbsp; 32973 | &nbsp;&nbsp; 107959 |
| Manulife Financial Corp.  | &nbsp;&nbsp; 9829 | &nbsp;&nbsp; 337505 |
| Medibank Pvt Ltd.  | &nbsp;&nbsp; 17816 | &nbsp;&nbsp; 53513 |
| &nbsp;&nbsp;&nbsp; New China Life Insurance Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 14439 |
| &nbsp;&nbsp;&nbsp; New China Life Insurance Co. <br> Ltd., Class H <br>| &nbsp;&nbsp; 8900 | &nbsp;&nbsp; 52992 |
| NN Group NV  | &nbsp;&nbsp; 1524 | &nbsp;&nbsp; 118642 |
| &nbsp;&nbsp;&nbsp; Ping An Insurance Group Co. <br> of China Ltd., Class A <br>| &nbsp;&nbsp; 5700 | &nbsp;&nbsp; 47239 |
| &nbsp;&nbsp;&nbsp; Ping An Insurance Group Co. <br> of China Ltd., Class H <br>| &nbsp;&nbsp; 58000 | &nbsp;&nbsp; 446031 |
| Power Corp. of Canada  | &nbsp;&nbsp; 3157 | &nbsp;&nbsp; 151499 |
| Prudential PLC  | &nbsp;&nbsp; 14823 | &nbsp;&nbsp; 205323 |
| &nbsp;&nbsp;&nbsp; Samsung Life Insurance Co. <br> Ltd. <br>| &nbsp;&nbsp; 679 | &nbsp;&nbsp; 97904 |
| Sanlam Ltd.  | &nbsp;&nbsp; 13418 | &nbsp;&nbsp; 69749 |
| SBI Life Insurance Co. Ltd. (f) | &nbsp;&nbsp; 4108 | &nbsp;&nbsp; 77707 |
| Standard Life PLC  | &nbsp;&nbsp; 4430 | &nbsp;&nbsp; 39972 |
| Sun Life Financial, Inc.  | &nbsp;&nbsp; 3184 | &nbsp;&nbsp; 198836 |
| Swiss Life Holding AG  | &nbsp;&nbsp; 166 | &nbsp;&nbsp; 179921 |
| T&D Holdings, Inc.  | &nbsp;&nbsp; 2700 | &nbsp;&nbsp; 68992 |
|  |  | &nbsp;&nbsp; 4363508 |
| Life Sciences Tools & Services - 0.1%  | Life Sciences Tools & Services - 0.1%  | Life Sciences Tools & Services - 0.1%  |
| Divi's Laboratories Ltd.  | &nbsp;&nbsp; 1006 | &nbsp;&nbsp; 63565 |
| Eurofins Scientific SE  | &nbsp;&nbsp; 764 | &nbsp;&nbsp; 55572 |
| Genscript Biotech Corp. (a) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 14184 |
| Lonza Group AG  | &nbsp;&nbsp; 409 | &nbsp;&nbsp; 261091 |
| &nbsp;&nbsp;&nbsp; Samsung Biologics Co. Ltd. <br> (a)(f)<br>| &nbsp;&nbsp; 101 | &nbsp;&nbsp; 103512 |
| Sartorius Stedim Biotech  | &nbsp;&nbsp; 184 | &nbsp;&nbsp; 35723 |
| WuXi AppTec Co. Ltd., Class A  | &nbsp;&nbsp; 1520 | &nbsp;&nbsp; 22055 |
| &nbsp;&nbsp;&nbsp; WuXi AppTec Co. Ltd., Class H <br> (f)<br>| &nbsp;&nbsp; 2608 | &nbsp;&nbsp; 39948 |
| &nbsp;&nbsp;&nbsp; Wuxi Biologics Cayman, Inc. <br> (a)(f)<br>| &nbsp;&nbsp; 27500 | &nbsp;&nbsp; 118279 |
| WuXi XDC Cayman, Inc. (a) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 22758 |
| XtalPi Holdings Ltd. (a) | &nbsp;&nbsp; 19000 | &nbsp;&nbsp; 22234 |
|  |  | &nbsp;&nbsp; 758921 |
| Marine Ports & Services - 0.0%\*  | Marine Ports & Services - 0.0%\*  | Marine Ports & Services - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Adani Ports & Special <br> Economic Zone Ltd. <br>| &nbsp;&nbsp; 4336 | &nbsp;&nbsp; 60652 |
| &nbsp;&nbsp;&nbsp; China Merchants Port <br> Holdings Co. Ltd. <br>| &nbsp;&nbsp; 14353 | &nbsp;&nbsp; 26936 |
| &nbsp;&nbsp;&nbsp; International Container <br> Terminal Services, Inc. <br>| &nbsp;&nbsp; 8750 | &nbsp;&nbsp; 99202 |
|  |  | &nbsp;&nbsp; 186790 |
| Marine Transportation - 0.1%  | Marine Transportation - 0.1%  | Marine Transportation - 0.1%  |
| &nbsp;&nbsp;&nbsp; COSCO SHIPPING Holdings <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 6010 | &nbsp;&nbsp; 13124 |
| &nbsp;&nbsp;&nbsp; COSCO SHIPPING Holdings <br> Co. Ltd., Class H <br>| &nbsp;&nbsp; 19182 | &nbsp;&nbsp; 36532 |
| &nbsp;&nbsp;&nbsp; Costamare Bulkers Holdings <br> Ltd. (a)<br>| &nbsp;&nbsp; 200 | &nbsp;&nbsp; 3094 |
| Costamare, Inc.  | &nbsp;&nbsp; 1023 | &nbsp;&nbsp; 17289 |
| &nbsp;&nbsp;&nbsp; Evergreen Marine Corp. <br> Taiwan Ltd. <br>| &nbsp;&nbsp; 6400 | &nbsp;&nbsp; 40371 |
| Himalaya Shipping Ltd. (a) | &nbsp;&nbsp; 622 | &nbsp;&nbsp; 8273 |
| HMM Co. Ltd.  | &nbsp;&nbsp; 2656 | &nbsp;&nbsp; 34800 |
| Kawasaki Kisen Kaisha Ltd.  | &nbsp;&nbsp; 1900 | &nbsp;&nbsp; 32014 |
| &nbsp;&nbsp;&nbsp; Kuehne & Nagel International <br> AG <br>| &nbsp;&nbsp; 310 | &nbsp;&nbsp; 70643 |
| MISC Bhd.  | &nbsp;&nbsp; 5975 | &nbsp;&nbsp; 12538 |
| Mitsui OSK Lines Ltd.  | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 82920 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 74 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Nippon Yusen KK  | &nbsp;&nbsp; 2400 | &nbsp;&nbsp; $87950 |
| &nbsp;&nbsp;&nbsp; Orient Overseas International <br> Ltd. <br>| &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 26755 |
| Safe Bulkers, Inc.  | &nbsp;&nbsp; 1221 | &nbsp;&nbsp; 7729 |
| &nbsp;&nbsp;&nbsp; SITC International Holdings <br> Co. Ltd. <br>| &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 35033 |
| Wan Hai Lines Ltd.  | &nbsp;&nbsp; 7670 | &nbsp;&nbsp; 18656 |
| &nbsp;&nbsp;&nbsp; Yang Ming Marine Transport <br> Corp. <br>| &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 29616 |
|  |  | &nbsp;&nbsp; 557337 |
| Metal, Glass & Plastic Containers - 0.0%\*  | Metal, Glass & Plastic Containers - 0.0%\*  | Metal, Glass & Plastic Containers - 0.0%\*  |
| CCL Industries, Inc., Class B  | &nbsp;&nbsp; 847 | &nbsp;&nbsp; 52900 |
| Motorcycle Manufacturers - 0.0%\*  | Motorcycle Manufacturers - 0.0%\*  | Motorcycle Manufacturers - 0.0%\*  |
| Bajaj Auto Ltd.  | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 52134 |
| Eicher Motors Ltd.  | &nbsp;&nbsp; 1323 | &nbsp;&nbsp; 92634 |
| Hero MotoCorp Ltd.  | &nbsp;&nbsp; 1161 | &nbsp;&nbsp; 62757 |
| TVS Motor Co. Ltd.  | &nbsp;&nbsp; 2167 | &nbsp;&nbsp; 77877 |
| Yadea Group Holdings Ltd. (f) | &nbsp;&nbsp; 6753 | &nbsp;&nbsp; 11484 |
| Yamaha Motor Co. Ltd.  | &nbsp;&nbsp; 5800 | &nbsp;&nbsp; 41800 |
|  |  | &nbsp;&nbsp; 338686 |
| Movies & Entertainment - 0.0%\*  | Movies & Entertainment - 0.0%\*  | Movies & Entertainment - 0.0%\*  |
| China Ruyi Holdings Ltd. (a) | &nbsp;&nbsp; 108000 | &nbsp;&nbsp; 21139 |
| CTS Eventim AG & Co. KGaA  | &nbsp;&nbsp; 345 | &nbsp;&nbsp; 20143 |
| HYBE Co. Ltd.  | &nbsp;&nbsp; 198 | &nbsp;&nbsp; 40140 |
| &nbsp;&nbsp;&nbsp; Mango Excellent Media Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 4807 |
| &nbsp;&nbsp;&nbsp; NetEase Cloud Music, Inc. <br> (a)(f)<br>| &nbsp;&nbsp; 650 | &nbsp;&nbsp; 10800 |
| &nbsp;&nbsp;&nbsp; Tencent Music Entertainment <br> Group ADR (d)<br>| &nbsp;&nbsp; 5500 | &nbsp;&nbsp; 51040 |
| Toho Co. Ltd.  | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 31435 |
| Universal Music Group NV  | &nbsp;&nbsp; 6377 | &nbsp;&nbsp; 123392 |
|  |  | &nbsp;&nbsp; 302896 |
| Multi-Line Insurance - 0.3%  | Multi-Line Insurance - 0.3%  | Multi-Line Insurance - 0.3%  |
| Ageas SA  | &nbsp;&nbsp; 874 | &nbsp;&nbsp; 64134 |
| Allianz SE  | &nbsp;&nbsp; 2226 | &nbsp;&nbsp; 937112 |
| ASR Nederland NV  | &nbsp;&nbsp; 919 | &nbsp;&nbsp; 63070 |
| Aviva PLC  | &nbsp;&nbsp; 17759 | &nbsp;&nbsp; 141995 |
| AXA SA  | &nbsp;&nbsp; 9769 | &nbsp;&nbsp; 447483 |
| &nbsp;&nbsp;&nbsp; BB Seguridade Participacoes <br> SA <br>| &nbsp;&nbsp; 2903 | &nbsp;&nbsp; 19352 |
| &nbsp;&nbsp;&nbsp; Caixa Seguridade <br> Participacoes SA <br>| &nbsp;&nbsp; 3900 | &nbsp;&nbsp; 13705 |
| &nbsp;&nbsp;&nbsp; China Pacific Insurance Group <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 21677 |
| &nbsp;&nbsp;&nbsp; China Pacific Insurance Group <br> Co. Ltd., Class H <br>| &nbsp;&nbsp; 21089 | &nbsp;&nbsp; 86383 |
| Generali  | &nbsp;&nbsp; 4960 | &nbsp;&nbsp; 198918 |
| Gjensidige Forsikring ASA  | &nbsp;&nbsp; 1136 | &nbsp;&nbsp; 29539 |
| Helvetia Baloise Holding AG  | &nbsp;&nbsp; 461 | &nbsp;&nbsp; 118725 |
| Mapfre SA  | &nbsp;&nbsp; 4674 | &nbsp;&nbsp; 20764 |
| Phoenix Financial Ltd.  | &nbsp;&nbsp; 1311 | &nbsp;&nbsp; 69707 |
| &nbsp;&nbsp;&nbsp; Powszechny Zaklad <br> Ubezpieczen SA <br>| &nbsp;&nbsp; 4144 | &nbsp;&nbsp; 71828 |
| Talanx AG  | &nbsp;&nbsp; 418 | &nbsp;&nbsp; 51705 |
| Unipol Assicurazioni SpA  | &nbsp;&nbsp; 2322 | &nbsp;&nbsp; 53770 |
| Zurich Insurance Group AG  | &nbsp;&nbsp; 856 | &nbsp;&nbsp; 602062 |
|  |  | &nbsp;&nbsp; 3011929 |
| Multi-Sector Holdings - 0.1%  | Multi-Sector Holdings - 0.1%  | Multi-Sector Holdings - 0.1%  |
| &nbsp;&nbsp;&nbsp; Bajaj Holdings & Investment <br> Ltd. <br>| &nbsp;&nbsp; 259 | &nbsp;&nbsp; 24191 |
| EXOR NV  | &nbsp;&nbsp; 606 | &nbsp;&nbsp; 46241 |
| Groupe Bruxelles Lambert NV  | &nbsp;&nbsp; 518 | &nbsp;&nbsp; 46971 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Industrivarden AB, Class A  | &nbsp;&nbsp; 611 | &nbsp;&nbsp; $30241 |
| Industrivarden AB, Class C  | &nbsp;&nbsp; 1010 | &nbsp;&nbsp; 49751 |
| Infratil Ltd.  | &nbsp;&nbsp; 5971 | &nbsp;&nbsp; 39968 |
| Investor AB, Class B  | &nbsp;&nbsp; 10640 | &nbsp;&nbsp; 400466 |
| &nbsp;&nbsp;&nbsp; L E Lundbergforetagen AB, <br> Class B <br>| &nbsp;&nbsp; 382 | &nbsp;&nbsp; 21582 |
| Remgro Ltd.  | &nbsp;&nbsp; 4834 | &nbsp;&nbsp; 53244 |
| Sofina SA  | &nbsp;&nbsp; 83 | &nbsp;&nbsp; 20091 |
| &nbsp;&nbsp;&nbsp; Washington H Soul Pattinson <br> & Co. Ltd. <br>| &nbsp;&nbsp; 2208 | &nbsp;&nbsp; 61597 |
|  |  | &nbsp;&nbsp; 794343 |
| Multi-Utilities - 0.1%  | Multi-Utilities - 0.1%  | Multi-Utilities - 0.1%  |
| Canadian Utilities Ltd., Class A  | &nbsp;&nbsp; 689 | &nbsp;&nbsp; 24123 |
| Centrica PLC  | &nbsp;&nbsp; 26492 | &nbsp;&nbsp; 74733 |
| &nbsp;&nbsp;&nbsp; Dubai Electricity & Water <br> Authority PJSC <br>| &nbsp;&nbsp; 53176 | &nbsp;&nbsp; 39448 |
| E.ON SE  | &nbsp;&nbsp; 13096 | &nbsp;&nbsp; 285916 |
| Engie SA  | &nbsp;&nbsp; 10660 | &nbsp;&nbsp; 342459 |
| National Grid PLC  | &nbsp;&nbsp; 29038 | &nbsp;&nbsp; 488349 |
| Nebras Energy  | &nbsp;&nbsp; 2114 | &nbsp;&nbsp; 8337 |
| Sembcorp Industries Ltd.  | &nbsp;&nbsp; 4500 | &nbsp;&nbsp; 23289 |
| Veolia Environnement SA  | &nbsp;&nbsp; 3658 | &nbsp;&nbsp; 138879 |
| YTL Corp. Bhd.  | &nbsp;&nbsp; 22900 | &nbsp;&nbsp; 9664 |
| YTL Power International Bhd.  | &nbsp;&nbsp; 30800 | &nbsp;&nbsp; 23016 |
|  |  | &nbsp;&nbsp; 1458213 |
| Office REITs - 0.0%\*  | Office REITs - 0.0%\*  | Office REITs - 0.0%\*  |
| Gecina SA  | &nbsp;&nbsp; 231 | &nbsp;&nbsp; 18169 |
| Nippon Building Fund, Inc.  | &nbsp;&nbsp; 51 | &nbsp;&nbsp; 42720 |
|  |  | &nbsp;&nbsp; 60889 |
| Oil & Gas Drilling - 0.0%\*  | Oil & Gas Drilling - 0.0%\*  | Oil & Gas Drilling - 0.0%\*  |
| Ades Holding Co.  | &nbsp;&nbsp; 3430 | &nbsp;&nbsp; 16517 |
| ADNOC Drilling Co. PJSC  | &nbsp;&nbsp; 27997 | &nbsp;&nbsp; 39593 |
| Borr Drilling Ltd. (a) | &nbsp;&nbsp; 6285 | &nbsp;&nbsp; 36264 |
| &nbsp;&nbsp;&nbsp; China Oilfield Services Ltd., <br> Class H <br>| &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 16043 |
| Seadrill Ltd. (a) | &nbsp;&nbsp; 1497 | &nbsp;&nbsp; 68114 |
|  |  | &nbsp;&nbsp; 176531 |
| Oil & Gas Equipment & Services - 0.0%\*  | Oil & Gas Equipment & Services - 0.0%\*  | Oil & Gas Equipment & Services - 0.0%\*  |
| TechnipFMC PLC  | &nbsp;&nbsp; 2400 | &nbsp;&nbsp; 165912 |
| &nbsp;&nbsp;&nbsp; Yantai Jereh Oilfield Services <br> Group Co. Ltd., Class A <br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 7138 |
|  |  | &nbsp;&nbsp; 173050 |
| Oil & Gas Exploration & Production - 0.2%  | Oil & Gas Exploration & Production - 0.2%  | Oil & Gas Exploration & Production - 0.2%  |
| Aker BP ASA  | &nbsp;&nbsp; 1813 | &nbsp;&nbsp; 66625 |
| ARC Resources Ltd.  | &nbsp;&nbsp; 3257 | &nbsp;&nbsp; 67565 |
| BKV Corp. (a) | &nbsp;&nbsp; 513 | &nbsp;&nbsp; 14631 |
| &nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd. <br>| &nbsp;&nbsp; 12226 | &nbsp;&nbsp; 594502 |
| Inpex Corp.  | &nbsp;&nbsp; 5100 | &nbsp;&nbsp; 150490 |
| Kolibri Global Energy, Inc. (a) | &nbsp;&nbsp; 708 | &nbsp;&nbsp; 3887 |
| Kosmos Energy Ltd. (a) | &nbsp;&nbsp; 11140 | &nbsp;&nbsp; 30969 |
| Oil India Ltd.  | &nbsp;&nbsp; 4087 | &nbsp;&nbsp; 20516 |
| PRIO SA (a) | &nbsp;&nbsp; 8100 | &nbsp;&nbsp; 102701 |
| &nbsp;&nbsp;&nbsp; PTT Exploration & Production <br> PCL NVDR <br>| &nbsp;&nbsp; 15850 | &nbsp;&nbsp; 76366 |
| Santos Ltd.  | &nbsp;&nbsp; 18781 | &nbsp;&nbsp; 102046 |
| Tatneft PJSC ADR (a)(c)\*\* | &nbsp;&nbsp; 3383 | &nbsp;&nbsp; — |
| Tatneft PJSC (a)(c)\*\* | &nbsp;&nbsp; 4926 | &nbsp;&nbsp; — |
| Tourmaline Oil Corp.  | &nbsp;&nbsp; 2122 | &nbsp;&nbsp; 101238 |
| Whitecap Resources, Inc.  | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 78750 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 75 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Woodside Energy Group Ltd.  | &nbsp;&nbsp; 11079 | &nbsp;&nbsp; $261063 |
|  |  | &nbsp;&nbsp; 1671349 |
| Oil & Gas Refining & Marketing - 0.2%  | Oil & Gas Refining & Marketing - 0.2%  | Oil & Gas Refining & Marketing - 0.2%  |
| Adnoc Gas PLC  | &nbsp;&nbsp; 57042 | &nbsp;&nbsp; 50305 |
| Bharat Petroleum Corp. Ltd.  | &nbsp;&nbsp; 11317 | &nbsp;&nbsp; 33931 |
| ENEOS Holdings, Inc.  | &nbsp;&nbsp; 15700 | &nbsp;&nbsp; 141117 |
| HD Hyundai Co. Ltd.  | &nbsp;&nbsp; 357 | &nbsp;&nbsp; 59873 |
| &nbsp;&nbsp;&nbsp; Hindustan Petroleum Corp. <br> Ltd. <br>| &nbsp;&nbsp; 8219 | &nbsp;&nbsp; 29290 |
| Idemitsu Kosan Co. Ltd.  | &nbsp;&nbsp; 4900 | &nbsp;&nbsp; 47989 |
| Indian Oil Corp. Ltd.  | &nbsp;&nbsp; 19486 | &nbsp;&nbsp; 27817 |
| Neste OYJ  | &nbsp;&nbsp; 2437 | &nbsp;&nbsp; 78946 |
| ORLEN SA  | &nbsp;&nbsp; 5073 | &nbsp;&nbsp; 183035 |
| Qatar Fuel QSC  | &nbsp;&nbsp; 4477 | &nbsp;&nbsp; 17805 |
| Reliance Industries Ltd.  | &nbsp;&nbsp; 51795 | &nbsp;&nbsp; 744893 |
| SK Innovation Co. Ltd.  | &nbsp;&nbsp; 609 | &nbsp;&nbsp; 44692 |
| S-Oil Corp. (a) | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 23108 |
| Turkiye Petrol Rafinerileri AS  | &nbsp;&nbsp; 8733 | &nbsp;&nbsp; 50689 |
|  |  | &nbsp;&nbsp; 1533490 |
| Oil & Gas Storage & Transportation - 0.2%  | Oil & Gas Storage & Transportation - 0.2%  | Oil & Gas Storage & Transportation - 0.2%  |
| Ardmore Shipping Corp.  | &nbsp;&nbsp; 786 | &nbsp;&nbsp; 11987 |
| Bollore SE  | &nbsp;&nbsp; 3499 | &nbsp;&nbsp; 19944 |
| &nbsp;&nbsp;&nbsp; China Merchants Energy <br> Shipping Co. Ltd., Class A <br>| &nbsp;&nbsp; 10900 | &nbsp;&nbsp; 25920 |
| &nbsp;&nbsp;&nbsp; COSCO SHIPPING Energy <br> Transportation Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 11548 |
| Enbridge, Inc.  | &nbsp;&nbsp; 12731 | &nbsp;&nbsp; 687933 |
| FLEX LNG Ltd. (a) | &nbsp;&nbsp; 729 | &nbsp;&nbsp; 21659 |
| Golar LNG Ltd.  | &nbsp;&nbsp; 2338 | &nbsp;&nbsp; 126509 |
| Keyera Corp.  | &nbsp;&nbsp; 1433 | &nbsp;&nbsp; 55254 |
| Pembina Pipeline Corp.  | &nbsp;&nbsp; 3397 | &nbsp;&nbsp; 151575 |
| Petronet LNG Ltd.  | &nbsp;&nbsp; 6837 | &nbsp;&nbsp; 17956 |
| Qatar Gas Transport Co. Ltd.  | &nbsp;&nbsp; 26847 | &nbsp;&nbsp; 30902 |
| Scorpio Tankers, Inc.  | &nbsp;&nbsp; 1078 | &nbsp;&nbsp; 80483 |
| SFL Corp. Ltd.  | &nbsp;&nbsp; 2855 | &nbsp;&nbsp; 30805 |
| TC Energy Corp.  | &nbsp;&nbsp; 6123 | &nbsp;&nbsp; 382197 |
| Teekay Corp. Ltd.  | &nbsp;&nbsp; 1223 | &nbsp;&nbsp; 14933 |
| Teekay Tankers Ltd., Class A  | &nbsp;&nbsp; 569 | &nbsp;&nbsp; 41719 |
|  |  | &nbsp;&nbsp; 1711324 |
| Other Specialty Retail - 0.0%\*  | Other Specialty Retail - 0.0%\*  | Other Specialty Retail - 0.0%\*  |
| Avolta AG  | &nbsp;&nbsp; 451 | &nbsp;&nbsp; 26907 |
| &nbsp;&nbsp;&nbsp; China Tourism Group Duty <br> Free Corp. Ltd., Class A <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 4112 |
| &nbsp;&nbsp;&nbsp; Chow Tai Fook Jewellery <br> Group Ltd. <br>| &nbsp;&nbsp; 17800 | &nbsp;&nbsp; 25023 |
| &nbsp;&nbsp;&nbsp; FSN E-Commerce Ventures <br> Ltd. (a)<br>| &nbsp;&nbsp; 10437 | &nbsp;&nbsp; 26169 |
| Jarir Marketing Co.  | &nbsp;&nbsp; 5358 | &nbsp;&nbsp; 20194 |
| JD Sports Fashion PLC  | &nbsp;&nbsp; 15353 | &nbsp;&nbsp; 14508 |
| Jumbo SA  | &nbsp;&nbsp; 1062 | &nbsp;&nbsp; 26895 |
| &nbsp;&nbsp;&nbsp; Pop Mart International Group <br> Ltd. (f)<br>| &nbsp;&nbsp; 4800 | &nbsp;&nbsp; 89307 |
| Sanrio Co. Ltd.  | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 31011 |
|  |  | &nbsp;&nbsp; 264126 |
| Packaged Foods & Meats - 0.2%  | Packaged Foods & Meats - 0.2%  | Packaged Foods & Meats - 0.2%  |
| Ajinomoto Co., Inc.  | &nbsp;&nbsp; 5220 | &nbsp;&nbsp; 147219 |
| Almarai Co. JSC  | &nbsp;&nbsp; 4315 | &nbsp;&nbsp; 50262 |
| Associated British Foods PLC  | &nbsp;&nbsp; 2085 | &nbsp;&nbsp; 51999 |
| Barry Callebaut AG  | &nbsp;&nbsp; 22 | &nbsp;&nbsp; 38499 |
| Britannia Industries Ltd.  | &nbsp;&nbsp; 987 | &nbsp;&nbsp; 56432 |
| &nbsp;&nbsp;&nbsp; Charoen Pokphand Foods <br> PCL NVDR <br>| &nbsp;&nbsp; 31162 | &nbsp;&nbsp; 19933 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| China Feihe Ltd. (f) | &nbsp;&nbsp; 29568 | &nbsp;&nbsp; $13218 |
| &nbsp;&nbsp;&nbsp; China Huishan Dairy Holdings <br> Co. Ltd. (a)(c)\*\*<br>| &nbsp;&nbsp; 55000 | &nbsp;&nbsp; — |
| China Mengniu Dairy Co. Ltd.  | &nbsp;&nbsp; 27000 | &nbsp;&nbsp; 59659 |
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & <br> Spruengli AG <br>| &nbsp;&nbsp; 6 | &nbsp;&nbsp; 212293 |
| Danone SA  | &nbsp;&nbsp; 3776 | &nbsp;&nbsp; 300776 |
| Forafric Global PLC (a) | &nbsp;&nbsp; 183 | &nbsp;&nbsp; 1766 |
| &nbsp;&nbsp;&nbsp; Foshan Haitian Flavouring & <br> Food Co. Ltd., Class A <br>| &nbsp;&nbsp; 1484 | &nbsp;&nbsp; 8849 |
| Gruma SAB de CV, Class B  | &nbsp;&nbsp; 475 | &nbsp;&nbsp; 8653 |
| Grupo Bimbo SAB de CV  | &nbsp;&nbsp; 12881 | &nbsp;&nbsp; 42909 |
| &nbsp;&nbsp;&nbsp; Guangdong Haid Group Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 7212 |
| &nbsp;&nbsp;&nbsp; Henan Shuanghui Investment <br> & Development Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 3185 | &nbsp;&nbsp; 13151 |
| &nbsp;&nbsp;&nbsp; Inner Mongolia Yili Industrial <br> Group Co. Ltd., Class A <br>| &nbsp;&nbsp; 3700 | &nbsp;&nbsp; 14173 |
| Kerry Group PLC, Class A  | &nbsp;&nbsp; 925 | &nbsp;&nbsp; 73416 |
| Kikkoman Corp.  | &nbsp;&nbsp; 4300 | &nbsp;&nbsp; 38944 |
| Lotus Bakeries NV  | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 22510 |
| Magnum Ice Cream Co. NV (a) | &nbsp;&nbsp; 3080 | &nbsp;&nbsp; 45053 |
| Marico Ltd.  | &nbsp;&nbsp; 5303 | &nbsp;&nbsp; 41394 |
| MBRF Global Foods Co. SA  | &nbsp;&nbsp; 3237 | &nbsp;&nbsp; 13414 |
| Mowi ASA  | &nbsp;&nbsp; 2781 | &nbsp;&nbsp; 62874 |
| &nbsp;&nbsp;&nbsp; Muyuan Foods Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2120 | &nbsp;&nbsp; 12803 |
| Nestle India Ltd.  | &nbsp;&nbsp; 6148 | &nbsp;&nbsp; 76401 |
| Nestle Malaysia Bhd.  | &nbsp;&nbsp; 939 | &nbsp;&nbsp; 22987 |
| Orkla ASA  | &nbsp;&nbsp; 4525 | &nbsp;&nbsp; 56606 |
| QL Resources Bhd.  | &nbsp;&nbsp; 20382 | &nbsp;&nbsp; 18625 |
| Salmar ASA  | &nbsp;&nbsp; 391 | &nbsp;&nbsp; 22679 |
| Samyang Foods Co. Ltd.  | &nbsp;&nbsp; 37 | &nbsp;&nbsp; 29995 |
| Saputo, Inc.  | &nbsp;&nbsp; 1526 | &nbsp;&nbsp; 47522 |
| &nbsp;&nbsp;&nbsp; Sigma Foods SAB de CV, <br> Class A <br>| &nbsp;&nbsp; 28378 | &nbsp;&nbsp; 28155 |
| SunOpta, Inc. (a) | &nbsp;&nbsp; 2194 | &nbsp;&nbsp; 14217 |
| Tata Consumer Products Ltd.  | &nbsp;&nbsp; 5406 | &nbsp;&nbsp; 58140 |
| &nbsp;&nbsp;&nbsp; Tingyi Cayman Islands Holding <br> Corp. <br>| &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 33395 |
| &nbsp;&nbsp;&nbsp; Uni-President Enterprises <br> Corp. <br>| &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 78181 |
| &nbsp;&nbsp;&nbsp; Want Want China Holdings <br> Ltd. <br>| &nbsp;&nbsp; 46000 | &nbsp;&nbsp; 27224 |
| WH Group Ltd. (f) | &nbsp;&nbsp; 53666 | &nbsp;&nbsp; 70550 |
|  |  | &nbsp;&nbsp; 1942088 |
| Paper & Plastic Packaging Products & Materials - 0.0%\*  | Paper & Plastic Packaging Products & Materials - 0.0%\*  | Paper & Plastic Packaging Products & Materials - 0.0%\*  |
| Klabin SA  | &nbsp;&nbsp; 7494 | &nbsp;&nbsp; 27999 |
| Paper Products - 0.0%\*  | Paper Products - 0.0%\*  | Paper Products - 0.0%\*  |
| Empresas CMPC SA  | &nbsp;&nbsp; 13235 | &nbsp;&nbsp; 17860 |
| Holmen AB, Class B  | &nbsp;&nbsp; 344 | &nbsp;&nbsp; 12259 |
| Stora Enso OYJ, R Shares  | &nbsp;&nbsp; 3784 | &nbsp;&nbsp; 44295 |
| Suzano SA  | &nbsp;&nbsp; 6100 | &nbsp;&nbsp; 60627 |
| UPM-Kymmene OYJ  | &nbsp;&nbsp; 3046 | &nbsp;&nbsp; 95038 |
|  |  | &nbsp;&nbsp; 230079 |
| Passenger Airlines - 0.1%  | Passenger Airlines - 0.1%  | Passenger Airlines - 0.1%  |
| Air China Ltd., Class A (a) | &nbsp;&nbsp; 12700 | &nbsp;&nbsp; 12489 |
| ANA Holdings, Inc.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 16079 |
| China Airlines Ltd.  | &nbsp;&nbsp; 34000 | &nbsp;&nbsp; 19279 |
| &nbsp;&nbsp;&nbsp; China Eastern Airlines Corp. <br> Ltd., Class A (a)<br>| &nbsp;&nbsp; 12400 | &nbsp;&nbsp; 7705 |
| &nbsp;&nbsp;&nbsp; China Southern Airlines Co. <br> Ltd., Class A (a)<br>| &nbsp;&nbsp; 11600 | &nbsp;&nbsp; 9557 |
| Deutsche Lufthansa AG  | &nbsp;&nbsp; 3102 | &nbsp;&nbsp; 26333 |
| Eva Airways Corp.  | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 30168 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 76 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| InterGlobe Aviation Ltd. (f) | &nbsp;&nbsp; 1827 | &nbsp;&nbsp; $77119 |
| &nbsp;&nbsp;&nbsp; International Consolidated <br> Airlines Group SA, Class DI <br>| &nbsp;&nbsp; 7432 | &nbsp;&nbsp; 35163 |
| Japan Airlines Co. Ltd.  | &nbsp;&nbsp; 814 | &nbsp;&nbsp; 13258 |
| Korean Air Lines Co. Ltd.  | &nbsp;&nbsp; 1295 | &nbsp;&nbsp; 20889 |
| Latam Airlines Group SA  | &nbsp;&nbsp; 2068675 | &nbsp;&nbsp; 50639 |
| Qantas Airways Ltd.  | &nbsp;&nbsp; 3798 | &nbsp;&nbsp; 22147 |
| Ryanair Holdings PLC  | &nbsp;&nbsp; 4873 | &nbsp;&nbsp; 136751 |
| Singapore Airlines Ltd.  | &nbsp;&nbsp; 10200 | &nbsp;&nbsp; 52417 |
| &nbsp;&nbsp;&nbsp; Spring Airlines Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 4037 |
| Turk Hava Yollari AO  | &nbsp;&nbsp; 1186 | &nbsp;&nbsp; 7867 |
|  |  | &nbsp;&nbsp; 541897 |
| Passenger Ground Transportation - 0.0%\*  | Passenger Ground Transportation - 0.0%\*  | Passenger Ground Transportation - 0.0%\*  |
| Ayvens SA (f) | &nbsp;&nbsp; 1875 | &nbsp;&nbsp; 22037 |
| &nbsp;&nbsp;&nbsp; Grab Holdings Ltd., Class A <br> (a)<br>| &nbsp;&nbsp; 15300 | &nbsp;&nbsp; 55998 |
| Localiza Rent a Car SA  | &nbsp;&nbsp; 8501 | &nbsp;&nbsp; 76480 |
|  |  | &nbsp;&nbsp; 154515 |
| Personal Care Products - 0.2%  | Personal Care Products - 0.2%  | Personal Care Products - 0.2%  |
| Amorepacific Corp.  | &nbsp;&nbsp; 233 | &nbsp;&nbsp; 21479 |
| APR Corp.  | &nbsp;&nbsp; 207 | &nbsp;&nbsp; 47231 |
| Beiersdorf AG  | &nbsp;&nbsp; 626 | &nbsp;&nbsp; 56092 |
| Colgate-Palmolive India Ltd.  | &nbsp;&nbsp; 1201 | &nbsp;&nbsp; 22649 |
| Dabur India Ltd.  | &nbsp;&nbsp; 5811 | &nbsp;&nbsp; 25147 |
| &nbsp;&nbsp;&nbsp; Giant Biogene Holding Co. Ltd. <br> (f)<br>| &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 12726 |
| &nbsp;&nbsp;&nbsp; Godrej Consumer Products <br> Ltd. <br>| &nbsp;&nbsp; 3332 | &nbsp;&nbsp; 34904 |
| &nbsp;&nbsp;&nbsp; Hengan International Group <br> Co. Ltd. <br>| &nbsp;&nbsp; 3980 | &nbsp;&nbsp; 14085 |
| Hindustan Unilever Ltd.  | &nbsp;&nbsp; 6753 | &nbsp;&nbsp; 147177 |
| Kao Corp.  | &nbsp;&nbsp; 2600 | &nbsp;&nbsp; 100967 |
| L'Oreal SA  | &nbsp;&nbsp; 1404 | &nbsp;&nbsp; 571429 |
| Shiseido Co. Ltd.  | &nbsp;&nbsp; 2500 | &nbsp;&nbsp; 50952 |
| Unilever PLC  | &nbsp;&nbsp; 12757 | &nbsp;&nbsp; 697758 |
|  |  | &nbsp;&nbsp; 1802596 |
| Pharmaceuticals - 0.6%  | Pharmaceuticals - 0.6%  | Pharmaceuticals - 0.6%  |
| Alkem Laboratories Ltd.  | &nbsp;&nbsp; 346 | &nbsp;&nbsp; 19396 |
| Astellas Pharma, Inc.  | &nbsp;&nbsp; 10500 | &nbsp;&nbsp; 170755 |
| AstraZeneca PLC  | &nbsp;&nbsp; 9081 | &nbsp;&nbsp; 1769123 |
| Aurobindo Pharma Ltd.  | &nbsp;&nbsp; 2662 | &nbsp;&nbsp; 37019 |
| Bayer AG  | &nbsp;&nbsp; 5727 | &nbsp;&nbsp; 264198 |
| &nbsp;&nbsp;&nbsp; Beijing Tong Ren Tang Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 6863 |
| &nbsp;&nbsp;&nbsp; Caliway Biopharmaceuticals <br> Co. Ltd. (a)<br>| &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 25198 |
| &nbsp;&nbsp;&nbsp; Changchun High-Tech <br> Industry Group Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 300 | &nbsp;&nbsp; 3760 |
| &nbsp;&nbsp;&nbsp; China Resources Sanjiu <br> Medical & Pharmaceutical <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 2704 | &nbsp;&nbsp; 10984 |
| &nbsp;&nbsp;&nbsp; Chugai Pharmaceutical Co. <br> Ltd. <br>| &nbsp;&nbsp; 3900 | &nbsp;&nbsp; 214558 |
| Cipla Ltd.  | &nbsp;&nbsp; 4566 | &nbsp;&nbsp; 59497 |
| &nbsp;&nbsp;&nbsp; CSPC Pharmaceutical Group <br> Ltd. <br>| &nbsp;&nbsp; 74000 | &nbsp;&nbsp; 87343 |
| Daiichi Sankyo Co. Ltd.  | &nbsp;&nbsp; 10514 | &nbsp;&nbsp; 187647 |
| Dr. Reddy's Laboratories Ltd.  | &nbsp;&nbsp; 4942 | &nbsp;&nbsp; 66237 |
| Eisai Co. Ltd.  | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 53093 |
| Financiere de Tubize SA  | &nbsp;&nbsp; 104 | &nbsp;&nbsp; 25717 |
| Galderma Group AG  | &nbsp;&nbsp; 1073 | &nbsp;&nbsp; 209844 |
| &nbsp;&nbsp;&nbsp; Hansoh Pharmaceutical Group <br> Co. Ltd. (f)<br>| &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 54936 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Ipsen SA  | &nbsp;&nbsp; 245 | &nbsp;&nbsp; $45642 |
| &nbsp;&nbsp;&nbsp; Jiangsu Hengrui <br> Pharmaceuticals Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 4020 | &nbsp;&nbsp; 32492 |
| Kyowa Kirin Co. Ltd.  | &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 22857 |
| Lupin Ltd.  | &nbsp;&nbsp; 2618 | &nbsp;&nbsp; 64791 |
| Mankind Pharma Ltd.  | &nbsp;&nbsp; 1285 | &nbsp;&nbsp; 27427 |
| MediWound Ltd. (a) | &nbsp;&nbsp; 198 | &nbsp;&nbsp; 3190 |
| Merck KGaA  | &nbsp;&nbsp; 746 | &nbsp;&nbsp; 94483 |
| Novo Nordisk AS, Class B  | &nbsp;&nbsp; 18836 | &nbsp;&nbsp; 687146 |
| Orion OYJ, Class B  | &nbsp;&nbsp; 707 | &nbsp;&nbsp; 56964 |
| Otsuka Holdings Co. Ltd.  | &nbsp;&nbsp; 2500 | &nbsp;&nbsp; 176998 |
| &nbsp;&nbsp;&nbsp; Recordati Industria Chimica e <br> Farmaceutica SpA <br>| &nbsp;&nbsp; 723 | &nbsp;&nbsp; 41267 |
| Richter Gedeon Nyrt  | &nbsp;&nbsp; 602 | &nbsp;&nbsp; 21266 |
| Sandoz Group AG  | &nbsp;&nbsp; 2432 | &nbsp;&nbsp; 189613 |
| Shionogi & Co. Ltd.  | &nbsp;&nbsp; 4400 | &nbsp;&nbsp; 97097 |
| Sino Biopharmaceutical Ltd.  | &nbsp;&nbsp; 97000 | &nbsp;&nbsp; 73702 |
| &nbsp;&nbsp;&nbsp; SK Biopharmaceuticals Co. <br> Ltd. (a)<br>| &nbsp;&nbsp; 359 | &nbsp;&nbsp; 22616 |
| &nbsp;&nbsp;&nbsp; Sun Pharmaceutical Industries <br> Ltd. <br>| &nbsp;&nbsp; 8431 | &nbsp;&nbsp; 157687 |
| &nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co. <br> Ltd. <br>| &nbsp;&nbsp; 9311 | &nbsp;&nbsp; 342074 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. ADR (a)(d)<br>| &nbsp;&nbsp; 6700 | &nbsp;&nbsp; 201804 |
| Torrent Pharmaceuticals Ltd.  | &nbsp;&nbsp; 992 | &nbsp;&nbsp; 44256 |
| UCB SA  | &nbsp;&nbsp; 736 | &nbsp;&nbsp; 221054 |
| Yuhan Corp.  | &nbsp;&nbsp; 526 | &nbsp;&nbsp; 33626 |
| &nbsp;&nbsp;&nbsp; Yunnan Baiyao Group Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 11167 |
| &nbsp;&nbsp;&nbsp; Zhangzhou Pientzehuang <br> Pharmaceutical Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 8772 |
| Zydus Lifesciences Ltd.  | &nbsp;&nbsp; 2819 | &nbsp;&nbsp; 26248 |
|  |  | &nbsp;&nbsp; 5970407 |
| Precious Metals & Minerals - 0.1%  | Precious Metals & Minerals - 0.1%  | Precious Metals & Minerals - 0.1%  |
| Alrosa PJSC (a)(c)\*\* | &nbsp;&nbsp; 46308 | &nbsp;&nbsp; — |
| Impala Platinum Holdings Ltd.  | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 111065 |
| &nbsp;&nbsp;&nbsp; Industrias Penoles SAB de CV <br> (a)<br>| &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 79478 |
| &nbsp;&nbsp;&nbsp; Northam Platinum Holdings <br> Ltd. <br>| &nbsp;&nbsp; 3025 | &nbsp;&nbsp; 61016 |
| Sibanye Stillwater Ltd.  | &nbsp;&nbsp; 21226 | &nbsp;&nbsp; 64406 |
| Valterra Platinum Ltd.  | &nbsp;&nbsp; 2177 | &nbsp;&nbsp; 180896 |
|  |  | &nbsp;&nbsp; 496861 |
| Property & Casualty Insurance - 0.2%  | Property & Casualty Insurance - 0.2%  | Property & Casualty Insurance - 0.2%  |
| Admiral Group PLC  | &nbsp;&nbsp; 1494 | &nbsp;&nbsp; 62256 |
| DB Insurance Co. Ltd.  | &nbsp;&nbsp; 399 | &nbsp;&nbsp; 44754 |
| Fairfax Financial Holdings Ltd.  | &nbsp;&nbsp; 120 | &nbsp;&nbsp; 203818 |
| Fidelis Insurance Holdings Ltd.  | &nbsp;&nbsp; 1309 | &nbsp;&nbsp; 25015 |
| &nbsp;&nbsp;&nbsp; Hamilton Insurance Group <br> Ltd., Class B <br>| &nbsp;&nbsp; 1057 | &nbsp;&nbsp; 31530 |
| &nbsp;&nbsp;&nbsp; ICICI Lombard General <br> Insurance Co. Ltd. (f)<br>| &nbsp;&nbsp; 1964 | &nbsp;&nbsp; 35785 |
| Insurance Australia Group Ltd.  | &nbsp;&nbsp; 13588 | &nbsp;&nbsp; 68309 |
| Intact Financial Corp.  | &nbsp;&nbsp; 1071 | &nbsp;&nbsp; 193456 |
| &nbsp;&nbsp;&nbsp; Kingsway Financial Services, <br> Inc. (a)<br>| &nbsp;&nbsp; 541 | &nbsp;&nbsp; 5643 |
| &nbsp;&nbsp;&nbsp; MS&AD Insurance Group <br> Holdings, Inc. <br>| &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 195243 |
| OUTsurance Group Ltd.  | &nbsp;&nbsp; 7391 | &nbsp;&nbsp; 30052 |
| &nbsp;&nbsp;&nbsp; People's Insurance Co. Group <br> of China Ltd., Class A <br>| &nbsp;&nbsp; 5200 | &nbsp;&nbsp; 5533 |
| &nbsp;&nbsp;&nbsp; People's Insurance Co. Group <br> of China Ltd., Class H <br>| &nbsp;&nbsp; 66000 | &nbsp;&nbsp; 45970 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 77 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; PICC Property & Casualty Co. <br> Ltd., Class H <br>| &nbsp;&nbsp; 64000 | &nbsp;&nbsp; $117825 |
| QBE Insurance Group Ltd.  | &nbsp;&nbsp; 8729 | &nbsp;&nbsp; 127869 |
| Sampo OYJ, A Shares  | &nbsp;&nbsp; 13954 | &nbsp;&nbsp; 147948 |
| &nbsp;&nbsp;&nbsp; Samsung Fire & Marine <br> Insurance Co. Ltd. <br>| &nbsp;&nbsp; 256 | &nbsp;&nbsp; 76680 |
| Sompo Holdings, Inc.  | &nbsp;&nbsp; 5200 | &nbsp;&nbsp; 201937 |
| Suncorp Group Ltd.  | &nbsp;&nbsp; 6220 | &nbsp;&nbsp; 69294 |
| Tokio Marine Holdings, Inc.  | &nbsp;&nbsp; 10769 | &nbsp;&nbsp; 504284 |
| Tryg AS  | &nbsp;&nbsp; 2178 | &nbsp;&nbsp; 51752 |
|  |  | &nbsp;&nbsp; 2244953 |
| Publishing - 0.0%\*  | Publishing - 0.0%\*  | Publishing - 0.0%\*  |
| China Literature Ltd. (a)(f) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 13114 |
| Rail Transportation - 0.1%  | Rail Transportation - 0.1%  | Rail Transportation - 0.1%  |
| Canadian National Railway Co.  | &nbsp;&nbsp; 3095 | &nbsp;&nbsp; 317539 |
| &nbsp;&nbsp;&nbsp; Canadian Pacific Kansas City <br> Ltd. <br>| &nbsp;&nbsp; 5213 | &nbsp;&nbsp; 408919 |
| Central Japan Railway Co.  | &nbsp;&nbsp; 4500 | &nbsp;&nbsp; 116722 |
| &nbsp;&nbsp;&nbsp; Daqin Railway Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 12900 | &nbsp;&nbsp; 10011 |
| East Japan Railway Co.  | &nbsp;&nbsp; 5600 | &nbsp;&nbsp; 127770 |
| Hankyu Hanshin Holdings, Inc.  | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 37499 |
| MTR Corp. Ltd.  | &nbsp;&nbsp; 9614 | &nbsp;&nbsp; 39403 |
| Rumo SA  | &nbsp;&nbsp; 13300 | &nbsp;&nbsp; 41388 |
| Seibu Holdings, Inc.  | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 30658 |
| Tokyu Corp.  | &nbsp;&nbsp; 3100 | &nbsp;&nbsp; 36504 |
| West Japan Railway Co.  | &nbsp;&nbsp; 2600 | &nbsp;&nbsp; 51121 |
|  |  | &nbsp;&nbsp; 1217534 |
| Real Estate Development - 0.1%  | Real Estate Development - 0.1%  | Real Estate Development - 0.1%  |
| &nbsp;&nbsp;&nbsp; C&D International Investment <br> Group Ltd. <br>| &nbsp;&nbsp; 5393 | &nbsp;&nbsp; 8726 |
| &nbsp;&nbsp;&nbsp; China Merchants Shekou <br> Industrial Zone Holdings Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 11200 | &nbsp;&nbsp; 13733 |
| &nbsp;&nbsp;&nbsp; China Overseas Land & <br> Investment Ltd. <br>| &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 52202 |
| China Resources Land Ltd.  | &nbsp;&nbsp; 30000 | &nbsp;&nbsp; 111204 |
| CK Asset Holdings Ltd.  | &nbsp;&nbsp; 11086 | &nbsp;&nbsp; 63440 |
| &nbsp;&nbsp;&nbsp; Dar Al Arkan Real Estate <br> Development Co. (a)<br>| &nbsp;&nbsp; 6049 | &nbsp;&nbsp; 29287 |
| Emaar Development PJSC  | &nbsp;&nbsp; 9565 | &nbsp;&nbsp; 36207 |
| Emaar Properties PJSC  | &nbsp;&nbsp; 53773 | &nbsp;&nbsp; 175969 |
| Godrej Properties Ltd. (a) | &nbsp;&nbsp; 1176 | &nbsp;&nbsp; 18413 |
| &nbsp;&nbsp;&nbsp; Henderson Land Development <br> Co. Ltd. <br>| &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 29725 |
| Lodha Developers Ltd. (f) | &nbsp;&nbsp; 2614 | &nbsp;&nbsp; 18895 |
| Longfor Group Holdings Ltd. (f) | &nbsp;&nbsp; 15498 | &nbsp;&nbsp; 15090 |
| Oberoi Realty Ltd.  | &nbsp;&nbsp; 1266 | &nbsp;&nbsp; 19168 |
| Prestige Estates Projects Ltd.  | &nbsp;&nbsp; 1456 | &nbsp;&nbsp; 17451 |
| Sino Land Co. Ltd.  | &nbsp;&nbsp; 19480 | &nbsp;&nbsp; 28548 |
|  |  | &nbsp;&nbsp; 638058 |
| Real Estate Operating Companies - 0.1%  | Real Estate Operating Companies - 0.1%  | Real Estate Operating Companies - 0.1%  |
| Azrieli Group Ltd.  | &nbsp;&nbsp; 267 | &nbsp;&nbsp; 35666 |
| CapitaLand Investment Ltd.  | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 25455 |
| Central Pattana PCL NVDR  | &nbsp;&nbsp; 17200 | &nbsp;&nbsp; 33033 |
| &nbsp;&nbsp;&nbsp; China Resources Mixc <br> Lifestyle Services Ltd. (f)<br>| &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 44720 |
| &nbsp;&nbsp;&nbsp; Fastighets AB Balder, Class B <br> (a)<br>| &nbsp;&nbsp; 3671 | &nbsp;&nbsp; 21365 |
| Hongkong Land Holdings Ltd.  | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 54551 |
| Hulic Co. Ltd.  | &nbsp;&nbsp; 2900 | &nbsp;&nbsp; 33722 |
| LEG Immobilien SE  | &nbsp;&nbsp; 428 | &nbsp;&nbsp; 27869 |
| Mabanee Co. KPSC  | &nbsp;&nbsp; 8178 | &nbsp;&nbsp; 23985 |
| NEPI Rockcastle NV  | &nbsp;&nbsp; 4920 | &nbsp;&nbsp; 39027 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Plaza SA  | &nbsp;&nbsp; 6519 | &nbsp;&nbsp; $27522 |
| Sagax AB, Class B  | &nbsp;&nbsp; 1105 | &nbsp;&nbsp; 20262 |
| SM Prime Holdings, Inc.  | &nbsp;&nbsp; 101200 | &nbsp;&nbsp; 34067 |
| Swiss Prime Site AG  | &nbsp;&nbsp; 462 | &nbsp;&nbsp; 77840 |
| Vonovia SE  | &nbsp;&nbsp; 4425 | &nbsp;&nbsp; 110331 |
| &nbsp;&nbsp;&nbsp; Wharf Real Estate Investment <br> Co. Ltd. <br>| &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 26195 |
|  |  | &nbsp;&nbsp; 635610 |
| Real Estate Services - 0.0%\*  | Real Estate Services - 0.0%\*  | Real Estate Services - 0.0%\*  |
| FirstService Corp.  | &nbsp;&nbsp; 235 | &nbsp;&nbsp; 32587 |
| KE Holdings, Inc., Class A  | &nbsp;&nbsp; 18600 | &nbsp;&nbsp; 92127 |
| Real Brokerage, Inc. (a) | &nbsp;&nbsp; 3504 | &nbsp;&nbsp; 8760 |
|  |  | &nbsp;&nbsp; 133474 |
| Regional Banks - 0.1%  | Regional Banks - 0.1%  | Regional Banks - 0.1%  |
| AU Small Finance Bank Ltd. (f) | &nbsp;&nbsp; 4104 | &nbsp;&nbsp; 36748 |
| &nbsp;&nbsp;&nbsp; Bank of Chengdu Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2100 | &nbsp;&nbsp; 5215 |
| &nbsp;&nbsp;&nbsp; Bank of Hangzhou Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 5547 | &nbsp;&nbsp; 13478 |
| &nbsp;&nbsp;&nbsp; Bank of Jiangsu Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 9100 | &nbsp;&nbsp; 14388 |
| &nbsp;&nbsp;&nbsp; Bank of Nanjing Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 8300 | &nbsp;&nbsp; 13688 |
| &nbsp;&nbsp;&nbsp; Bank of Ningbo Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 3556 | &nbsp;&nbsp; 15678 |
| Banque Cantonale Vaudoise  | &nbsp;&nbsp; 178 | &nbsp;&nbsp; 28808 |
| Chiba Bank Ltd.  | &nbsp;&nbsp; 3700 | &nbsp;&nbsp; 47779 |
| &nbsp;&nbsp;&nbsp; Chongqing Rural Commercial <br> Bank Co. Ltd., Class H <br>| &nbsp;&nbsp; 25000 | &nbsp;&nbsp; 21651 |
| Dukhan Bank  | &nbsp;&nbsp; 19912 | &nbsp;&nbsp; 18933 |
| First BanCorp  | &nbsp;&nbsp; 3720 | &nbsp;&nbsp; 79459 |
| KakaoBank Corp.  | &nbsp;&nbsp; 2092 | &nbsp;&nbsp; 34087 |
| OFG Bancorp  | &nbsp;&nbsp; 1045 | &nbsp;&nbsp; 42281 |
| Popular, Inc.  | &nbsp;&nbsp; 352 | &nbsp;&nbsp; 47228 |
| Resona Holdings, Inc.  | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 136562 |
| &nbsp;&nbsp;&nbsp; Yokohama Financial Group, <br> Inc. <br>| &nbsp;&nbsp; 6600 | &nbsp;&nbsp; 58770 |
|  |  | &nbsp;&nbsp; 614753 |
| Reinsurance - 0.1%  | Reinsurance - 0.1%  | Reinsurance - 0.1%  |
| Hannover Rueck SE  | &nbsp;&nbsp; 349 | &nbsp;&nbsp; 109379 |
| Kestrel Group Ltd. (a) | &nbsp;&nbsp; 30 | &nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-<br> Gesellschaft AG in <br> Muenchen <br>| &nbsp;&nbsp; 763 | &nbsp;&nbsp; 480344 |
| RenaissanceRe Holdings Ltd.  | &nbsp;&nbsp; 190 | &nbsp;&nbsp; 56474 |
|  |  | &nbsp;&nbsp; 646521 |
| Renewable Electricity - 0.0%\*  | Renewable Electricity - 0.0%\*  | Renewable Electricity - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Barito Renewables Energy <br> Tbk. PT (a)<br>| &nbsp;&nbsp; 43900 | &nbsp;&nbsp; 13562 |
| Brookfield Renewable Corp.  | &nbsp;&nbsp; 1419 | &nbsp;&nbsp; 56444 |
| &nbsp;&nbsp;&nbsp; China Longyuan Power Group <br> Corp. Ltd., Class H <br>| &nbsp;&nbsp; 26000 | &nbsp;&nbsp; 23802 |
| &nbsp;&nbsp;&nbsp; China Yangtze Power Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 16600 | &nbsp;&nbsp; 65093 |
| EDP Renovaveis SA  | &nbsp;&nbsp; 1654 | &nbsp;&nbsp; 26426 |
| Engie Brasil Energia SA  | &nbsp;&nbsp; 2006 | &nbsp;&nbsp; 12612 |
| Meridian Energy Ltd.  | &nbsp;&nbsp; 6954 | &nbsp;&nbsp; 22098 |
| NHPC Ltd.  | &nbsp;&nbsp; 30539 | &nbsp;&nbsp; 23922 |
| Orsted AS (a)(f) | &nbsp;&nbsp; 3035 | &nbsp;&nbsp; 75030 |
|  |  | &nbsp;&nbsp; 318989 |
| Research & Consulting Services - 0.1%  | Research & Consulting Services - 0.1%  | Research & Consulting Services - 0.1%  |
| Bureau Veritas SA  | &nbsp;&nbsp; 2186 | &nbsp;&nbsp; 65224 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 78 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Intertek Group PLC  | &nbsp;&nbsp; 996 | &nbsp;&nbsp; $48285 |
| RELX PLC  | &nbsp;&nbsp; 10630 | &nbsp;&nbsp; 346974 |
| SGS SA  | &nbsp;&nbsp; 958 | &nbsp;&nbsp; 100466 |
| Thomson Reuters Corp.  | &nbsp;&nbsp; 955 | &nbsp;&nbsp; 85923 |
| Wolters Kluwer NV  | &nbsp;&nbsp; 1344 | &nbsp;&nbsp; 100064 |
|  |  | &nbsp;&nbsp; 746936 |
| Restaurants - 0.1%  | Restaurants - 0.1%  | Restaurants - 0.1%  |
| Compass Group PLC  | &nbsp;&nbsp; 9917 | &nbsp;&nbsp; 275669 |
| Delivery Hero SE (a)(f) | &nbsp;&nbsp; 1116 | &nbsp;&nbsp; 20671 |
| Eternal Ltd. (a) | &nbsp;&nbsp; 24803 | &nbsp;&nbsp; 61021 |
| &nbsp;&nbsp;&nbsp; Haidilao International Holding <br> Ltd. (f)<br>| &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 25775 |
| Jollibee Foods Corp.  | &nbsp;&nbsp; 5580 | &nbsp;&nbsp; 16330 |
| Jubilant Foodworks Ltd.  | &nbsp;&nbsp; 5059 | &nbsp;&nbsp; 23401 |
| Meituan, Class B (a)(f) | &nbsp;&nbsp; 43007 | &nbsp;&nbsp; 469363 |
| &nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br>| &nbsp;&nbsp; 3876 | &nbsp;&nbsp; 286179 |
| Sodexo SA  | &nbsp;&nbsp; 489 | &nbsp;&nbsp; 25022 |
| Swiggy Ltd. (a) | &nbsp;&nbsp; 6945 | &nbsp;&nbsp; 19271 |
| Yum China Holdings, Inc.  | &nbsp;&nbsp; 3050 | &nbsp;&nbsp; 151517 |
| Zensho Holdings Co. Ltd.  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 34945 |
|  |  | &nbsp;&nbsp; 1409164 |
| Retail REITs - 0.0%\*  | Retail REITs - 0.0%\*  | Retail REITs - 0.0%\*  |
| Klepierre SA  | &nbsp;&nbsp; 1391 | &nbsp;&nbsp; 52056 |
| Link REIT  | &nbsp;&nbsp; 15068 | &nbsp;&nbsp; 69846 |
| Scentre Group  | &nbsp;&nbsp; 30026 | &nbsp;&nbsp; 68773 |
| Unibail-Rodamco-Westfield (a) | &nbsp;&nbsp; 702 | &nbsp;&nbsp; 77204 |
| Vicinity Ltd.  | &nbsp;&nbsp; 24589 | &nbsp;&nbsp; 39821 |
|  |  | &nbsp;&nbsp; 307700 |
| Security & Alarm Services - 0.0%\*  | Security & Alarm Services - 0.0%\*  | Security & Alarm Services - 0.0%\*  |
| Secom Co. Ltd.  | &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 87397 |
| Securitas AB, Class B  | &nbsp;&nbsp; 3182 | &nbsp;&nbsp; 52958 |
| Verisure PLC (a) | &nbsp;&nbsp; 1374 | &nbsp;&nbsp; 14218 |
|  |  | &nbsp;&nbsp; 154573 |
| Semiconductor Materials & Equipment - 0.5%  | Semiconductor Materials & Equipment - 0.5%  | Semiconductor Materials & Equipment - 0.5%  |
| &nbsp;&nbsp;&nbsp; Advanced Micro-Fabrication <br> Equipment, Inc. China, <br> Class A <br>| &nbsp;&nbsp; 339 | &nbsp;&nbsp; 15325 |
| Advantest Corp.  | &nbsp;&nbsp; 4500 | &nbsp;&nbsp; 619527 |
| ASM International NV  | &nbsp;&nbsp; 273 | &nbsp;&nbsp; 206268 |
| ASML Holding NV  | &nbsp;&nbsp; 2274 | &nbsp;&nbsp; 3014315 |
| &nbsp;&nbsp;&nbsp; BE Semiconductor Industries <br> NV <br>| &nbsp;&nbsp; 422 | &nbsp;&nbsp; 90104 |
| Disco Corp.  | &nbsp;&nbsp; 526 | &nbsp;&nbsp; 213870 |
| &nbsp;&nbsp;&nbsp; GCL Technology Holdings Ltd. <br> (a)<br>| &nbsp;&nbsp; 275000 | &nbsp;&nbsp; 30549 |
| Globalwafers Co. Ltd.  | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 27281 |
| &nbsp;&nbsp;&nbsp; Hangzhou First Applied <br> Material Co. Ltd., Class A <br>| &nbsp;&nbsp; 1920 | &nbsp;&nbsp; 4930 |
| Hanmi Semiconductor Co. Ltd.  | &nbsp;&nbsp; 387 | &nbsp;&nbsp; 66865 |
| Hon Precision, Inc.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 110646 |
| Kulicke & Soffa Industries, Inc.  | &nbsp;&nbsp; 1216 | &nbsp;&nbsp; 79916 |
| Lasertec Corp.  | &nbsp;&nbsp; 438 | &nbsp;&nbsp; 97251 |
| &nbsp;&nbsp;&nbsp; National Silicon Industry <br> Group Co. Ltd., Class A (a)<br>| &nbsp;&nbsp; 5161 | &nbsp;&nbsp; 12845 |
| &nbsp;&nbsp;&nbsp; NAURA Technology Group Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 540 | &nbsp;&nbsp; 35520 |
| Nova Ltd. (a) | &nbsp;&nbsp; 171 | &nbsp;&nbsp; 75199 |
| SCREEN Holdings Co. Ltd.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 59432 |
| Tokyo Electron Ltd.  | &nbsp;&nbsp; 2588 | &nbsp;&nbsp; 641435 |
| Xinyi Solar Holdings Ltd.  | &nbsp;&nbsp; 66870 | &nbsp;&nbsp; 25066 |
|  |  | &nbsp;&nbsp; 5426344 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Semiconductors - 1.7%  | Semiconductors - 1.7%  | Semiconductors - 1.7%  |
| Alchip Technologies Ltd.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; $81552 |
| Allegro MicroSystems, Inc. (a) | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 22071 |
| &nbsp;&nbsp;&nbsp; ASE Technology Holding Co. <br> Ltd. <br>| &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 308172 |
| &nbsp;&nbsp;&nbsp; Cambricon Technologies Corp. <br> Ltd., Class A (a)<br>| &nbsp;&nbsp; 173 | &nbsp;&nbsp; 25158 |
| &nbsp;&nbsp;&nbsp; China Resources <br> Microelectronics Ltd., <br> Class A <br>| &nbsp;&nbsp; 1955 | &nbsp;&nbsp; 12781 |
| eMemory Technology, Inc.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 85146 |
| &nbsp;&nbsp;&nbsp; GigaDevice Semiconductor, <br> Inc., Class A <br>| &nbsp;&nbsp; 560 | &nbsp;&nbsp; 19931 |
| Global Unichip Corp.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 70839 |
| &nbsp;&nbsp;&nbsp; Hua Hong Semiconductor Ltd., <br> Class H (a)(f)<br>| &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 60550 |
| &nbsp;&nbsp;&nbsp; Hygon Information Technology <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 1504 | &nbsp;&nbsp; 46984 |
| &nbsp;&nbsp;&nbsp; indie Semiconductor, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 4752 | &nbsp;&nbsp; 15301 |
| Infineon Technologies AG  | &nbsp;&nbsp; 7623 | &nbsp;&nbsp; 344734 |
| &nbsp;&nbsp;&nbsp; Ingenic Semiconductor Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 600 | &nbsp;&nbsp; 9284 |
| &nbsp;&nbsp;&nbsp; JA Solar Technology Co. Ltd., <br> Class A (a)<br>| &nbsp;&nbsp; 4268 | &nbsp;&nbsp; 6830 |
| JCET Group Co. Ltd., Class A  | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 11466 |
| &nbsp;&nbsp;&nbsp; Jentech Precision Industrial <br> Co. Ltd. <br>| &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 125739 |
| &nbsp;&nbsp;&nbsp; Jinko Solar Co. Ltd., Class A <br> (a)<br>| &nbsp;&nbsp; 15683 | &nbsp;&nbsp; 15012 |
| King Yuan Electronics Co. Ltd.  | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 76988 |
| Kioxia Holdings Corp. (a) | &nbsp;&nbsp; 1100 | &nbsp;&nbsp; 143312 |
| &nbsp;&nbsp;&nbsp; LONGi Green Energy <br> Technology Co. Ltd., <br> Class A (a)<br>| &nbsp;&nbsp; 7836 | &nbsp;&nbsp; 20108 |
| MediaTek, Inc.  | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 623547 |
| &nbsp;&nbsp;&nbsp; Montage Technology Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 361 | &nbsp;&nbsp; 6717 |
| &nbsp;&nbsp;&nbsp; Novatek Microelectronics <br> Corp. <br>| &nbsp;&nbsp; 5886 | &nbsp;&nbsp; 71055 |
| &nbsp;&nbsp;&nbsp; OmniVision Integrated Circuits <br> Group, Inc., Class A <br>| &nbsp;&nbsp; 740 | &nbsp;&nbsp; 10321 |
| Realtek Semiconductor Corp.  | &nbsp;&nbsp; 5040 | &nbsp;&nbsp; 76653 |
| Renesas Electronics Corp.  | &nbsp;&nbsp; 10300 | &nbsp;&nbsp; 146905 |
| &nbsp;&nbsp;&nbsp; Sanan Optoelectronics Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 400 | &nbsp;&nbsp; 682 |
| SG Micro Corp., Class A  | &nbsp;&nbsp; 253 | &nbsp;&nbsp; 2512 |
| SK Hynix, Inc.  | &nbsp;&nbsp; 4644 | &nbsp;&nbsp; 2634842 |
| STMicroelectronics NV  | &nbsp;&nbsp; 3926 | &nbsp;&nbsp; 133174 |
| &nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. Ltd. <br>| &nbsp;&nbsp; 210557 | &nbsp;&nbsp; 12177465 |
| Tongwei Co. Ltd., Class A (a) | &nbsp;&nbsp; 3300 | &nbsp;&nbsp; 8037 |
| Tower Semiconductor Ltd. (a) | &nbsp;&nbsp; 650 | &nbsp;&nbsp; 114488 |
| &nbsp;&nbsp;&nbsp; Trina Solar Co. Ltd., Class A <br> (a)<br>| &nbsp;&nbsp; 1600 | &nbsp;&nbsp; 3851 |
| &nbsp;&nbsp;&nbsp; Unigroup Guoxin <br> Microelectronics Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 419 | &nbsp;&nbsp; 4082 |
| United Microelectronics Corp.  | &nbsp;&nbsp; 99000 | &nbsp;&nbsp; 177467 |
| &nbsp;&nbsp;&nbsp; Vanguard International <br> Semiconductor Corp. <br>| &nbsp;&nbsp; 7366 | &nbsp;&nbsp; 27342 |
| WAAREE Energies Ltd.  | &nbsp;&nbsp; 613 | &nbsp;&nbsp; 20098 |
|  |  | &nbsp;&nbsp; 17741196 |
| Silver - 0.0%\*  | Silver - 0.0%\*  | Silver - 0.0%\*  |
| Fresnillo PLC  | &nbsp;&nbsp; 1420 | &nbsp;&nbsp; 62710 |
| Soft Drinks & Non-alcoholic Beverages - 0.1%  | Soft Drinks & Non-alcoholic Beverages - 0.1%  | Soft Drinks & Non-alcoholic Beverages - 0.1%  |
| Arca Continental SAB de CV  | &nbsp;&nbsp; 4500 | &nbsp;&nbsp; 51561 |
| &nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC <br>| &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 108804 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 79 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Coca-Cola Femsa SAB de CV  | &nbsp;&nbsp; 4665 | &nbsp;&nbsp; $45172 |
| Coca-Cola HBC AG, Class DI  | &nbsp;&nbsp; 1255 | &nbsp;&nbsp; 70431 |
| &nbsp;&nbsp;&nbsp; Eastroc Beverage Group Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 130 | &nbsp;&nbsp; 3864 |
| &nbsp;&nbsp;&nbsp; Fomento Economico Mexicano <br> SAB de CV <br>| &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 153561 |
| &nbsp;&nbsp;&nbsp; Nongfu Spring Co. Ltd., <br> Class H (f)<br>| &nbsp;&nbsp; 19400 | &nbsp;&nbsp; 117328 |
| Suntory Beverage & Food Ltd.  | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 22537 |
| Varun Beverages Ltd.  | &nbsp;&nbsp; 12171 | &nbsp;&nbsp; 49783 |
|  |  | &nbsp;&nbsp; 623041 |
| Specialized Consumer Services - 0.0%\*  | Specialized Consumer Services - 0.0%\*  | Specialized Consumer Services - 0.0%\*  |
| OneSpaWorld Holdings Ltd.  | &nbsp;&nbsp; 2373 | &nbsp;&nbsp; 54460 |
| Specialized Finance - 0.0%\*  | Specialized Finance - 0.0%\*  | Specialized Finance - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Banco Latinoamericano de <br> Comercio Exterior SA <br>| &nbsp;&nbsp; 664 | &nbsp;&nbsp; 33917 |
| Chailease Holding Co. Ltd.  | &nbsp;&nbsp; 13196 | &nbsp;&nbsp; 45730 |
| Far East Horizon Ltd.  | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 20796 |
| Mitsubishi HC Capital, Inc.  | &nbsp;&nbsp; 5700 | &nbsp;&nbsp; 51023 |
| Power Finance Corp. Ltd.  | &nbsp;&nbsp; 11686 | &nbsp;&nbsp; 47237 |
| REC Ltd.  | &nbsp;&nbsp; 11447 | &nbsp;&nbsp; 37279 |
|  |  | &nbsp;&nbsp; 235982 |
| Specialty Chemicals - 0.1%  | Specialty Chemicals - 0.1%  | Specialty Chemicals - 0.1%  |
| Akzo Nobel NV  | &nbsp;&nbsp; 1099 | &nbsp;&nbsp; 62977 |
| Asian Paints Ltd.  | &nbsp;&nbsp; 3173 | &nbsp;&nbsp; 73171 |
| DSM-Firmenich AG  | &nbsp;&nbsp; 992 | &nbsp;&nbsp; 70728 |
| EMS-Chemie Holding AG  | &nbsp;&nbsp; 37 | &nbsp;&nbsp; 28950 |
| Evonik Industries AG  | &nbsp;&nbsp; 1290 | &nbsp;&nbsp; 25233 |
| &nbsp;&nbsp;&nbsp; Ganfeng Lithium Group Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 23078 |
| &nbsp;&nbsp;&nbsp; Ganfeng Lithium Group Co. <br> Ltd., Class H (f)<br>| &nbsp;&nbsp; 3400 | &nbsp;&nbsp; 32246 |
| Givaudan SA  | &nbsp;&nbsp; 54 | &nbsp;&nbsp; 181703 |
| Nippon Paint Holdings Co. Ltd.  | &nbsp;&nbsp; 5400 | &nbsp;&nbsp; 33779 |
| Nitto Denko Corp.  | &nbsp;&nbsp; 3900 | &nbsp;&nbsp; 77828 |
| &nbsp;&nbsp;&nbsp; Novonesis Novozymes B, <br> Class B <br>| &nbsp;&nbsp; 2039 | &nbsp;&nbsp; 120762 |
| &nbsp;&nbsp;&nbsp; Shanghai Putailai New Energy <br> Technology Group Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 1798 | &nbsp;&nbsp; 8453 |
| Shin-Etsu Chemical Co. Ltd.  | &nbsp;&nbsp; 9812 | &nbsp;&nbsp; 398566 |
| Sika AG  | &nbsp;&nbsp; 885 | &nbsp;&nbsp; 145763 |
| Syensqo SA  | &nbsp;&nbsp; 373 | &nbsp;&nbsp; 21674 |
| Symrise AG  | &nbsp;&nbsp; 762 | &nbsp;&nbsp; 64863 |
| &nbsp;&nbsp;&nbsp; Wanhua Chemical Group Co. <br> Ltd., Class A <br>| &nbsp;&nbsp; 1400 | &nbsp;&nbsp; 16275 |
| &nbsp;&nbsp;&nbsp; Zhejiang NHU Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 2592 | &nbsp;&nbsp; 13041 |
|  |  | &nbsp;&nbsp; 1399090 |
| Steel - 0.1%  | Steel - 0.1%  | Steel - 0.1%  |
| APL Apollo Tubes Ltd.  | &nbsp;&nbsp; 1395 | &nbsp;&nbsp; 28803 |
| ArcelorMittal SA  | &nbsp;&nbsp; 2472 | &nbsp;&nbsp; 127797 |
| &nbsp;&nbsp;&nbsp; Baoshan Iron & Steel Co. Ltd., <br> Class A <br>| &nbsp;&nbsp; 10200 | &nbsp;&nbsp; 9536 |
| China Steel Corp.  | &nbsp;&nbsp; 107000 | &nbsp;&nbsp; 63961 |
| &nbsp;&nbsp;&nbsp; Eregli Demir ve Celik <br> Fabrikalari TAS <br>| &nbsp;&nbsp; 27871 | &nbsp;&nbsp; 17837 |
| Fortescue Ltd.  | &nbsp;&nbsp; 9824 | &nbsp;&nbsp; 139353 |
| &nbsp;&nbsp;&nbsp; Inner Mongolia BaoTou Steel <br> Union Co. Ltd., Class A <br>| &nbsp;&nbsp; 42400 | &nbsp;&nbsp; 15604 |
| JFE Holdings, Inc.  | &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 42044 |
| Jindal Stainless Ltd.  | &nbsp;&nbsp; 2897 | &nbsp;&nbsp; 21975 |
| Jindal Steel Ltd.  | &nbsp;&nbsp; 3554 | &nbsp;&nbsp; 42215 |
| JSW Steel Ltd.  | &nbsp;&nbsp; 4661 | &nbsp;&nbsp; 55881 |
| Nippon Steel Corp.  | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 103001 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| NMDC Ltd.  | &nbsp;&nbsp; 20483 | &nbsp;&nbsp; $16669 |
| &nbsp;&nbsp;&nbsp; Novolipetsk Steel PJSC GDR <br> (a)(c)\*\*<br>| &nbsp;&nbsp; 2290 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Novolipetsk Steel PJSC <br> (a)(c)\*\*<br>| &nbsp;&nbsp; 4980 | &nbsp;&nbsp; — |
| POSCO Holdings, Inc.  | &nbsp;&nbsp; 625 | &nbsp;&nbsp; 140727 |
| Severstal PAO GDR (a)(c)\*\* | &nbsp;&nbsp; 3070 | &nbsp;&nbsp; — |
| Severstal PAO (a)(c)\*\* | &nbsp;&nbsp; 695 | &nbsp;&nbsp; — |
| Tata Steel Ltd.  | &nbsp;&nbsp; 50470 | &nbsp;&nbsp; 103553 |
| Vale SA  | &nbsp;&nbsp; 30640 | &nbsp;&nbsp; 483955 |
|  |  | &nbsp;&nbsp; 1412911 |
| Systems Software - 0.0%\*  | Systems Software - 0.0%\*  | Systems Software - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; 360 Security Technology, Inc., <br> Class A <br>| &nbsp;&nbsp; 4700 | &nbsp;&nbsp; 7364 |
| Asseco Poland SA  | &nbsp;&nbsp; 411 | &nbsp;&nbsp; 18856 |
| &nbsp;&nbsp;&nbsp; Check Point Software <br> Technologies Ltd. (a)<br>| &nbsp;&nbsp; 524 | &nbsp;&nbsp; 74853 |
| CyberArk Software Ltd. (a) | &nbsp;&nbsp; 288 | &nbsp;&nbsp; 12960 |
| Nebius Group NV (a) | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 124512 |
| Oracle Corp. Japan  | &nbsp;&nbsp; 237 | &nbsp;&nbsp; 12822 |
| TOTVS SA  | &nbsp;&nbsp; 4838 | &nbsp;&nbsp; 32371 |
|  |  | &nbsp;&nbsp; 283738 |
| Technology Distributors - 0.0%\*  | Technology Distributors - 0.0%\*  | Technology Distributors - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Unisplendour Corp. Ltd., <br> Class A <br>| &nbsp;&nbsp; 3100 | &nbsp;&nbsp; 11383 |
| Technology Hardware, Storage & Peripherals - 0.7%  | Technology Hardware, Storage & Peripherals - 0.7%  | Technology Hardware, Storage & Peripherals - 0.7%  |
| Advantech Co. Ltd.  | &nbsp;&nbsp; 4599 | &nbsp;&nbsp; 47158 |
| &nbsp;&nbsp;&nbsp; Asia Vital Components Co. <br> Ltd. <br>| &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 198148 |
| Asustek Computer, Inc.  | &nbsp;&nbsp; 6053 | &nbsp;&nbsp; 106311 |
| Canon, Inc.  | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 138401 |
| Catcher Technology Co. Ltd.  | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 29607 |
| Compal Electronics, Inc.  | &nbsp;&nbsp; 45225 | &nbsp;&nbsp; 39340 |
| FUJIFILM Holdings Corp.  | &nbsp;&nbsp; 6445 | &nbsp;&nbsp; 122516 |
| Gigabyte Technology Co. Ltd.  | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 35821 |
| IEIT Systems Co. Ltd., Class A  | &nbsp;&nbsp; 300 | &nbsp;&nbsp; 2496 |
| Inventec Corp.  | &nbsp;&nbsp; 26249 | &nbsp;&nbsp; 33642 |
| Lenovo Group Ltd.  | &nbsp;&nbsp; 72000 | &nbsp;&nbsp; 86606 |
| Lite-On Technology Corp.  | &nbsp;&nbsp; 16693 | &nbsp;&nbsp; 76391 |
| Logitech International SA  | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 81319 |
| Pegatron Corp.  | &nbsp;&nbsp; 17251 | &nbsp;&nbsp; 41826 |
| Quanta Computer, Inc.  | &nbsp;&nbsp; 23507 | &nbsp;&nbsp; 211538 |
| Samsung Electronics Co. Ltd.  | &nbsp;&nbsp; 40305 | &nbsp;&nbsp; 4714125 |
| &nbsp;&nbsp;&nbsp; Shenzhen Transsion Holdings <br> Co. Ltd., Class A <br>| &nbsp;&nbsp; 725 | &nbsp;&nbsp; 5856 |
| Wistron Corp.  | &nbsp;&nbsp; 26000 | &nbsp;&nbsp; 103392 |
| Wiwynn Corp.  | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 107606 |
| Xiaomi Corp., Class B (a)(f) | &nbsp;&nbsp; 146400 | &nbsp;&nbsp; 604806 |
|  |  | &nbsp;&nbsp; 6786905 |
| Tires & Rubber - 0.0%\*  | Tires & Rubber - 0.0%\*  | Tires & Rubber - 0.0%\*  |
| Balkrishna Industries Ltd.  | &nbsp;&nbsp; 654 | &nbsp;&nbsp; 14550 |
| Bridgestone Corp.  | &nbsp;&nbsp; 6592 | &nbsp;&nbsp; 137033 |
| &nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements Michelin <br> SCA <br>| &nbsp;&nbsp; 3788 | &nbsp;&nbsp; 129363 |
| Continental AG  | &nbsp;&nbsp; 711 | &nbsp;&nbsp; 49476 |
| &nbsp;&nbsp;&nbsp; Hankook Tire & Technology <br> Co. Ltd. <br>| &nbsp;&nbsp; 820 | &nbsp;&nbsp; 30185 |
| MRF Ltd.  | &nbsp;&nbsp; 29 | &nbsp;&nbsp; 39560 |
| Sailun Group Co. Ltd., Class A  | &nbsp;&nbsp; 2300 | &nbsp;&nbsp; 4337 |
|  |  | &nbsp;&nbsp; 404504 |
| Tobacco - 0.1%  | Tobacco - 0.1%  | Tobacco - 0.1%  |
| British American Tobacco PLC  | &nbsp;&nbsp; 12741 | &nbsp;&nbsp; 736988 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 80 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Imperial Brands PLC  | &nbsp;&nbsp; 4382 | &nbsp;&nbsp; $177022 |
| ITC Ltd.  | &nbsp;&nbsp; 21553 | &nbsp;&nbsp; 65860 |
| Japan Tobacco, Inc.  | &nbsp;&nbsp; 7007 | &nbsp;&nbsp; 268165 |
| KT&G Corp.  | &nbsp;&nbsp; 946 | &nbsp;&nbsp; 101726 |
| &nbsp;&nbsp;&nbsp; Smoore International Holdings <br> Ltd. (f)<br>| &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 18263 |
|  |  | &nbsp;&nbsp; 1368024 |
| Trading Companies & Distributors - 0.3%  | Trading Companies & Distributors - 0.3%  | Trading Companies & Distributors - 0.3%  |
| Adani Enterprises Ltd.  | &nbsp;&nbsp; 2096 | &nbsp;&nbsp; 39082 |
| AddTech AB, Class B  | &nbsp;&nbsp; 1678 | &nbsp;&nbsp; 57220 |
| AerCap Holdings NV  | &nbsp;&nbsp; 966 | &nbsp;&nbsp; 132516 |
| Beijer Ref AB, Class B  | &nbsp;&nbsp; 2572 | &nbsp;&nbsp; 35433 |
| BOC Aviation Ltd. (f) | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 6987 |
| Brenntag SE  | &nbsp;&nbsp; 772 | &nbsp;&nbsp; 52129 |
| Bunzl PLC  | &nbsp;&nbsp; 2091 | &nbsp;&nbsp; 62717 |
| ITOCHU Corp.  | &nbsp;&nbsp; 34745 | &nbsp;&nbsp; 440903 |
| Marubeni Corp.  | &nbsp;&nbsp; 8200 | &nbsp;&nbsp; 299246 |
| Mitsubishi Corp.  | &nbsp;&nbsp; 18846 | &nbsp;&nbsp; 644966 |
| Mitsui & Co. Ltd.  | &nbsp;&nbsp; 14408 | &nbsp;&nbsp; 555559 |
| MonotaRO Co. Ltd.  | &nbsp;&nbsp; 1500 | &nbsp;&nbsp; 16220 |
| Posco International Corp.  | &nbsp;&nbsp; 417 | &nbsp;&nbsp; 19466 |
| Rexel SA  | &nbsp;&nbsp; 1434 | &nbsp;&nbsp; 56644 |
| SGH Ltd.  | &nbsp;&nbsp; 1280 | &nbsp;&nbsp; 36151 |
| Sumitomo Corp.  | &nbsp;&nbsp; 6400 | &nbsp;&nbsp; 238902 |
| Toromont Industries Ltd.  | &nbsp;&nbsp; 496 | &nbsp;&nbsp; 69221 |
| Toyota Tsusho Corp.  | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 154652 |
|  |  | &nbsp;&nbsp; 2918014 |
| Transaction & Payment Processing Services - 0.0%\*  | Transaction & Payment Processing Services - 0.0%\*  | Transaction & Payment Processing Services - 0.0%\*  |
| Adyen NV (a)(f) | &nbsp;&nbsp; 146 | &nbsp;&nbsp; 145663 |
| EVERTEC, Inc.  | &nbsp;&nbsp; 1525 | &nbsp;&nbsp; 43035 |
| &nbsp;&nbsp;&nbsp; One 97 Communications Ltd. <br> (a)<br>| &nbsp;&nbsp; 3584 | &nbsp;&nbsp; 36602 |
| &nbsp;&nbsp;&nbsp; Pagseguro Digital Ltd., <br> Class A <br>| &nbsp;&nbsp; 4245 | &nbsp;&nbsp; 42535 |
| StoneCo Ltd., Class A (a) | &nbsp;&nbsp; 8099 | &nbsp;&nbsp; 114358 |
| Wise PLC, Class A (a) | &nbsp;&nbsp; 4317 | &nbsp;&nbsp; 51793 |
|  |  | &nbsp;&nbsp; 433986 |
| Water Utilities - 0.0%\*  | Water Utilities - 0.0%\*  | Water Utilities - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Cia de Saneamento Basico do <br> Estado de Sao Paulo <br> SABESP <br>| &nbsp;&nbsp; 4258 | &nbsp;&nbsp; 129031 |
| Guangdong Investment Ltd.  | &nbsp;&nbsp; 26000 | &nbsp;&nbsp; 26045 |
| Severn Trent PLC  | &nbsp;&nbsp; 1555 | &nbsp;&nbsp; 63540 |
| United Utilities Group PLC  | &nbsp;&nbsp; 3918 | &nbsp;&nbsp; 68062 |
|  |  | &nbsp;&nbsp; 286678 |
| Wireless Telecommunication Services - 0.3%  | Wireless Telecommunication Services - 0.3%  | Wireless Telecommunication Services - 0.3%  |
| &nbsp;&nbsp;&nbsp; Advanced Info Service PCL <br> NVDR <br>| &nbsp;&nbsp; 8325 | &nbsp;&nbsp; 95023 |
| Airtel Africa PLC (f) | &nbsp;&nbsp; 4847 | &nbsp;&nbsp; 22268 |
| America Movil SAB de CV  | &nbsp;&nbsp; 159200 | &nbsp;&nbsp; 201013 |
| Axiata Group Bhd.  | &nbsp;&nbsp; 36600 | &nbsp;&nbsp; 20069 |
| Bharti Airtel Ltd.  | &nbsp;&nbsp; 22350 | &nbsp;&nbsp; 424726 |
| CelcomDigi Bhd.  | &nbsp;&nbsp; 28300 | &nbsp;&nbsp; 20770 |
| &nbsp;&nbsp;&nbsp; China United Network <br> Communications Ltd., <br> Class A <br>| &nbsp;&nbsp; 13600 | &nbsp;&nbsp; 8811 |
| Etihad Etisalat Co.  | &nbsp;&nbsp; 3808 | &nbsp;&nbsp; 66315 |
| &nbsp;&nbsp;&nbsp; Far EasTone <br> Telecommunications Co. <br> Ltd. <br>| &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 28884 |
| KDDI Corp.  | &nbsp;&nbsp; 17114 | &nbsp;&nbsp; 290690 |
| Maxis Bhd.  | &nbsp;&nbsp; 22600 | &nbsp;&nbsp; 20142 |
| &nbsp;&nbsp;&nbsp; Millicom International Cellular <br> SA <br>| &nbsp;&nbsp; 500 | &nbsp;&nbsp; 37470 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Mobile Telecommunications <br> Co. KSCP <br>| &nbsp;&nbsp; 14744 | &nbsp;&nbsp; $27145 |
| &nbsp;&nbsp;&nbsp; Mobile TeleSystems PJSC <br> (a)(c)\*\*<br>| &nbsp;&nbsp; 3970 | &nbsp;&nbsp; — |
| MTN Group Ltd.  | &nbsp;&nbsp; 14906 | &nbsp;&nbsp; 172057 |
| PLDT, Inc.  | &nbsp;&nbsp; 960 | &nbsp;&nbsp; 20556 |
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., <br> Class B <br>| &nbsp;&nbsp; 2068 | &nbsp;&nbsp; 79279 |
| SK Telecom Co. Ltd.  | &nbsp;&nbsp; 599 | &nbsp;&nbsp; 30992 |
| SoftBank Corp.  | &nbsp;&nbsp; 167500 | &nbsp;&nbsp; 223593 |
| SoftBank Group Corp.  | &nbsp;&nbsp; 21660 | &nbsp;&nbsp; 526139 |
| Taiwan Mobile Co. Ltd.  | &nbsp;&nbsp; 12946 | &nbsp;&nbsp; 44264 |
| Tele2 AB, Class B  | &nbsp;&nbsp; 3141 | &nbsp;&nbsp; 64604 |
| TIM SA  | &nbsp;&nbsp; 7300 | &nbsp;&nbsp; 38388 |
| Turkcell Iletisim Hizmetleri AS  | &nbsp;&nbsp; 11613 | &nbsp;&nbsp; 27742 |
| Vodacom Group Ltd.  | &nbsp;&nbsp; 5825 | &nbsp;&nbsp; 49111 |
| Vodafone Group PLC  | &nbsp;&nbsp; 108942 | &nbsp;&nbsp; 163714 |
| Vodafone Idea Ltd. (a) | &nbsp;&nbsp; 327703 | &nbsp;&nbsp; 29711 |
|  |  | &nbsp;&nbsp; 2733476 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br>(Cost $175,741,570)<br>|  | &nbsp;&nbsp; 215474265 |
| **Preferred Stock - 0.2%**  | **Preferred Stock - 0.2%**  | **Preferred Stock - 0.2%**  |
| Automobile Manufacturers - 0.0%\*  | Automobile Manufacturers - 0.0%\*  | Automobile Manufacturers - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Bayerische Motoren Werke AG <br> 5.52% <br>| &nbsp;&nbsp; 281 | &nbsp;&nbsp; 25785 |
| &nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche AG <br> 5.90% <br>| &nbsp;&nbsp; 647 | &nbsp;&nbsp; 29381 |
| Hyundai Motor Co. 4.34%  | &nbsp;&nbsp; 342 | &nbsp;&nbsp; 54143 |
| Hyundai Motor Co. 4.39%  | &nbsp;&nbsp; 189 | &nbsp;&nbsp; 29573 |
| &nbsp;&nbsp;&nbsp; Porsche Automobil Holding SE <br> 6.10% <br>| &nbsp;&nbsp; 963 | &nbsp;&nbsp; 35151 |
| Volkswagen AG 7.28%  | &nbsp;&nbsp; 1195 | &nbsp;&nbsp; 121853 |
|  |  | &nbsp;&nbsp; 295886 |
| Diversified Banks - 0.1%  | Diversified Banks - 0.1%  | Diversified Banks - 0.1%  |
| Banco Bradesco SA 7.49%  | &nbsp;&nbsp; 46421 | &nbsp;&nbsp; 170414 |
| Grupo Cibest SA 7.61%  | &nbsp;&nbsp; 4559 | &nbsp;&nbsp; 84114 |
| &nbsp;&nbsp;&nbsp; Itau Unibanco Holding SA <br> 7.84% <br>| &nbsp;&nbsp; 46067 | &nbsp;&nbsp; 383572 |
| Itausa SA 8.78%  | &nbsp;&nbsp; 48179 | &nbsp;&nbsp; 128983 |
|  |  | &nbsp;&nbsp; 767083 |
| Electric Utilities - 0.0%\*  | Electric Utilities - 0.0%\*  | Electric Utilities - 0.0%\*  |
| Axia Energia (a) | &nbsp;&nbsp; 3897 | &nbsp;&nbsp; 42269 |
| &nbsp;&nbsp;&nbsp; Cia Energetica de Minas <br> Gerais 13.41% <br>| &nbsp;&nbsp; 17707 | &nbsp;&nbsp; 42759 |
|  |  | &nbsp;&nbsp; 85028 |
| Household Products - 0.0%\*  | Household Products - 0.0%\*  | Household Products - 0.0%\*  |
| Henkel AG & Co. KGaA 3.06%  | &nbsp;&nbsp; 922 | &nbsp;&nbsp; 70999 |
| Integrated Oil & Gas - 0.0%\*  | Integrated Oil & Gas - 0.0%\*  | Integrated Oil & Gas - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA - <br> Petrobras 6.01% <br>| &nbsp;&nbsp; 38100 | &nbsp;&nbsp; 355102 |
| Surgutneftegas PAO (a)(c)\*\* | &nbsp;&nbsp; 115200 | &nbsp;&nbsp; — |
|  |  | &nbsp;&nbsp; 355102 |
| Integrated Telecommunication Services - 0.0%\*  | Integrated Telecommunication Services - 0.0%\*  | Integrated Telecommunication Services - 0.0%\*  |
| Telecom Italia SpA (a) | &nbsp;&nbsp; 32033 | &nbsp;&nbsp; 26372 |
| Life Sciences Tools & Services - 0.0%\*  | Life Sciences Tools & Services - 0.0%\*  | Life Sciences Tools & Services - 0.0%\*  |
| Sartorius AG 0.35%  | &nbsp;&nbsp; 165 | &nbsp;&nbsp; 41155 |
| Motorcycle Manufacturers - 0.0%\*  | Motorcycle Manufacturers - 0.0%\*  | Motorcycle Manufacturers - 0.0%\*  |
| TVS Motor Co. Ltd. 6.00% (a) | &nbsp;&nbsp; 10728 | &nbsp;&nbsp; 1159 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 81 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Specialty Chemicals - 0.0%\*  | Specialty Chemicals - 0.0%\*  | Specialty Chemicals - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de <br> Chile SA (a)<br>| &nbsp;&nbsp; 1313 | &nbsp;&nbsp; $105396 |
| Steel - 0.0%\*  | Steel - 0.0%\*  | Steel - 0.0%\*  |
| Gerdau SA 3.26%  | &nbsp;&nbsp; 13496 | &nbsp;&nbsp; 49105 |
| Technology Hardware, Storage & Peripherals - 0.1%  | Technology Hardware, Storage & Peripherals - 0.1%  | Technology Hardware, Storage & Peripherals - 0.1%  |
| &nbsp;&nbsp;&nbsp; Samsung Electronics Co. Ltd. <br> 1.46% <br>| &nbsp;&nbsp; 6887 | &nbsp;&nbsp; 555943 |
| &nbsp;&nbsp;&nbsp; **Total Preferred Stock** <br>(Cost $1,608,202)<br>|  | &nbsp;&nbsp; 2353228 |
| **Rights - 0.0%\*** | **Rights - 0.0%\*** | **Rights - 0.0%\*** |
| Industrial REITs - 0.0%\*  | Industrial REITs - 0.0%\*  | Industrial REITs - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; CapitaLand Ascendas REIT <br> (expiring 04/15/2026) (a)(d)<br>| &nbsp;&nbsp; 711 | &nbsp;&nbsp; 66 |
| Integrated Telecommunication Services - 0.0%\*  | Integrated Telecommunication Services - 0.0%\*  | Integrated Telecommunication Services - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Telecom Italia SpA (expiring <br> 04/30/2026) (a)(d)<br>| &nbsp;&nbsp; 92550 | &nbsp;&nbsp; 2 |
| &nbsp;&nbsp;&nbsp; **Total Rights** <br>(Cost $0)<br>|  | &nbsp;&nbsp; 68 |
| **Warrants** - **0.0%\*** | **Warrants** - **0.0%\*** | **Warrants** - **0.0%\*** |
| Application Software - 0.0%  | Application Software - 0.0%  | Application Software - 0.0%  |
| &nbsp;&nbsp;&nbsp; Constellation Software, Inc. <br> (expiring 03/31/40) (a)(c)\*\*<br>| &nbsp;&nbsp; 238 | &nbsp;&nbsp; — |
| Multi-Utilities - 0.0%\*  | Multi-Utilities - 0.0%\*  | Multi-Utilities - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; YTL Corp. Bhd. (expiring <br> 06/02/28) (a)(d)<br>| &nbsp;&nbsp; 4580 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp; YTL Power International Bhd. <br> (expiring 06/02/28) (a)(d)<br>| &nbsp;&nbsp; 6160 | &nbsp;&nbsp; 837 |
|  |  | &nbsp;&nbsp; 1052 |
| &nbsp;&nbsp;&nbsp; **Total Warrants** <br>(Cost $0)<br>|  | &nbsp;&nbsp; 1052 |
| &nbsp;&nbsp;&nbsp; **Total Foreign Equity** <br>(Cost $177,349,772)<br>|  | &nbsp;&nbsp; 217828613 |
| **Exchange Traded & Mutual Funds - 35.8%**  | **Exchange Traded & Mutual Funds - 35.8%**  | **Exchange Traded & Mutual Funds - 35.8%**  |
| &nbsp;&nbsp;&nbsp; Invesco Optimum Yield <br> Diversified Commodity <br> Strategy No. K-1 ETF <br>| &nbsp;&nbsp; 2746006 | &nbsp;&nbsp; 47560824 |
| &nbsp;&nbsp;&nbsp; State Street SPDR Bloomberg <br> High Yield Bond ETF (g)<br>| &nbsp;&nbsp; 606605 | &nbsp;&nbsp; 58064231 |
| &nbsp;&nbsp;&nbsp; State Street SPDR Bloomberg <br> International Treasury Bond <br> ETF (g)<br>| &nbsp;&nbsp; 943731 | &nbsp;&nbsp; 20714895 |
| &nbsp;&nbsp;&nbsp; State Street SPDR Portfolio <br> Aggregate Bond ETF (g)<br>| &nbsp;&nbsp; 5287151 | &nbsp;&nbsp; 135456809 |
| &nbsp;&nbsp;&nbsp; State Street SPDR Portfolio <br> Long Term Corporate Bond <br> ETF (g)<br>| &nbsp;&nbsp; 1401822 | &nbsp;&nbsp; 31148485 |
| &nbsp;&nbsp;&nbsp; State Street SPDR Portfolio <br> Long Term Treasury ETF (g)<br>| &nbsp;&nbsp; 791657 | &nbsp;&nbsp; 20820579 |
| &nbsp;&nbsp;&nbsp; State Street SPDR Portfolio <br> TIPS ETF (g)<br>| &nbsp;&nbsp; 2032824 | &nbsp;&nbsp; 52873752 |
| &nbsp;&nbsp;&nbsp; **Total Exchange Traded &** <br> **Mutual Funds** <br>(Cost $357,809,605)<br>|  | &nbsp;&nbsp; 366639575 |
| &nbsp;&nbsp;&nbsp; **Total Investments in** <br> **Securities** <br>(Cost $849,227,871)<br>|  | &nbsp;&nbsp; 997850604 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| **Short-Term Investment - 2.4%**  | **Short-Term Investment - 2.4%**  | **Short-Term Investment - 2.4%**  |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares 3.64% (g)(h) <br>(Cost $24,586,255)<br>| &nbsp;&nbsp; 24586255 | &nbsp;&nbsp; $24586255 |
| &nbsp;&nbsp;&nbsp; **Total Investments** <br>(Cost $873,814,126)<br>|  | &nbsp;&nbsp; 1022436859 |
| **Other Assets and** <br> **Liabilities, net - 0.2%**<br>|  | &nbsp;&nbsp; 1614623 |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp; $1024051482 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 82 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

------

**Other Information:**

------

The Fund had the following long futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| S&P/Toronto Stock Exchange 60 Index | June 2026 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $271120 | &nbsp;&nbsp; $273412 | &nbsp;&nbsp; $2292 |
| MSCI Emerging Markets Index Futures | June 2026 | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 1121931 | &nbsp;&nbsp; 1090950 | &nbsp;&nbsp; (30981)<br>|
| MSCI EAFE Mini Index Futures | June 2026 | &nbsp;&nbsp; 14 | &nbsp;&nbsp; 2043484 | &nbsp;&nbsp; 2030770 | &nbsp;&nbsp; (12714)<br>|
| E-mini Russell 2000 Index Futures | June 2026 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 374519 | &nbsp;&nbsp; 376830 | &nbsp;&nbsp; 2311 |
| E-mini Russell 1000 Index Futures | June 2026 | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 2758775 | &nbsp;&nbsp; 2692350 | &nbsp;&nbsp; (66425)<br>|
|  |  |  |  |  | &nbsp;&nbsp; $(105517)<br>|

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

---

| | |
|:---|:---|
| (a) | Non-income producing security. |
| (b) | State Street Corporation is the parent company of <br> SSGA Funds Management, Inc., the Fund's investment <br> adviser and administrator, and State Street Bank & <br> Trust Co., the Fund's sub-administrator, custodian and <br> accounting agent.<br>|
| (c) | Security is fair valued by the Valuation Committee, in <br> accordance with the procedures approved by the <br> Fund's Board of Directors. Security value is <br> determined based on level 3 inputs.<br>|
| (d) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for futures <br> contracts.<br>|
| (e) | Reflects separate holdings of the issuer's common <br> stock traded on different securities exchanges.<br>|
| (f) | Pursuant to Rule 144A of the Securities Act of 1933, <br> as amended, these securities may be resold in <br> transactions exempt from registration, normally to <br> qualified institutional buyers. At March 31, 2026, these <br> securities amounted to $5,120,979 or 0.50% of the net <br> assets of the State Street Total Return V.I.S. Fund.<br>|
| (g) | Sponsored by SSGA Funds Management, Inc., the <br> Fund's investment adviser and administrator, and an <br> affiliate of State Street Bank & Trust Co., the Fund's <br> sub-administrator, custodian and accounting agent.<br>|
| (h) | Coupon amount represents effective yield. |
| † | Percentages are based on net assets as of March 31, <br> 2026.<br>|
| \* | Less than 0.05%. |
| \*\* | Amount is less than $0.50. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Abbreviations:** |
| ADR - American Depositary Receipt |
| AG - Assured Guaranty, Inc |
| GDR - Global Depositary Receipt |
| NVDR - Non-Voting Depositary Receipt |
| REIT - Real Estate Investment Trust |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 83 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

The following table presents the Fund's investments measured at fair value on a recurring basis at March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Domestic Equity | $401889604 | $11492794 | $18 | $413382416 |
| &nbsp;&nbsp;&nbsp; Foreign Equity | 35102131 | 182726482 | 0(a)<br>| 217828613 |
| &nbsp;&nbsp;&nbsp; Exchange Traded & Mutual Funds | 366639575 |  |  | 366639575 |
| &nbsp;&nbsp;&nbsp; Short-Term Investment | 24586255 |  |  | 24586255 |
| Total Investments in Securities | $828217565 | $194219276 | $18 | $1022436859 |
| Other Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Long Futures Contracts - Unrealized Appreciation | 4603 |  |  | 4603 |
| &nbsp;&nbsp;&nbsp; Long Futures Contracts - Unrealized Depreciation | (110120)<br>|  |  | (110120)<br>|
| Total Other Financial Instruments | $(105517)<br>| $— | $— | $(105517)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) The Fund held Level 3 securities that were valued at $0 at March 31, 2026.

The Fund was invested in the following countries/territories at March 31, 2026 (Unaudited):

---

| | |
|:---|:---|
| **Country/Territory** | **Percentage (based on** <br>**Fair Value)**<br>|
| United States | 78.70<br> %<br>|
| Japan | 2.68<br> %<br>|
| China | 2.25<br> %<br>|
| Taiwan | 2.00<br> %<br>|
| Canada | 1.69<br> %<br>|
| Republic of Korea | 1.41<br> %<br>|
| United Kingdom | 1.28<br> %<br>|
| India | 1.09<br> %<br>|
| Germany | 1.05<br> %<br>|
| France | 1.00<br> %<br>|
| Australia | 0.94<br> %<br>|
| Switzerland | 0.57<br> %<br>|
| Netherlands | 0.56<br> %<br>|
| Brazil | 0.52<br> %<br>|
| Spain | 0.43<br> %<br>|
| Italy | 0.38<br> %<br>|
| Sweden | 0.38<br> %<br>|
| South Africa | 0.29<br> %<br>|
| Saudi Arabia | 0.26<br> %<br>|
| Hong Kong | 0.22<br> %<br>|
| Singapore | 0.21<br> %<br>|
| Mexico | 0.21<br> %<br>|
| Denmark | 0.18<br> %<br>|
| Thailand | 0.15<br> %<br>|
| Finland | 0.14<br> %<br>|
| Israel | 0.13<br> %<br>|
| Malaysia | 0.11<br> %<br>|
| Belgium | 0.10<br> %<br>|
| Poland | 0.10<br> %<br>|
| Norway | 0.10<br> %<br>|
| United Arab Emirates | 0.09<br> %<br>|
| Indonesia | 0.08<br> %<br>|
| Chile | 0.07<br> %<br>|
| Ireland | 0.06<br> %<br>|
| Kuwait | 0.05<br> %<br>|
| Qatar | 0.05<br> %<br>|
| Greece | 0.05<br> %<br>|
| Turkey | 0.04<br> %<br>|
| Austria | 0.04<br> %<br>|
| Philippines | 0.03<br> %<br>|
| Hungary | 0.03<br> %<br>|
| New Zealand | 0.03<br> %<br>|
| Peru | 0.03<br> %<br>|
| Luxembourg | 0.02<br> %<br>|
| Puerto Rico | 0.02<br> %<br>|
| Portugal | 0.02<br> %<br>|
| UAE | 0.02<br> %<br>|
| Colombia | 0.02<br> %<br>|
| Bermuda | 0.02<br> %<br>|
| Czech Republic | 0.01<br> %<br>|
| Cameroon | 0.01<br> %<br>|
| Monaco | 0.01<br> %<br>|
| Zambia | 0.01<br> %<br>|
| Macau | 0.01<br> %<br>|
| Ivory Coast | 0.01<br> %<br>|
| South Korea | 0.01<br> %<br>|
| Egypt | 0.01<br> %<br>|
| Bahamas | 0.01<br> %<br>|
| Cayman Islands | 0.01<br> %<br>|
| Congo | 0.00<br> %\*\*\*<br>|
| Guernsey | 0.00<br> %\*\*\*<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 84 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | |
|:---|:---|
| **Country/Territory** | **Percentage (based on**<br> **Fair Value)**<br>|
| Romania | 0.00<br> %\*\*\*<br>|
| Guatemala | 0.00<br> %\*\*\*<br>|
| Panama | 0.00<br> %\*\*\*<br>|
| Czech | 0.00<br> %\*\*\*<br>|
| Ghana | 0.00<br> %\*\*\*<br>|
| Nigeria | 0.00<br> %\*\*\*<br>|
| Kazakhstan | 0.00<br> %\*\*\*<br>|
| Isle Of Man | 0.00<br> %\*\*\*<br>|
| Malta | 0.00<br> %\*\*\*<br>|
| Gibraltar | 0.00<br> %\*\*\*<br>|
| Russian Federation | 0.00<br> %\*\*\*<br>|
|  | 100.00<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\*\*\* Less than 0.005%.

The Fund's % share of investment in the various categories, based on Fair Value, is as follows at March 31, 2026 (Unaudited):

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| &nbsp;&nbsp;&nbsp; Exchange Traded <br> Funds<br>| 35.86<br> %<br>| 0.00<br> %<br>| 35.86<br> %<br>|
| Semiconductors | 4.11<br> %<br>| 1.74<br> %<br>| 5.85<br> %<br>|
| Diversified Banks | 0.99<br> %<br>| 3.50<br> %<br>| 4.49<br> %<br>|
| &nbsp;&nbsp;&nbsp; Technology Hardware, <br> Storage & <br> Peripherals<br>| 2.24<br> %<br>| 0.71<br> %<br>| 2.95<br> %<br>|
| &nbsp;&nbsp;&nbsp; Interactive Media & <br> Services<br>| 2.40<br> %<br>| 0.43<br> %<br>| 2.83<br> %<br>|
| Pharmaceuticals | 1.76<br> %<br>| 0.58<br> %<br>| 2.34<br> %<br>|
| Systems Software | 1.93<br> %<br>| 0.03<br> %<br>| 1.96<br> %<br>|
| Broadline Retail | 1.14<br> %<br>| 0.52<br> %<br>| 1.66<br> %<br>|
| Aerospace & Defense | 0.96<br> %<br>| 0.49<br> %<br>| 1.45<br> %<br>|
| Biotechnology | 1.29<br> %<br>| 0.16<br> %<br>| 1.45<br> %<br>|
| Integrated Oil & Gas | 0.86<br> %<br>| 0.42<br> %<br>| 1.28<br> %<br>|
| Application Software | 0.99<br> %<br>| 0.20<br> %<br>| 1.19<br> %<br>|
| &nbsp;&nbsp;&nbsp; Automobile <br> Manufacturers<br>| 0.66<br> %<br>| 0.45<br> %<br>| 1.11<br> %<br>|
| &nbsp;&nbsp;&nbsp; Semiconductor <br> Materials & <br> Equipment<br>| 0.53<br> %<br>| 0.53<br> %<br>| 1.06<br> %<br>|
| Electric Utilities | 0.59<br> %<br>| 0.38<br> %<br>| 0.97<br> %<br>|
| Regional Banks | 0.82<br> %<br>| 0.06<br> %<br>| 0.88<br> %<br>|
| &nbsp;&nbsp;&nbsp; Industrial Machinery & <br> Supplies & <br> Components<br>| 0.48<br> %<br>| 0.29<br> %<br>| 0.77<br> %<br>|
| Healthcare Equipment | 0.66<br> %<br>| 0.08<br> %<br>| 0.74<br> %<br>|
| &nbsp;&nbsp;&nbsp; Electrical Components <br> & Equipment<br>| 0.48<br> %<br>| 0.25<br> %<br>| 0.73<br> %<br>|
| &nbsp;&nbsp;&nbsp; Transaction & <br> Payment <br> Processing <br> Services<br>| 0.65<br> %<br>| 0.04<br> %<br>| 0.69<br> %<br>|
| &nbsp;&nbsp;&nbsp; Consumer Staples <br> Merchandise Retail<br>| 0.61<br> %<br>| 0.04<br> %<br>| 0.65<br> %<br>|
| &nbsp;&nbsp;&nbsp; Property & Casualty <br> Insurance<br>| 0.42<br> %<br>| 0.22<br> %<br>| 0.64<br> %<br>|
| &nbsp;&nbsp;&nbsp; Integrated <br> Telecommunication <br> Services<br>| 0.29<br> %<br>| 0.31<br> %<br>| 0.60<br> %<br>|
| &nbsp;&nbsp;&nbsp; Investment Banking & <br> Brokerage<br>| 0.48<br> %<br>| 0.09<br> %<br>| 0.57<br> %<br>|
| Multi-Sector Holdings | 0.49<br> %<br>| 0.08<br> %<br>| 0.57<br> %<br>|
| &nbsp;&nbsp;&nbsp; Life & Health <br> Insurance<br>| 0.13<br> %<br>| 0.43<br> %<br>| 0.56<br> %<br>|
| &nbsp;&nbsp;&nbsp; Oil & Gas Exploration <br> & Production<br>| 0.40<br> %<br>| 0.16<br> %<br>| 0.56<br> %<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 85 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| &nbsp;&nbsp;&nbsp; Movies & <br> Entertainment<br>| 0.52<br> %<br>| 0.03<br> %<br>| 0.55<br> %<br>|
| Gold | 0.13<br> %<br>| 0.41<br> %<br>| 0.54<br> %<br>|
| &nbsp;&nbsp;&nbsp; Construction <br> Machinery & Heavy <br> Transportation <br> Equipment<br>| 0.35<br> %<br>| 0.18<br> %<br>| 0.53<br> %<br>|
| &nbsp;&nbsp;&nbsp; Trading Companies & <br> Distributors<br>| 0.23<br> %<br>| 0.29<br> %<br>| 0.52<br> %<br>|
| &nbsp;&nbsp;&nbsp; Construction & <br> Engineering<br>| 0.33<br> %<br>| 0.18<br> %<br>| 0.51<br> %<br>|
| &nbsp;&nbsp;&nbsp; Communications <br> Equipment<br>| 0.43<br> %<br>| 0.08<br> %<br>| 0.51<br> %<br>|
| &nbsp;&nbsp;&nbsp; Asset Management & <br> Custody Banks<br>| 0.36<br> %<br>| 0.14<br> %<br>| 0.50<br> %<br>|
| &nbsp;&nbsp;&nbsp; Packaged Foods & <br> Meats<br>| 0.31<br> %<br>| 0.19<br> %<br>| 0.50<br> %<br>|
| &nbsp;&nbsp;&nbsp; Electronic <br> Components<br>| 0.20<br> %<br>| 0.29<br> %<br>| 0.49<br> %<br>|
| Restaurants | 0.34<br> %<br>| 0.14<br> %<br>| 0.48<br> %<br>|
| &nbsp;&nbsp;&nbsp; Financial Exchanges <br> & Data<br>| 0.32<br> %<br>| 0.15<br> %<br>| 0.47<br> %<br>|
| &nbsp;&nbsp;&nbsp; Industrial <br> Conglomerates<br>| 0.12<br> %<br>| 0.32<br> %<br>| 0.44<br> %<br>|
| &nbsp;&nbsp;&nbsp; Diversified Metals & <br> Mining<br>| 0.03<br> %<br>| 0.40<br> %<br>| 0.43<br> %<br>|
| &nbsp;&nbsp;&nbsp; Soft Drinks & <br> Non-alcoholic <br> Beverages<br>| 0.35<br> %<br>| 0.06<br> %<br>| 0.41<br> %<br>|
| &nbsp;&nbsp;&nbsp; IT Consulting & Other <br> Services<br>| 0.23<br> %<br>| 0.17<br> %<br>| 0.40<br> %<br>|
| &nbsp;&nbsp;&nbsp; Heavy Electrical <br> Equipment<br>| 0.21<br> %<br>| 0.19<br> %<br>| 0.40<br> %<br>|
| Building Products | 0.29<br> %<br>| 0.10<br> %<br>| 0.39<br> %<br>|
| &nbsp;&nbsp;&nbsp; Life Sciences Tools & <br> Services<br>| 0.32<br> %<br>| 0.07<br> %<br>| 0.39<br> %<br>|
| &nbsp;&nbsp;&nbsp; Oil & Gas Storage & <br> Transportation<br>| 0.22<br> %<br>| 0.17<br> %<br>| 0.39<br> %<br>|
| Multi-Utilities | 0.24<br> %<br>| 0.14<br> %<br>| 0.38<br> %<br>|
| Specialty Chemicals | 0.23<br> %<br>| 0.15<br> %<br>| 0.38<br> %<br>|
| &nbsp;&nbsp;&nbsp; Hotels, Resorts & <br> Cruise Lines<br>| 0.30<br> %<br>| 0.07<br> %<br>| 0.37<br> %<br>|
| Household Products | 0.28<br> %<br>| 0.06<br> %<br>| 0.34<br> %<br>|
| Tobacco | 0.21<br> %<br>| 0.13<br> %<br>| 0.34<br> %<br>|
| &nbsp;&nbsp;&nbsp; Wireless <br> Telecommunication <br> Services<br>| 0.07<br> %<br>| 0.27<br> %<br>| 0.34<br> %<br>|
| &nbsp;&nbsp;&nbsp; Apparel, Accessories <br> & Luxury Goods<br>| 0.07<br> %<br>| 0.27<br> %<br>| 0.34<br> %<br>|
| &nbsp;&nbsp;&nbsp; Oil & Gas Refining & <br> Marketing<br>| 0.17<br> %<br>| 0.15<br> %<br>| 0.32<br> %<br>|
| Apparel Retail | 0.21<br> %<br>| 0.10<br> %<br>| 0.31<br> %<br>|
| Multi-Line Insurance | 0.00<br> %<br>| 0.30<br> %<br>| 0.30<br> %<br>|
| Consumer Finance | 0.25<br> %<br>| 0.04<br> %<br>| 0.29<br> %<br>|
| Rail Transportation | 0.16<br> %<br>| 0.12<br> %<br>| 0.28<br> %<br>|
| &nbsp;&nbsp;&nbsp; Home Improvement <br> Retail<br>| 0.26<br> %<br>| 0.01<br> %<br>| 0.27<br> %<br>|
| Healthcare Services | 0.24<br> %<br>| 0.02<br> %<br>| 0.26<br> %<br>|
| Food Retail | 0.06<br> %<br>| 0.20<br> %<br>| 0.26<br> %<br>|
| &nbsp;&nbsp;&nbsp; Electronic Equipment <br> & Instruments<br>| 0.16<br> %<br>| 0.09<br> %<br>| 0.25<br> %<br>|
| &nbsp;&nbsp;&nbsp; Internet Services & <br> Infrastructure<br>| 0.16<br> %<br>| 0.09<br> %<br>| 0.25<br> %<br>|
| Steel | 0.09<br> %<br>| 0.15<br> %<br>| 0.24<br> %<br>|
| &nbsp;&nbsp;&nbsp; Personal Care <br> Products<br>| 0.05<br> %<br>| 0.18<br> %<br>| 0.23<br> %<br>|
| &nbsp;&nbsp;&nbsp; Oil & Gas Equipment <br> & Services<br>| 0.21<br> %<br>| 0.02<br> %<br>| 0.23<br> %<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 86 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| Industrial Gases | 0.16<br> %<br>| 0.07<br> %<br>| 0.23<br> %<br>|
| &nbsp;&nbsp;&nbsp; Research & <br> Consulting Services<br>| 0.15<br> %<br>| 0.07<br> %<br>| 0.22<br> %<br>|
| Managed Healthcare | 0.22<br> %<br>| 0.00<br> %<br>| 0.22<br> %<br>|
| &nbsp;&nbsp;&nbsp; Electronic <br> Manufacturing <br> Services<br>| 0.09<br> %<br>| 0.13<br> %<br>| 0.22<br> %<br>|
| Retail REITs | 0.18<br> %<br>| 0.03<br> %<br>| 0.21<br> %<br>|
| Air Freight & Logistics | 0.11<br> %<br>| 0.08<br> %<br>| 0.19<br> %<br>|
| Construction Materials | 0.12<br> %<br>| 0.07<br> %<br>| 0.19<br> %<br>|
| Health Care REITs | 0.19<br> %<br>| 0.00<br> %<br>| 0.19<br> %<br>|
| Healthcare Supplies | 0.10<br> %<br>| 0.08<br> %<br>| 0.18<br> %<br>|
| Gas Utilities | 0.09<br> %<br>| 0.08<br> %<br>| 0.17<br> %<br>|
| &nbsp;&nbsp;&nbsp; Interactive Home <br> Entertainment<br>| 0.07<br> %<br>| 0.10<br> %<br>| 0.17<br> %<br>|
| &nbsp;&nbsp;&nbsp; Automotive Parts & <br> Equipment<br>| 0.08<br> %<br>| 0.09<br> %<br>| 0.17<br> %<br>|
| Automotive Retail | 0.15<br> %<br>| 0.02<br> %<br>| 0.17<br> %<br>|
| Home Building | 0.16<br> %<br>| 0.01<br> %<br>| 0.17<br> %<br>|
| Healthcare Facilities | 0.12<br> %<br>| 0.04<br> %<br>| 0.16<br> %<br>|
| &nbsp;&nbsp;&nbsp; Environmental & <br> Facilities Services<br>| 0.14<br> %<br>| 0.01<br> %<br>| 0.15<br> %<br>|
| Industrial REITs | 0.11<br> %<br>| 0.04<br> %<br>| 0.15<br> %<br>|
| Insurance Brokers | 0.15<br> %<br>| 0.00<br> %<br>| 0.15<br> %<br>|
| &nbsp;&nbsp;&nbsp; Diversified Financial <br> Services<br>| 0.06<br> %<br>| 0.09<br> %<br>| 0.15<br> %<br>|
| &nbsp;&nbsp;&nbsp; Diversified Capital <br> Markets<br>| 0.00<br> %<br>| 0.15<br> %<br>| 0.15<br> %<br>|
| &nbsp;&nbsp;&nbsp; Healthcare <br> Distributors<br>| 0.13<br> %<br>| 0.01<br> %<br>| 0.14<br> %<br>|
| Passenger Airlines | 0.08<br> %<br>| 0.05<br> %<br>| 0.13<br> %<br>|
| &nbsp;&nbsp;&nbsp; Human Resource & <br> Employment <br> Services<br>| 0.09<br> %<br>| 0.04<br> %<br>| 0.13<br> %<br>|
| Commodity Chemicals | 0.06<br> %<br>| 0.07<br> %<br>| 0.13<br> %<br>|
| &nbsp;&nbsp;&nbsp; Coal & Consumable <br> Fuels<br>| 0.06<br> %<br>| 0.07<br> %<br>| 0.13<br> %<br>|
| &nbsp;&nbsp;&nbsp; Independent Power <br> Producers & Energy <br> Traders<br>| 0.04<br> %<br>| 0.08<br> %<br>| 0.12<br> %<br>|
| Copper | 0.05<br> %<br>| 0.07<br> %<br>| 0.12<br> %<br>|
| Consumer Electronics | 0.02<br> %<br>| 0.10<br> %<br>| 0.12<br> %<br>|
| &nbsp;&nbsp;&nbsp; Agricultural & Farm <br> Machinery<br>| 0.10<br> %<br>| 0.01<br> %<br>| 0.11<br> %<br>|
| &nbsp;&nbsp;&nbsp; Diversified Support <br> Services<br>| 0.07<br> %<br>| 0.04<br> %<br>| 0.11<br> %<br>|
| Reinsurance | 0.05<br> %<br>| 0.06<br> %<br>| 0.11<br> %<br>|
| Other Specialty Retail | 0.08<br> %<br>| 0.03<br> %<br>| 0.11<br> %<br>|
| &nbsp;&nbsp;&nbsp; Fertilizers & <br> Agricultural <br> Chemicals<br>| 0.05<br> %<br>| 0.05<br> %<br>| 0.10<br> %<br>|
| &nbsp;&nbsp;&nbsp; Passenger Ground <br> Transportation<br>| 0.08<br> %<br>| 0.02<br> %<br>| 0.10<br> %<br>|
| Brewers | 0.00<br> %<br>| 0.10<br> %<br>| 0.10<br> %<br>|
| &nbsp;&nbsp;&nbsp; Diversified Real <br> Estate Activities<br>| 0.01<br> %<br>| 0.09<br> %<br>| 0.10<br> %<br>|
| Casinos & Gaming | 0.06<br> %<br>| 0.04<br> %<br>| 0.10<br> %<br>|
| Data Center REITs | 0.09<br> %<br>| 0.00<br> %<br>| 0.09<br> %<br>|
| Education Services | 0.07<br> %<br>| 0.02<br> %<br>| 0.09<br> %<br>|
| Mortgage REITs | 0.08<br> %<br>| 0.00<br> %<br>| 0.08<br> %<br>|
| &nbsp;&nbsp;&nbsp; Cargo Ground <br> Transportation<br>| 0.08<br> %<br>| 0.00<br> %<br>| 0.08<br> %<br>|
| Distillers & Vintners | 0.02<br> %<br>| 0.06<br> %<br>| 0.08<br> %<br>|
| Real Estate Services | 0.07<br> %<br>| 0.01<br> %<br>| 0.08<br> %<br>|
| Aluminum | 0.03<br> %<br>| 0.05<br> %<br>| 0.08<br> %<br>|
| Marine Transportation | 0.03<br> %<br>| 0.05<br> %<br>| 0.08<br> %<br>|
| Oil & Gas Drilling | 0.06<br> %<br>| 0.02<br> %<br>| 0.08<br> %<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 87 |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| Water Utilities | 0.04<br> %<br>| 0.03<br> %<br>| 0.07<br> %<br>|
| Telecom Tower REITs | 0.07<br> %<br>| 0.00<br> %<br>| 0.07<br> %<br>|
| &nbsp;&nbsp;&nbsp; Multi-Family <br> Residential REITs<br>| 0.07<br> %<br>| 0.00<br> %<br>| 0.07<br> %<br>|
| &nbsp;&nbsp;&nbsp; Other Specialized <br> REITs<br>| 0.07<br> %<br>| 0.00<br> %<br>| 0.07<br> %<br>|
| Footwear | 0.05<br> %<br>| 0.02<br> %<br>| 0.07<br> %<br>|
| &nbsp;&nbsp;&nbsp; Paper & Plastic <br> Packaging Products <br> & Materials<br>| 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| Cable & Satellite | 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Commercial & <br> Residential <br> Mortgage Finance<br>| 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| Diversified REITs | 0.04<br> %<br>| 0.02<br> %<br>| 0.06<br> %<br>|
| Diversified Chemicals | 0.01<br> %<br>| 0.05<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Real Estate Operating <br> Companies<br>| 0.00<br> %<br>| 0.06<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Real Estate <br> Development<br>| 0.00<br> %<br>| 0.06<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Agricultural Products <br> & Services<br>| 0.04<br> %<br>| 0.01<br> %<br>| 0.05<br> %<br>|
| &nbsp;&nbsp;&nbsp; Metal, Glass & Plastic <br> Containers<br>| 0.04<br> %<br>| 0.01<br> %<br>| 0.05<br> %<br>|
| Office REITs | 0.04<br> %<br>| 0.01<br> %<br>| 0.05<br> %<br>|
| Self Storage REITs | 0.05<br> %<br>| 0.00<br> %<br>| 0.05<br> %<br>|
| Hotel & Resort REITs | 0.05<br> %<br>| 0.00<br> %<br>| 0.05<br> %<br>|
| &nbsp;&nbsp;&nbsp; Data Processing & <br> Outsourced <br> Services<br>| 0.04<br> %<br>| 0.01<br> %<br>| 0.05<br> %<br>|
| Renewable Electricity | 0.02<br> %<br>| 0.03<br> %<br>| 0.05<br> %<br>|
| Food Distributors | 0.05<br> %<br>| 0.00<br> %<br>| 0.05<br> %<br>|
| Alternative Carriers | 0.04<br> %<br>| 0.01<br> %<br>| 0.05<br> %<br>|
| Leisure Products | 0.04<br> %<br>| 0.01<br> %<br>| 0.05<br> %<br>|
| Advertising | 0.03<br> %<br>| 0.02<br> %<br>| 0.05<br> %<br>|
| &nbsp;&nbsp;&nbsp; Precious Metals & <br> Minerals<br>| 0.00<br> %<br>| 0.05<br> %<br>| 0.05<br> %<br>|
| &nbsp;&nbsp;&nbsp; Technology <br> Distributors<br>| 0.04<br> %<br>| 0.00<br> %<br>| 0.04<br> %<br>|
| &nbsp;&nbsp;&nbsp; Healthcare <br> Technology<br>| 0.03<br> %<br>| 0.01<br> %<br>| 0.04<br> %<br>|
| Silver | 0.03<br> %<br>| 0.01<br> %<br>| 0.04<br> %<br>|
| &nbsp;&nbsp;&nbsp; Specialized Consumer <br> Services<br>| 0.03<br> %<br>| 0.01<br> %<br>| 0.04<br> %<br>|
| Leisure Facilities | 0.03<br> %<br>| 0.01<br> %<br>| 0.04<br> %<br>|
| &nbsp;&nbsp;&nbsp; Security & Alarm <br> Services<br>| 0.02<br> %<br>| 0.02<br> %<br>| 0.04<br> %<br>|
| Tires & Rubber | 0.00<br> %<br>| 0.04<br> %<br>| 0.04<br> %<br>|
| Airport Services | 0.00<br> %<br>| 0.04<br> %<br>| 0.04<br> %<br>|
| &nbsp;&nbsp;&nbsp; Single-Family <br> Residential REITs<br>| 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| Specialized Finance | 0.01<br> %<br>| 0.02<br> %<br>| 0.03<br> %<br>|
| Paper Products | 0.01<br> %<br>| 0.02<br> %<br>| 0.03<br> %<br>|
| &nbsp;&nbsp;&nbsp; Motorcycle <br> Manufacturers<br>| 0.00<br> %<br>| 0.03<br> %<br>| 0.03<br> %<br>|
| Highways & Railtracks | 0.00<br> %<br>| 0.03<br> %<br>| 0.03<br> %<br>|
| &nbsp;&nbsp;&nbsp; Office Services & <br> Supplies<br>| 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Broadcasting | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Home Furnishings | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Distributors | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| &nbsp;&nbsp;&nbsp; Home Furnishing <br> Retail<br>| 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Publishing | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Household Appliances | 0.01<br> %<br>| 0.01<br> %<br>| 0.02<br> %<br>|
| &nbsp;&nbsp;&nbsp; Marine Ports & <br> Services<br>| 0.00<br> %<br>| 0.02<br> %<br>| 0.02<br> %<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 88 | State Street Total Return V.I.S. Fund |

---

------

**State Street Total Return V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| Drug Retail | 0.00<br> %<br>| 0.02<br> %<br>| 0.02<br> %<br>|
| Timber REITs | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Commercial Printing | 0.00<br> %<br>| 0.01<br> %<br>| 0.01<br> %<br>|
| &nbsp;&nbsp;&nbsp; Computer & <br> Electronics Retail<br>| 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Forest Products | 0.00<br> %<br>| 0.00<br> %<br>| 0.00<br> %\*\*\*<br>|
| &nbsp;&nbsp;&nbsp; Housewares & <br> Specialties<br>| 0.00<br> %<br>| 0.00<br> %<br>| 0.00<br> %\*\*\*<br>|
|  |  |  | 97.60<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Short-Term Investment | Percentage (based<br> on Fair Value) |
| &nbsp;&nbsp;&nbsp; Short-Term <br> Investment<br>| 2.40<br> %<br>|
|  | 100.00<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\*\*\* Less than 0.005%.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Affiliate Table**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number** <br>**of Shares** <br>**Held at** <br>**12/31/25**<br>| **Value at** <br>**12/31/25**<br>| **Cost of** <br>**Purchases**<br>| **Proceeds** <br>**from** <br>**Shares** <br>**Sold**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Number of** <br>**Shares** <br>**Held at** <br>**3/31/26**<br>| **Value at** <br>**3/31/26**<br>| **Dividend** <br>**Income**<br>|
| State Street Corp. | 1761 | $227187 | $— | $24301 | $7432 | $(12758)<br>| 1561 | $197560 | $1479 |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government <br> Money Market Fund - <br> Class G Shares<br>| 45449205 | 45449205 | 69753339 | 90616289 |  |  | 24586255 | 24586255 | 303139 |
| &nbsp;&nbsp;&nbsp; State Street SPDR <br> Bloomberg High Yield <br> Bond ETF<br>| 446458 | 43400182 | 15909893 | 501487 | 8858 | (753215)<br>| 606605 | 58064231 | 480411 |
| &nbsp;&nbsp;&nbsp; State Street SPDR <br> Bloomberg <br> International Treasury <br> Bond ETF<br>|  |  | 21115981 |  |  | (401086)<br>| 943731 | 20714895 |  |
| &nbsp;&nbsp;&nbsp; State Street SPDR <br> Portfolio Aggregate <br> Bond ETF<br>| 5031542 | 129562206 | 22578687 | 16207500 | 333737 | (810321)<br>| 5287151 | 135456809 | 837620 |
| &nbsp;&nbsp;&nbsp; State Street SPDR <br> Portfolio Long Term <br> Corporate Bond ETF<br>| 472234 | 10663044 | 21732766 | 694347 | (12456)<br>| (540522)<br>| 1401822 | 31148485 | 290118 |
| &nbsp;&nbsp;&nbsp; State Street SPDR <br> Portfolio Long Term <br> Treasury ETF<br>| 1807448 | 47843149 | 15858060 | 42950337 | (670825)<br>| 740532 | 791657 | 20820579 | 230202 |
| &nbsp;&nbsp;&nbsp; State Street SPDR <br> Portfolio TIPS ETF<br>| 2071006 | 53742606 | 300232 | 1300981 | (6548)<br>| 138443 | 2032824 | 52873752 | 21708 |
| TOTAL |  | $330887579 | $167248958 | $152295242 | $(339802)<br>| $(1638927)<br>|  | $343862566 | $2164677 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| State Street Total Return V.I.S. Fund | 89 |

---

------

**State Street Real Estate Securities V.I.S. Fund**

Schedule of Investments

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>| **Fair** <br>**Value**<br>|
| **Common Stock (REITs) - 99.3% †** | **Common Stock (REITs) - 99.3% †** | **Common Stock (REITs) - 99.3% †** |
| Alternate Housing - 4.9%  | Alternate Housing - 4.9%  | Alternate Housing - 4.9%  |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent, <br> Class A <br>| &nbsp;&nbsp; 10460 | &nbsp;&nbsp; $292043 |
| &nbsp;&nbsp;&nbsp; Equity LifeStyle Properties, <br> Inc. <br>| &nbsp;&nbsp; 4640 | &nbsp;&nbsp; 289629 |
| Invitation Homes, Inc.  | &nbsp;&nbsp; 13910 | &nbsp;&nbsp; 345664 |
|  |  | &nbsp;&nbsp; 927336 |
| Data Center - 16.6%  | Data Center - 16.6%  | Data Center - 16.6%  |
| Digital Realty Trust, Inc.  | &nbsp;&nbsp; 5170 | &nbsp;&nbsp; 931686 |
| Equinix, Inc.  | &nbsp;&nbsp; 1665 | &nbsp;&nbsp; 1632099 |
| Iron Mountain, Inc.  | &nbsp;&nbsp; 5883 | &nbsp;&nbsp; 600890 |
|  |  | &nbsp;&nbsp; 3164675 |
| Healthcare - 22.3%  | Healthcare - 22.3%  | Healthcare - 22.3%  |
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc. <br>| &nbsp;&nbsp; 3689 | &nbsp;&nbsp; 171243 |
| &nbsp;&nbsp;&nbsp; American Healthcare REIT, <br> Inc. <br>| &nbsp;&nbsp; 6290 | &nbsp;&nbsp; 296636 |
| Diversified Healthcare Trust  | &nbsp;&nbsp; 9127 | &nbsp;&nbsp; 60603 |
| Healthcare Realty Trust, Inc.  | &nbsp;&nbsp; 14563 | &nbsp;&nbsp; 247425 |
| &nbsp;&nbsp;&nbsp; Janus Living, Inc., Class A-1 <br> (a)<br>| &nbsp;&nbsp; 3906 | &nbsp;&nbsp; 92065 |
| National Health Investors, Inc.  | &nbsp;&nbsp; 1170 | &nbsp;&nbsp; 94606 |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, <br> Inc. <br>| &nbsp;&nbsp; 7230 | &nbsp;&nbsp; 316819 |
| Sabra Health Care REIT, Inc.  | &nbsp;&nbsp; 9670 | &nbsp;&nbsp; 185954 |
| Ventas, Inc.  | &nbsp;&nbsp; 11090 | &nbsp;&nbsp; 906940 |
| Welltower, Inc.  | &nbsp;&nbsp; 9550 | &nbsp;&nbsp; 1888131 |
|  |  | &nbsp;&nbsp; 4260422 |
| Hotel - 2.9%  | Hotel - 2.9%  | Hotel - 2.9%  |
| DiamondRock Hospitality Co.  | &nbsp;&nbsp; 11787 | &nbsp;&nbsp; 110444 |
| Host Hotels & Resorts, Inc.  | &nbsp;&nbsp; 15310 | &nbsp;&nbsp; 293340 |
| &nbsp;&nbsp;&nbsp; Ryman Hospitality Properties, <br> Inc. <br>| &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 119951 |
| Sunstone Hotel Investors, Inc.  | &nbsp;&nbsp; 4212 | &nbsp;&nbsp; 37950 |
|  |  | &nbsp;&nbsp; 561685 |
| Industrial - 11.8%  | Industrial - 11.8%  | Industrial - 11.8%  |
| Americold Realty Trust, Inc.  | &nbsp;&nbsp; 4580 | &nbsp;&nbsp; 52487 |
| EastGroup Properties, Inc.  | &nbsp;&nbsp; 190 | &nbsp;&nbsp; 35167 |
| &nbsp;&nbsp;&nbsp; First Industrial Realty Trust, <br> Inc. <br>| &nbsp;&nbsp; 10060 | &nbsp;&nbsp; 581971 |
| Lineage, Inc.  | &nbsp;&nbsp; 1140 | &nbsp;&nbsp; 37346 |
| LXP Industrial Trust  | &nbsp;&nbsp; 3710 | &nbsp;&nbsp; 171625 |
| Prologis, Inc.  | &nbsp;&nbsp; 9180 | &nbsp;&nbsp; 1213412 |
| Rexford Industrial Realty, Inc.  | &nbsp;&nbsp; 4700 | &nbsp;&nbsp; 153831 |
|  |  | &nbsp;&nbsp; 2245839 |
| Multifamily - 7.9%  | Multifamily - 7.9%  | Multifamily - 7.9%  |
| Camden Property Trust  | &nbsp;&nbsp; 4770 | &nbsp;&nbsp; 465838 |
| Equity Residential  | &nbsp;&nbsp; 2760 | &nbsp;&nbsp; 163254 |
| Essex Property Trust, Inc.  | &nbsp;&nbsp; 507 | &nbsp;&nbsp; 122694 |
| &nbsp;&nbsp;&nbsp; Independence Realty Trust, <br> Inc. <br>| &nbsp;&nbsp; 4918 | &nbsp;&nbsp; 73229 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartment <br> Communities, Inc. <br>| &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 146544 |
| UDR, Inc.  | &nbsp;&nbsp; 15820 | &nbsp;&nbsp; 534400 |
|  |  | &nbsp;&nbsp; 1505959 |
| Net Lease - 7.1%  | Net Lease - 7.1%  | Net Lease - 7.1%  |
| Agree Realty Corp.  | &nbsp;&nbsp; 6610 | &nbsp;&nbsp; 498262 |
| Broadstone Net Lease, Inc.  | &nbsp;&nbsp; 6040 | &nbsp;&nbsp; 110351 |
| NETSTREIT Corp.  | &nbsp;&nbsp; 6971 | &nbsp;&nbsp; 131264 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Realty Income Corp.  | &nbsp;&nbsp; 9920 | &nbsp;&nbsp; $606905 |
|  |  | &nbsp;&nbsp; 1346782 |
| Office - 2.9%  | Office - 2.9%  | Office - 2.9%  |
| Cousins Properties, Inc.  | &nbsp;&nbsp; 8384 | &nbsp;&nbsp; 189227 |
| &nbsp;&nbsp;&nbsp; Empire State Realty Trust, <br> Inc., Class A <br>| &nbsp;&nbsp; 10403 | &nbsp;&nbsp; 54096 |
| &nbsp;&nbsp;&nbsp; Piedmont Realty Trust, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 9800 | &nbsp;&nbsp; 64386 |
| SL Green Realty Corp.  | &nbsp;&nbsp; 2260 | &nbsp;&nbsp; 83484 |
| Vornado Realty Trust  | &nbsp;&nbsp; 6220 | &nbsp;&nbsp; 161658 |
|  |  | &nbsp;&nbsp; 552851 |
| Regional Malls - 4.6%  | Regional Malls - 4.6%  | Regional Malls - 4.6%  |
| Macerich Co.  | &nbsp;&nbsp; 13530 | &nbsp;&nbsp; 255717 |
| Simon Property Group, Inc.  | &nbsp;&nbsp; 3320 | &nbsp;&nbsp; 619280 |
|  |  | &nbsp;&nbsp; 874997 |
| Self Storage - 7.3%  | Self Storage - 7.3%  | Self Storage - 7.3%  |
| CubeSmart  | &nbsp;&nbsp; 3240 | &nbsp;&nbsp; 118746 |
| Extra Space Storage, Inc.  | &nbsp;&nbsp; 4810 | &nbsp;&nbsp; 630735 |
| Public Storage  | &nbsp;&nbsp; 2380 | &nbsp;&nbsp; 644695 |
|  |  | &nbsp;&nbsp; 1394176 |
| Shopping Centers - 8.1%  | Shopping Centers - 8.1%  | Shopping Centers - 8.1%  |
| Brixmor Property Group, Inc.  | &nbsp;&nbsp; 19510 | &nbsp;&nbsp; 561888 |
| InvenTrust Properties Corp.  | &nbsp;&nbsp; 2576 | &nbsp;&nbsp; 78465 |
| Kimco Realty Corp.  | &nbsp;&nbsp; 22772 | &nbsp;&nbsp; 511687 |
| Kite Realty Group Trust  | &nbsp;&nbsp; 15890 | &nbsp;&nbsp; 390099 |
|  |  | &nbsp;&nbsp; 1542139 |
| Specialty - 2.4%  | Specialty - 2.4%  | Specialty - 2.4%  |
| &nbsp;&nbsp;&nbsp; Lamar Advertising Co., <br> Class A <br>| &nbsp;&nbsp; 910 | &nbsp;&nbsp; 115261 |
| VICI Properties, Inc.  | &nbsp;&nbsp; 12620 | &nbsp;&nbsp; 344778 |
|  |  | &nbsp;&nbsp; 460039 |
| Towers - 0.5%  | Towers - 0.5%  | Towers - 0.5%  |
| Crown Castle, Inc.  | &nbsp;&nbsp; 1230 | &nbsp;&nbsp; 100011 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br> **(REITs)** <br>(Cost $15,080,593)<br>|  | &nbsp;&nbsp; 18936911 |
| **Short-Term Investment - 0.7%**  | **Short-Term Investment - 0.7%**  |  |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares 3.64% (b)(c) <br>(Cost $132,093)<br>| &nbsp;&nbsp; 132093 | &nbsp;&nbsp; 132093 |
| &nbsp;&nbsp;&nbsp; **Total Investments** <br>(Cost $15,212,686)<br>|  | &nbsp;&nbsp; 19069004 |
| **Liabilities in Excess of** <br> **Other Assets, net -** <br> **(0.0)%\***<br>|  | &nbsp;&nbsp; (5536)<br>|
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp; $19063468 |

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

90 State Street Real Estate Securities V.I.S. Fund

------

**State Street Real Estate Securities V.I.S. Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(b) Sponsored by SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and accounting agent.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Coupon amount represents effective yield.

&nbsp;&nbsp;&nbsp;&nbsp;† Percentages are based on net assets as of March 31, 2026.

\* Less than 0.05%.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Abbreviations:** |
| REIT - Real Estate Investment Trust |

---

The following table presents the Fund's investments measured at fair value on a recurring basis at March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| Common Stock | $18936911 | $— | $— | $18936911 |
| Short-Term Investment | 132093 |  |  | 132093 |
| Total Investments in Securities | $19069004 | $— | $— | $19069004 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Affiliate Table**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number** <br>**of Shares** <br>**Held at** <br>**12/31/25**<br>| **Value at** <br>**12/31/25**<br>| **Cost of** <br>**Purchases**<br>| **Proceeds** <br>**from** <br>**Shares** <br>**Sold**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Number of** <br>**Shares** <br>**Held at** <br>**3/31/26**<br>| **Value at** <br>**3/31/26**<br>| **Dividend** <br>**Income**<br>|
| &nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government <br> Money Market Fund - Class G Shares<br>| 29886 | $29886 | $819044 | $716837 | $— | $— | 132093 | $132093 | $852 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

State Street Real Estate Securities V.I.S. Fund 91

------

**State Street Variable Insurance Series Funds, Inc.**

Notes to Schedule of Investments

March 31, 2026 (Unaudited)

**Security Valuation** Each Fund's investments are valued at fair value each day that the New York Stock Exchange ("NYSE") is open and, for financial reporting purposes, as of the report date should the reporting period end on a day that the NYSE is not open. Fair value is generally defined as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. By its nature, a fair value price is a good faith estimate of the valuation in a current sale and may not reflect an actual market price. The investments of each Fund are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board of Trustees (the "Board"). The Committee provides oversight of the valuation of investments for the Funds. The Board has responsibility for overseeing the determination of the fair value of investments.

Valuation techniques used to value each Fund's investments by major category are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Equity investments traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Investments in registered investment companies (including money market funds) or other unitized pooled investment vehicles that are not traded on an exchange are valued at that day's published net asset value ("NAV") per share or unit.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Rights and warrants are valued at the last reported sale price obtained from independent pricing services or brokers on the valuation date. If no price is obtained from pricing services or brokers, valuation will be based upon the intrinsic value pursuant to the valuation policy and procedures approved by the Board.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Fixed income assets are generally valued at the mean of the bid and ask prices for bank loans and inflation protected securities, and at the bid price for all other fixed income assets as provided by independent pricing services or brokers.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Exchange-traded futures contracts are valued at the closing settlement price on the primary market on which they are traded most extensively. Exchange-traded futures contracts traded on a recognized exchange for which there were no sales on that day are valued at the last reported sale price obtained from independent pricing services or brokers or at fair value.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Swap agreements are valued daily based upon prices supplied by Board approved pricing vendors or through brokers. Depending on the product and terms of the transaction, the value of agreements is determined using a series of techniques including valuation models that incorporate a number of market data factors, such as discounted cash flows, yields, curves, trades and values of the underlying reference instruments. In the event SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM") is unable to obtain an independent, third-party valuation the agreements will be fair valued.

In the event prices or quotations are not readily available or that the application of these valuation methods results in a price for an investment that is deemed to be not representative of the fair value of such investment, fair value will be determined in good faith by the Committee, in accordance with the valuation policy and procedures approved by the Board.

A "significant event" is an event that the Board believes, with a reasonably high degree of certainty, has caused the closing market prices of a Fund's portfolio securities to no longer reflect their value at the time of the Fund's NAV calculation. Fair value may be determined using an independent fair value service under valuation procedures approved by the Board. The independent fair value service takes into account multiple factors including, but not limited to, movements in the U.S. securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close of foreign securities exchanges. The use of the independent fair value service or alternative fair valuation methods would result in the investments being classified within Level 2 of the fair value hierarchy. At March 31, 2026, the independent fair value service was used for certain foreign securities in certain Funds/Portfolios, and these securities were classified within Level 2 of the fair value hierarchy.

The Funds value their assets and liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.

The three levels of the fair value hierarchy are as follows:

• Level 1 — Unadjusted quoted prices in active markets for an identical asset or liability;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and

------

**State Street Variable Insurance Series Funds, Inc.**

Notes to Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Level 3 — Unobservable inputs for the asset or liability, including the Committee's assumptions used in determining the fair value of investments.

The value of each Fund's investments according to the fair value hierarchy as of March 31, 2026 is disclosed in each Fund's Schedule of Investments.

**Futures Contracts**

Each Fund may enter into futures contracts to meet its objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future date. Upon entering into a futures contract, a Fund is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house. Securities deposited, if any, are designated on the Schedule of Investments and cash deposited, if any, is shown as Net cash collateral on deposit with broker for future contracts on the Statement of Assets and Liabilities. Subsequent payments are made or received by a Fund equal to the daily change in the contract value, accumulated, exchange rates, and/or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. A Fund recognizes a realized gain or loss when the contract is closed.

Losses may arise if the value of a futures contract decreases due to unfavorable changes in the market rates or values of the underlying instrument during the term of the contract or if the counterparty does not perform under the contract. The use of futures contracts also involves the risk that the movements in the price of the futures contracts do not correlate with the movement of the assets underlying such contracts.

During the period ended March 31, 2026, the following Funds entered into futures contracts for strategies listed below:

---

| | |
|:---|:---|
| **Fund** | **Strategies**  |
| State Street U.S. Equity V.I.S. Fund | Equitization of cash |
| State Street S&P 500 Index V.I.S. Fund | Equitization of cash |
| State Street Premier Growth Equity V.I.S. Fund | Equitization of Cash |
| State Street Small-Cap Equity V.I.S. Fund | Equitization of cash |
| State Street Income V.I.S. Fund | Management of Interest Rate Risk |
| State Street Total Return V.I.S. Fund | Equitization of cash |

---

**To-Be-Announced Transactions**

The State Street Income V.I.S. Fund may seek to obtain exposure to U.S. agency mortgage pass-through securities through the use of "to-be-announced" or "TBA transactions." "TBA" refers to a commonly used mechanism for the forward settlement of U.S. agency mortgage pass-through securities. In a TBA transaction, the buyer and seller decide on general trade parameters, such as agency, settlement date, coupon, and price.

The Fund may use TBA transactions to "roll over" such agreements prior to the settlement date. This type of TBA transaction is sometimes known as a "TBA roll." In a TBA roll a Fund generally will sell the obligation to purchase the pools stipulated in the TBA agreement prior to the settlement date and will enter into a new TBA agreement for future delivery of pools of mortgage pass-through securities. A fund may also enter into TBA agreements and settle such transactions on the stipulated settlement date by accepting actual receipt or delivery of the pools of mortgage pass-through securities.

Default by or bankruptcy of a counterparty to a TBA transaction would expose the Fund to possible loss because of adverse market action, expenses or delays in connection with the purchase or sale of the pools of mortgage pass-through securities specified in the TBA transaction. To minimize this risk, the Fund will enter into TBA transactions only with established counterparties. The Fund's use of "TBA rolls" may impact portfolio turnover, transaction costs and capital gain distributions to shareholders.

**Delayed Delivery and When-Issued Securities** 

During the period, the State Street Income V.I.S. Fund transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. The securities purchased on a delayed delivery or whenissued basis are identified as such in the Fund's Schedule of Investments. The Fund may receive compensation for interest forgone in the purchase of a delayed delivery or when-issued security. With respect to such purchase commitments, the Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic or other factors.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC

- **b. Investment Company Act file number:** 811-04041

- **c. CIK number of Registrant:** 0000746687

- **d. LEI of Registrant:** 549300F3HMV6UGZMOO92

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 800-242-0134

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

- **a. Name of Series:** State Street Total Return V.I.S. Fund

- **b. EDGAR series identifier (if any):** S000001637

- **c. LEI of Series:** CY9RD1525JILHTF6SB15

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1026305692.22

**Total Liabilities:** $1373554.79

**Net Assets:** $1024932137.43

**Cash Not Reported:** $2021718.01

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004439 | 2.54%                | 1.50%                | -4.36%               |
| Class ID C000033161 | 2.54%                | 1.50%                | -4.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2878525.42              | $23711799.33                               |
| Month 2  | $8637048.37              | $6417405.61                                |
| Month 3  | $11757686.26             | $-60781169.68                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON Inc                                                        | AAON Inc                                                        | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $24825.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                        | AAR Corp                                                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       936 | NS      | $102454.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                                | ACCO Brands Corp                                                | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      2321 | NS      | $6963.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                                       | ACNB Corp                                                       | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $11536.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                              | ADMA Biologics Inc                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5536 | NS      | $49879.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                         | ADT Inc                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2730 | NS      | $17936.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                                      | Absci Corp                                                      | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3005 | NS      | $9015.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                                | ACV Auctions Inc                                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3911 | NS      | $16582.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                              | ABM Industries Inc                                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1451 | NS      | $55892.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                       | Aflac Inc                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2635 | NS      | $289085.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                       | AGCO Corp                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       423 | NS      | $49013.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                                | ACM Research Inc                                                | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      1202 | NS      | $47298.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust Inc                               | TPG Mortgage Investment Trust Inc                               | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               |  | US        |       815 | NS      | $5957.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                                            | AGNC Investment Corp                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |      5239 | NS      | $52547.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                                    | AES Corp                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3600 | NS      | $50724.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                                | AMC Networks Inc                                                | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       732 | NS      | $4970.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                                  | AMC Entertainment Holdings Inc                                  | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     11851 | NS      | $11613.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                     | AMN Healthcare Services Inc                                     | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       891 | NS      | $16340.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outdoor Holding Co                                              | Outdoor Holding Co                                              | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |      2501 | NS      | $5027.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc                                                    | Gold.com Inc                                                    | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       444 | NS      | $17795.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                         | ANI Pharmaceuticals Inc                                         | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       428 | NS      | $32913.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                                        | Angi Inc                                                        | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       834 | NS      | $5712.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                                  | API Group Corp                                                  | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      1900 | NS      | $76988.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                        | ASGN Inc                                                        | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       987 | NS      | $38206.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                        | AT&T Inc                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     38860 | NS      | $1126551.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                               | ARC Resources Ltd                                               | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |      3257 | NS      | $67564.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| aTyr Pharma Inc                                                 | aTyr Pharma Inc                                                 | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |      3332 | NS      | $2598.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                                | A10 Networks Inc                                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1697 | NS      | $39234.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                                           | ATN International Inc                                           | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       271 | NS      | $7376.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc                                             | AST SpaceMobile Inc                                             | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |      1300 | NS      | $107731.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc                                                | ASP Isotopes Inc                                                | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Long             | EC               | CORP              | US        |      2644 | NS      | $11686.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                         | AZZ Inc                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       710 | NS      | $88842.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Global Management Inc                                    | Abacus Global Management Inc                                    | CUSIP: 00258Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1067 | NS      | $8407.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                             | Abbott Laboratories                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      9710 | NS      | $996925.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                      | AbbVie Inc                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      9978 | NS      | $2170115.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                          | Abercrombie & Fitch Co                                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      1078 | NS      | $98496.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc                                         | Abeona Therapeutics Inc                                         | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Long             | EC               | CORP              | US        |      1089 | NS      | $4878.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aardvark Therapeutics Inc                                       | Aardvark Therapeutics Inc                                       | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $1372.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp                                            | Acacia Research Corp                                            | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |       982 | NS      | $4723.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                                   | Academy Sports & Outdoors Inc                                   | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |      1586 | NS      | $89529.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                      | ACADIA Pharmaceuticals Inc                                      | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      2965 | NS      | $66000.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                             | Acadia Realty Trust                                             | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |      3146 | NS      | $60151.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                                         | Accel Entertainment Inc                                         | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1172 | NS      | $12786.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Inc                                                     | Accuray Inc                                                     | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |      2707 | NS      | $1050.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                               | ACI Worldwide Inc                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      2476 | NS      | $101540.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                 | Antofagasta PLC                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      2281 | NS      | $101911.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aclaris Therapeutics Inc                                        | Aclaris Therapeutics Inc                                        | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      2179 | NS      | $8171.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corp                                                | Acme United Corp                                                | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |       107 | NS      | $4805.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                             | ADTRAN Holdings Inc                                             | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      1719 | NS      | $21625.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES Commercial Realty Corp                                    | ACRES Commercial Realty Corp                                    | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               |  | US        |       206 | NS      | $3979.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Actuate Therapeutics Inc                                        | Actuate Therapeutics Inc                                        | CUSIP: 005083100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $923.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                                      | Acuity Inc                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $56044.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                          | Acushnet Holdings Corp                                          | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       657 | NS      | $61416.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIC Solutions Inc                                               | TIC Solutions Inc                                               | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Long             | EC               | CORP              | US        |      4731 | NS      | $31129.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                                   | Adaptive Biotechnologies Corp                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      3553 | NS      | $49315.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                                | AdaptHealth Corp                                                | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2378 | NS      | $28298.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                             | Addus HomeCare Corp                                             | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       430 | NS      | $40269.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                       | Adeia Inc                                                       | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2584 | NS      | $62093.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                       | Adobe Inc                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2309 | NS      | $561271.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                                                     | Covista Inc                                                     | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       810 | NS      | $93352.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                          | Advance Auto Parts Inc                                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1432 | NS      | $75538.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                               | Aehr Test Systems                                               | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |       668 | NS      | $24769.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                           | AECOM                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       800 | NS      | $67856.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arq Inc                                                         | Arq Inc                                                         | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |      1014 | NS      | $2595.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc                                          | Spyre Therapeutics Inc                                          | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |      1641 | NS      | $82772.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                                    | AdvanSix Inc                                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       624 | NS      | $15225.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeluma Inc                                                      | Aeluma Inc                                                      | CUSIP: 00776X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $3927.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                      | Advanced Micro Devices Inc                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      9016 | NS      | $1834124.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                                   | Advanced Drainage Systems Inc                                   | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       400 | NS      | $54852.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                         | Advantage Solutions Inc                                         | CUSIP: 00791N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $1881.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                                  | Advanced Energy Industries Inc                                  | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       896 | NS      | $289148.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                                          | CONTRA ADURO BIOTECH I                                          | CUSIP: 007CVR012<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |      4580 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jade Biosciences Inc                                            | Jade Biosciences Inc                                            | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $10635.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                               | AeroVironment Inc                                               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       899 | NS      | $164561.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                                    | AerSale Corp                                                    | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       809 | NS      | $5031.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                              | Barratt Redrow PLC                                              | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |      7035 | NS      | $24377.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                   | Affiliated Managers Group Inc                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       100 | NS      | $27670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                             | Affirm Holdings Inc                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1346 | NS      | $61673.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                                           | Aeva Technologies Inc                                           | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |       990 | NS      | $13028.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                        | Agilent Technologies Inc                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1596 | NS      | $181912.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                          | Agnico Eagle Mines Ltd                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      2922 | NS      | $591225.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                                    | Agilysys Inc                                                    | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       614 | NS      | $43679.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                                       | Agios Pharmaceuticals Inc                                       | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1334 | NS      | $45129.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                               | Agree Realty Corp                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       600 | NS      | $45228.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                                               | agilon health Inc                                               | CUSIP: 00857U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       309 | NS      | $2444.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airship AI Holdings Inc                                         | Airship AI Holdings Inc                                         | CUSIP: 008940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       730 | NS      | $1649.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                      | Airbnb Inc                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2290 | NS      | $289181.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                  | Air Lease Corp                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       500 | NS      | $32470.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                                  | Air Products and Chemicals Inc                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1256 | NS      | $364855.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRO Group Holdings Inc                                         | AIRO Group Holdings Inc                                         | CUSIP: 009422106<br>LEI: 529900EUD8XWJZVS2615 | Long             | EC               | CORP              | US        |       241 | NS      | $1832.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                                      | AirSculpt Technologies Inc                                      | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $1403.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                         | Akamai Technologies Inc                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       694 | NS      | $79705.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                                         | Akebia Therapeutics Inc                                         | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |      6764 | NS      | $9401.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT                                          | CONTRA AKERO THERAPEUT                                          | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |      2030 | NS      | $1319.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktis Oncology Inc                                              | Aktis Oncology Inc                                              | CUSIP: 01021M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       488 | NS      | $8730.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                                 | Alamo Group Inc                                                 | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       245 | NS      | $40417.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                                 | Alamos Gold Inc                                                 | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      2402 | NS      | $106524.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                          | Alarm.com Holdings Inc                                          | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1133 | NS      | $48934.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                            | Alaska Air Group Inc                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       791 | NS      | $29092.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                                       | Albany International Corp                                       | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       699 | NS      | $36494.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                  | Albemarle Corp                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       637 | NS      | $114360.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                              | Albertsons Cos Inc                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2300 | NS      | $39192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                      | Alcoa Corp                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1458 | NS      | $96709.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics Inc                                        | Aldeyra Therapeutics Inc                                        | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |      1722 | NS      | $2910.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                                     | Alector Inc                                                     | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      2385 | NS      | $5127.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                                           | Alerus Financial Corp                                           | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |       558 | NS      | $13230.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                                 | Alexander's Inc                                                 | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |        51 | NS      | $12046.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                             | Alexandria Real Estate Equities Inc                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      1092 | NS      | $50690.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                                       | Alico Inc                                                       | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $6189.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                            | Align Technology Inc                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       349 | NS      | $59829.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                        | Alignment Healthcare Inc                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4643 | NS      | $81809.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                                    | Alimentation Couche-Tard Inc                                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      4249 | NS      | $240072.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                                      | Alight Inc                                                      | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     12706 | NS      | $7403.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                                           | Alkami Technology Inc                                           | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      1616 | NS      | $25322.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALIMERA SCIENCE                                          | CONTRA ALIMERA SCIENCE                                          | CUSIP: 016CVR029<br>LEI: 5299005C650OO6FJ1R63 | N/A              | DE               |  | US        |       852 | NS      | $34.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                                         | ATI Inc                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       732 | NS      | $106476.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                             | Allegiant Travel Co                                             | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       339 | NS      | $27472.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                                        | Allegro MicroSystems Inc                                        | CUSIP: 01749D105<br>LEI: 54930004TGPV6DR3LE12 | Long             | EC               | CORP              | US        |       700 | NS      | $22071.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                    | Bread Financial Holdings Inc                                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1093 | NS      | $81854.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings Inc                                   | Alliance Laundry Holdings Inc                                   | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1020 | NS      | $21154.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                             | Alliant Energy Corp                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1356 | NS      | $97306.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                                     | Allient Inc                                                     | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       335 | NS      | $19795.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                               | Allison Transmission Holdings Inc                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       480 | NS      | $56188.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                                       | Allogene Therapeutics Inc                                       | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3701 | NS      | $9030.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                               | Allstate Corp/The                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1481 | NS      | $307070.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                              | Ally Financial Inc                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      1587 | NS      | $62258.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                     | Alnylam Pharmaceuticals Inc                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       727 | NS      | $240542.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                               | Alpha Metallurgical Resources Inc                               | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |       278 | NS      | $57065.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                    | Alphabet Inc                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     26665 | NS      | $7649121.90   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                    | Alphabet Inc                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     32605 | NS      | $9375893.80   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                               | Alpha Teknova Inc                                               | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       607 | NS      | $1754.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                                           | Alphatec Holdings Inc                                           | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      2772 | NS      | $30159.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc                                | Alpine Income Property Trust Inc                                | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               |  | US        |       315 | NS      | $5670.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                                        | Alta Equipment Group Inc                                        | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |       369 | NS      | $1981.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                                     | AltaGas Ltd                                                     | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |      1809 | NS      | $62544.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc                                                   | Altimmune Inc                                                   | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |      2223 | NS      | $6846.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Optimum Communications Inc                                      | Optimum Communications Inc                                      | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      6210 | NS      | $8073.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                                        | Oklo Inc                                                        | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $143811.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc                                                 | AlTi Global Inc                                                 | CUSIP: 02157E106<br>LEI: 25490060ASU5X85RAX65 | Long             | EC               | CORP              | US        |      1058 | NS      | $3829.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                | Altria Group Inc                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      9437 | NS      | $622747.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                            | Kinetik Holdings Inc                                            | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1052 | NS      | $50927.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc                                                      | Alumis Inc                                                      | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1628 | NS      | $35864.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                      | Amalgamated Financial Corp                                      | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $20795.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                  | Amazon.com Inc                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     53893 | NS      | $11224295.11  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc                                      | Octave Specialty Group Inc                                      | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      1161 | NS      | $5398.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambiq Micro Inc                                                 | Ambiq Micro Inc                                                 | CUSIP: 023193105<br>LEI: 529900H4UP6I4UMDAA87 | Long             | EC               | CORP              | US        |       430 | NS      | $10926.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                             | Amerant Bancorp Inc                                             | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |       847 | NS      | $18667.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                               | U-Haul Holding Co                                               | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       647 | NS      | $28901.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                                     | Ameren Corp                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1541 | NS      | $169386.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                                    | Ameresco Inc                                                    | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       747 | NS      | $19048.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                      | Diageo PLC                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     12974 | NS      | $240386.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                                     | American Airlines Group Inc                                     | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |      2760 | NS      | $29642.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                                            | Amentum Holdings Inc                                            | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      1161 | NS      | $30278.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                       | American Assets Trust Inc                                       | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |      1216 | NS      | $22386.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corporation                                               | Dauch Corporation                                               | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      5380 | NS      | $31903.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Battery Technology Co                                  | American Battery Technology Co                                  | CUSIP: 02451V309<br>LEI: 529900JBJ8D85CDPHQ69 | Long             | EC               | CORP              | US        |      3235 | NS      | $9025.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                  | American Electric Power Co Inc                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3066 | NS      | $401891.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                                   | American Eagle Outfitters Inc                                   | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      3805 | NS      | $63543.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                             | American Express Co                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2997 | NS      | $906532.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                                 | American Financial Group Inc/OH                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       381 | NS      | $48657.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                 | BAE Systems PLC                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     17540 | NS      | $512342.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                           | American Homes 4 Rent                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      1900 | NS      | $53048.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                                | American International Group Inc                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3055 | NS      | $229888.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group Inc                          | American Integrity Insurance Group Inc                          | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |       276 | NS      | $5321.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                    | British American Tobacco PLC                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     12741 | NS      | $736988.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Outdoor Brands Inc                                     | American Outdoor Brands Inc                                     | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $3679.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                                   | American Public Education Inc                                   | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       403 | NS      | $22922.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                        | American States Water Co                                        | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       922 | NS      | $69721.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                                    | American Superconductor Corp                                    | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      1029 | NS      | $34831.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                             | American Tower Corp                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      2614 | NS      | $451124.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                          | American Vanguard Corp                                          | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       730 | NS      | $1817.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                                     | American Water Works Co Inc                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1122 | NS      | $152692.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                          | American Woodmark Corp                                          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       330 | NS      | $13143.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                                       | America's Car-Mart Inc/TX                                       | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $2367.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                                      | Americold Realty Trust Inc                                      | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |      1300 | NS      | $14898.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                                   | AMERISAFE Inc                                                   | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       436 | NS      | $14531.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                     | Cencora Inc                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1038 | NS      | $326077.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                        | Ameriprise Financial Inc                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       497 | NS      | $220866.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                  | Ameris Bancorp                                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1555 | NS      | $121274.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corp                                              | Ames National Corp                                              | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       255 | NS      | $7196.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                      | AMETEK Inc                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1307 | NS      | $280168.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                       | Amgen Inc                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3008 | NS      | $1058364.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                         | Amicus Therapeutics Inc                                         | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      7123 | NS      | $102998.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                            | Amkor Technology Inc                                            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       800 | NS      | $36024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                      | Amneal Pharmaceuticals Inc                                      | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      3569 | NS      | $44362.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                   | Amphenol Corp                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      6848 | NS      | $865244.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                   | Amphastar Pharmaceuticals Inc                                   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       839 | NS      | $16436.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                                   | Amplitude Inc                                                   | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |      2132 | NS      | $14540.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc                                        | Amprius Technologies Inc                                        | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2610 | NS      | $44004.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                                      | Amylyx Pharmaceuticals Inc                                      | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2085 | NS      | $28981.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                              | Analog Devices Inc                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2746 | NS      | $873612.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                                  | AnaptysBio Inc                                                  | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       432 | NS      | $23958.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                                       | Anavex Life Sciences Corp                                       | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      2253 | NS      | $6916.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                               | Andersons Inc/The                                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       777 | NS      | $55773.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage REIT Inc                                     | Angel Oak Mortgage REIT Inc                                     | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               |  | US        |       264 | NS      | $2170.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                               | AngioDynamics Inc                                               | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       891 | NS      | $10130.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                          | Anika Therapeutics Inc                                          | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       319 | NS      | $4625.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                                   | Annaly Capital Management Inc                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      3975 | NS      | $84071.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                                     | Annexon Inc                                                     | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3132 | NS      | $17351.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                           | Antero Resources Corp                                           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      1800 | NS      | $76392.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                             | Elevance Health Inc                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1218 | NS      | $356569.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anteris Technologies Global Corp                                | Anteris Technologies Global Corp                                | CUSIP: 03675P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1884 | NS      | $10456.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                           | Antero Midstream Corp                                           | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $41040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                                     | Anterix Inc                                                     | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |       253 | NS      | $9662.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                        | APA Corp                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      1900 | NS      | $80636.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                                     | Apellis Pharmaceuticals Inc                                     | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       600 | NS      | $24138.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                          | Apogee Enterprises Inc                                          | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       490 | NS      | $16434.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                       | Apollo Commercial Real Estate Finance Inc                       | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |      3297 | NS      | $34816.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                              | Astrana Health Inc                                              | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       954 | NS      | $23392.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                                    | Apollo Global Management Inc                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      2334 | NS      | $260054.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                                         | Apogee Therapeutics Inc                                         | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $88967.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                                     | Appian Corp                                                     | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       922 | NS      | $22229.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                       | Apple Inc                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     80969 | NS      | $20549122.51  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                                    | Appfolio Inc                                                    | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       100 | NS      | $15782.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                      | Apple Hospitality REIT Inc                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      5337 | NS      | $61428.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                            | Applied Digital Corp                                            | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |      5649 | NS      | $134107.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc                             | Applied Industrial Technologies Inc                             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       220 | NS      | $58370.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                           | Applied Materials Inc                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4414 | NS      | $1508661.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                                     | Applied Optoelectronics Inc                                     | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      1570 | NS      | $132806.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                   | AppLovin Corp                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1357 | NS      | $540086.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                                  | AptarGroup Inc                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       364 | NS      | $45871.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc                                      | Aquestive Therapeutics Inc                                      | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2422 | NS      | $10051.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                         | Aramark                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1500 | NS      | $60810.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                          | Arbutus Biopharma Corp                                          | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |      3492 | NS      | $15714.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                          | Arbor Realty Trust Inc                                          | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |      4598 | NS      | $35450.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                                    | ArcBest Corp                                                    | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       542 | NS      | $53311.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                                     | Arcellx Inc                                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $104715.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                             | Archer Aviation Inc                                             | CUSIP: 03945R102<br>LEI: 529900UGYVU0KY2RLD83 | Long             | EC               | CORP              | US        |     14460 | NS      | $74758.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                       | Archer-Daniels-Midland Co                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      2742 | NS      | $199315.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                                    | Archrock Inc                                                    | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      4142 | NS      | $144141.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                      | Arcosa Inc                                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1163 | NS      | $123440.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                                     | Ardelyx Inc                                                     | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |      5655 | NS      | $33873.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                           | Arcus Biosciences Inc                                           | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1861 | NS      | $40197.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                                     | Arcutis Biotherapeutics Inc                                     | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2620 | NS      | $61727.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                              | Arcturus Therapeutics Holdings Inc                              | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       630 | NS      | $4863.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                                               | Ardent Health Inc                                               | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $4716.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                            | Ares Management Corp                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      1012 | NS      | $110409.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                                    | Arena Group Holdings Inc/The                                    | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $1108.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                       | Argan Inc                                                       | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       319 | NS      | $173743.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                                | Ares Commercial Real Estate Corp                                | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |      1256 | NS      | $6028.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                                                      | Arhaus Inc                                                      | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1216 | NS      | $8244.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                             | Arista Networks Inc                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      5816 | NS      | $714088.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                       | Halma PLC                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      2198 | NS      | $111750.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                          | Standard Chartered PLC                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     11184 | NS      | $232209.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arko Corp                                                       | Arko Corp                                                       | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1689 | NS      | $9390.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                           | Arlo Technologies Inc                                           | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      2344 | NS      | $33355.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AH Realty Trust Inc                                             | AH Realty Trust Inc                                             | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |      1901 | NS      | $10455.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                                     | ARMOUR Residential REIT Inc                                     | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |      2679 | NS      | $44685.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                                  | Armstrong World Industries Inc                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       200 | NS      | $32960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                          | Array Technologies Inc                                          | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      3557 | NS      | $25717.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArriVent Biopharma Inc                                          | ArriVent Biopharma Inc                                          | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       682 | NS      | $15733.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                           | Arrow Electronics Inc                                           | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       267 | NS      | $38290.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                            | Arrow Financial Corp                                            | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |       387 | NS      | $12991.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                   | Arrowhead Pharmaceuticals Inc                                   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      3184 | NS      | $199636.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                                     | Arteris Inc                                                     | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |       685 | NS      | $11261.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                           | Artisan Partners Asset Management Inc                           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      1489 | NS      | $54184.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                                     | Arvinas Inc                                                     | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1321 | NS      | $14002.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                       | Asana Inc                                                       | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |      1994 | NS      | $12761.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                     | Asbury Automotive Group Inc                                     | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       464 | NS      | $90670.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                                     | Ashland Inc                                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       300 | NS      | $16683.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                              | Aspen Aerogels Inc                                              | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1376 | NS      | $4705.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                             | Imperial Brands PLC                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      4382 | NS      | $177022.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                            | Associated Banc-Corp                                            | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      3981 | NS      | $102948.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                                    | Assurant Inc                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       226 | NS      | $49225.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                            | Astec Industries Inc                                            | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       539 | NS      | $29019.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                                                 | Astera Labs Inc                                                 | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |       700 | NS      | $76720.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                                  | Astronics Corp                                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       730 | NS      | $48712.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc                                              | Asure Software Inc                                              | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $5598.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ategrity Specialty Holdings LLC                                 | Ategrity Specialty Holdings LLC                                 | CUSIP: 04681Y103<br>LEI: 549300KMIVG4HUBDUF07 | Long             | EC               | CORP              | US        |       217 | NS      | $4290.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                        | Atea Pharmaceuticals Inc                                        | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1575 | NS      | $8473.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                      | Atkore Inc                                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       799 | NS      | $47069.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtkinsRealis Group Inc                                          | AtkinsRealis Group Inc                                          | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |       900 | NS      | $57719.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc                                     | Atlanta Braves Holdings Inc                                     | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $6978.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc                                     | Atlanta Braves Holdings Inc                                     | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1095 | NS      | $46756.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic International Corp                                     | Atlantic International Corp                                     | CUSIP: 048592109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $499.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                                  | Atlantic Union Bankshares Corp                                  | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3415 | NS      | $122052.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                        | Atlanticus Holdings Corp                                        | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $6086.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                  | Atlassian Corp                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       896 | NS      | $61152.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                               | Atmos Energy Corp                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       934 | NS      | $172528.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc                               | Atmus Filtration Technologies Inc                               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1957 | NS      | $111098.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                                    | AtriCure Inc                                                    | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      1141 | NS      | $32552.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                                     | Atomera Inc                                                     | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       928 | NS      | $3535.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics Inc                                         | Atrium Therapeutics Inc                                         | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $4545.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioEye Inc                                                    | AudioEye Inc                                                    | CUSIP: 050734201<br>LEI: 5299005WRMZCSB2PT464 | Long             | EC               | CORP              | US        |       175 | NS      | $1114.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                                            | Aura Biosciences Inc                                            | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1069 | NS      | $7151.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                                     | Aurinia Pharmaceuticals Inc                                     | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      2825 | NS      | $41866.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                                           | Aurora Innovation Inc                                           | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |      5800 | NS      | $23896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                    | Autodesk Inc                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1222 | NS      | $292546.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                   | Automatic Data Processing Inc                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2239 | NS      | $454920.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                                  | AutoNation Inc                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $35537.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                    | AutoZone Inc                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        92 | NS      | $310755.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                       | AvalonBay Communities Inc                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       795 | NS      | $129863.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                              | Avanos Medical Inc                                              | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      1064 | NS      | $14906.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                                     | Avantor Inc                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4003 | NS      | $31383.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                                 | Aveanna Healthcare Holdings Inc                                 | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1298 | NS      | $8359.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                                    | AvePoint Inc                                                    | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3475 | NS      | $33047.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                             | Avery Dennison Corp                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       442 | NS      | $76324.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                                              | Aviat Networks Inc                                              | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       278 | NS      | $6285.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidbank Holdings Inc                                           | Avidbank Holdings Inc                                           | CUSIP: 05368J103<br>LEI: 54930029UJ8M0B84EE44 | Long             | EC               | CORP              | US        |        83 | NS      | $2365.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                                     | Avient Corp                                                     | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      2196 | NS      | $79714.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                                           | Avis Budget Group Inc                                           | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       100 | NS      | $14585.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                     | Avista Corp                                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1942 | NS      | $77951.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                       | Avnet Inc                                                       | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       400 | NS      | $24648.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avita Medical Inc                                               | Avita Medical Inc                                               | CUSIP: 05380C102<br>LEI: 5299003E8ETEQDDQ3826 | Long             | EC               | CORP              | US        |       420 | NS      | $1554.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                               | HSBC Holdings PLC                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    100564 | NS      | $1645405.51   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc                                        | Axcelis Technologies Inc                                        | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       739 | NS      | $68786.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                                      | Axogen Inc                                                      | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1046 | NS      | $34653.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                             | Axon Enterprise Inc                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       418 | NS      | $177520.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                                         | Axsome Therapeutics Inc                                         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       984 | NS      | $166315.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                              | Axos Financial Inc                                              | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1302 | NS      | $110787.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                                   | B&G Foods Inc                                                   | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      1749 | NS      | $8412.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                                 | BCB Bancorp Inc                                                 | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |       416 | NS      | $3735.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc                                                         | BCE Inc                                                         | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       432 | NS      | $10865.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc                                         | Bicara Therapeutics Inc                                         | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       719 | NS      | $14300.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                                | BJ's Wholesale Club Holdings Inc                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       700 | NS      | $68894.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                              | BOK Financial Corp                                              | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |       100 | NS      | $12806.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                                             | BRT Apartments Corp                                             | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |       299 | NS      | $3988.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corp                                            | BK Technologies Corp                                            | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $5074.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baldwin Insurance Group Inc/The                                 | Baldwin Insurance Group Inc/The                                 | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2274 | NS      | $49891.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                                         | BRC Inc                                                         | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1980 | NS      | $1536.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                                       | Legal & General Group PLC                                       | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |     32973 | NS      | $107958.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BV Financial Inc                                                | BV Financial Inc                                                | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $3119.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corp                                                        | BKV Corp                                                        | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |       513 | NS      | $14630.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                                            | BWX Technologies Inc                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       500 | NS      | $102245.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc                                                   | Backblaze Inc                                                   | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1338 | NS      | $4616.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                                | Badger Meter Inc                                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       710 | NS      | $108168.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                 | Baker Hughes Co                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5493 | NS      | $335347.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Inc                                                       | Bakkt Inc                                                       | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $2811.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                    | Balchem Corp                                                    | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       787 | NS      | $133380.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                       | Ball Corp                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1592 | NS      | $94103.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                                    | Bally's Corp                                                    | CUSIP: 05875B304<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |       263 | NS      | $2535.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                                  | BancFirst Corp                                                  | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       496 | NS      | $53816.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                                 | Bancorp Inc/The                                                 | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |      1007 | NS      | $54106.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                                   | Bandwidth Inc                                                   | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       741 | NS      | $13204.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                          | Banc of California Inc                                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      3052 | NS      | $53654.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     36941 | NS      | $1800873.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                                 | Bank First Corp                                                 | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       245 | NS      | $33089.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                             | Bank of Hawaii Corp                                             | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       939 | NS      | $69720.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                           | Bank of Marin Bancorp                                           | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $8355.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                | Bank of Montreal                                                | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      4095 | NS      | $552885.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                | Bank of New York Mellon Corp/The                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      3886 | NS      | $460996.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                         | Bank of Nova Scotia/The                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      7250 | NS      | $501169.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                        | Bank OZK                                                        | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       500 | NS      | $22945.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                                  | BankUnited Inc                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1767 | NS      | $79797.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                                                      | Bank7 Corp                                                      | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $4147.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                     | Banner Corp                                                     | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       809 | NS      | $49090.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                                    | Bankwell Financial Group Inc                                    | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       160 | NS      | $7763.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                           | Bar Harbor Bankshares                                           | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $12103.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                    | Associated British Foods PLC                                    | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      2085 | NS      | $51999.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                     | Pearson PLC                                                     | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      3715 | NS      | $48796.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barnes & Noble Education Inc                                    | Barnes & Noble Education Inc                                    | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |       462 | NS      | $4079.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                                   | Barrett Business Services Inc                                   | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       575 | NS      | $16778.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                             | Barrick Mining Corp                                             | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      9878 | NS      | $402396.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Inc                                | Bassett Furniture Industries Inc                                | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       266 | NS      | $3763.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                           | Bath & Body Works Inc                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1298 | NS      | $24233.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                                  | Prudential PLC                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     14823 | NS      | $205322.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                        | Baxter International Inc                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      3217 | NS      | $54045.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                   | Rio Tinto PLC                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      6600 | NS      | $610038.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCom Corp                                                     | BayCom Corp                                                     | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       222 | NS      | $6598.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                           | Beam Therapeutics Inc                                           | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2274 | NS      | $54189.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                                            | Beazer Homes USA Inc                                            | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |       633 | NS      | $12178.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                           | Becton Dickinson & Co                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1635 | NS      | $257071.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                                    | Bel Fuse Inc                                                    | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |        38 | NS      | $6847.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                                    | Bel Fuse Inc                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       247 | NS      | $48901.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                                      | Belden Inc                                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       938 | NS      | $107710.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                             | BellRing Brands Inc                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       880 | NS      | $14159.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                         | SSE PLC                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      7035 | NS      | $242289.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                          | BP PLC                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     92072 | NS      | $717961.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Electronics Inc                                       | Benchmark Electronics Inc                                       | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       848 | NS      | $47538.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benitec Biopharma Inc                                           | Benitec Biopharma Inc                                           | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $4707.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                                             | Bentley Systems Inc                                             | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      1100 | NS      | $38632.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                                | W R Berkley Corp                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1246 | NS      | $82584.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                          | Berkshire Hathaway Inc                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     10379 | NS      | $4973616.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                                           | Beacon Financial Corp                                           | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1983 | NS      | $59490.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                                 | Best Buy Co Inc                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1218 | NS      | $78195.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Bionics Inc                                                | Beta Bionics Inc                                                | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       925 | NS      | $9268.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Technologies Inc                                           | Beta Technologies Inc                                           | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $11613.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                        | Lloyds Banking Group PLC                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    344003 | NS      | $424790.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Better Home & Finance Holding Co                                | Better Home & Finance Holding Co                                | CUSIP: 08774B508<br>LEI: 529900VAMR5CW7WS5H57 | Long             | EC               | CORP              | US        |       178 | NS      | $6340.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                                                 | Beyond Meat Inc                                                 | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     11049 | NS      | $7751.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                   | BGC Group Inc                                                   | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      8658 | NS      | $84675.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                                         | BigBear.ai Holdings Inc                                         | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |     10268 | NS      | $36143.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce.com Inc                                                | Commerce.com Inc                                                | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |      2046 | NS      | $5462.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                                            | Biglari Holdings Inc                                            | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |        20 | NS      | $6591.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                               | BILL Holdings Inc                                               | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       492 | NS      | $18843.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                                        | Bio-Rad Laboratories Inc                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        71 | NS      | $19791.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                                    | BioCryst Pharmaceuticals Inc                                    | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      5376 | NS      | $51179.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                     | BioMarin Pharmaceutical Inc                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1069 | NS      | $60387.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                           | BioLife Solutions Inc                                           | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       954 | NS      | $18202.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                      | Biogen Inc                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       792 | NS      | $145197.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp                                                      | Biote Corp                                                      | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1067 | NS      | $1440.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                                 | Bio-Techne Corp                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       762 | NS      | $39822.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                                   | Bioventus Inc                                                   | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1227 | NS      | $11202.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAge Labs Inc                                                 | BioAge Labs Inc                                                 | CUSIP: 09077V100<br>LEI: 529900NG0C40250Z7875 | Long             | EC               | CORP              | US        |       639 | NS      | $11176.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                            | BJ's Restaurants Inc                                            | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       466 | NS      | $16356.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                                | Black Hills Corp                                                | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1809 | NS      | $125562.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                              | Smith & Nephew PLC                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      4648 | NS      | $73370.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Rock Coffee Bar Inc                                       | Black Rock Coffee Bar Inc                                       | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $6098.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                                   | Blackbaud Inc                                                   | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       908 | NS      | $35057.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                                   | BlackLine Inc                                                   | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      1181 | NS      | $43697.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                   | Blackstone Mortgage Trust Inc                                   | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |      3793 | NS      | $72635.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                  | Blackstone Inc                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      4182 | NS      | $480888.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                                         | BlackSky Technology Inc                                         | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       719 | NS      | $18090.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strata Critical Medical Inc                                     | Strata Critical Medical Inc                                     | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1645 | NS      | $6876.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                   | Blackrock Inc                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       852 | NS      | $819376.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blaize Holdings Inc                                             | Blaize Holdings Inc                                             | CUSIP: 092915107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2526 | NS      | $4597.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                                  | Blend Labs Inc                                                  | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4688 | NS      | $7969.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                                   | H&R Block Inc                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       800 | NS      | $25392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                               | Bloom Energy Corp                                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      5196 | NS      | $704006.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                             | Bloomin' Brands Inc                                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1995 | NS      | $10773.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                                  | Blue Bird Corp                                                  | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       750 | NS      | $42592.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                            | Blue Foundry Bancorp                                            | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       427 | NS      | $5653.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                                            | Blue Owl Capital Inc                                            | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4220 | NS      | $38528.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc                                       | Blue Ridge Bankshares Inc                                       | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $6728.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                           | BlueLinx Holdings Inc                                           | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       182 | NS      | $9860.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                   | Boeing Co/The                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      4250 | NS      | $845877.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                                | Boise Cascade Co                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       900 | NS      | $68265.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                                                  | Bombardier Inc                                                  | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |       500 | NS      | $88144.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                            | Booking Holdings Inc                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       183 | NS      | $770488.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                 | AstraZeneca PLC                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      9081 | NS      | $1769123.01   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Boot Barn Holdings Inc                                          | Boot Barn Holdings Inc                                          | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       737 | NS      | $107867.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                | Booz Allen Hamilton Holding Corp                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       614 | NS      | $47910.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                  | BorgWarner Inc                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1286 | NS      | $69778.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                          | Boston Beer Co Inc/The                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        17 | NS      | $3916.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                               | Boston Omaha Corp                                               | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |       517 | NS      | $6038.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                                         | BXP Inc                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       900 | NS      | $46710.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                          | Boston Scientific Corp                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      8179 | NS      | $513232.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc                                  | Bowhead Specialty Holdings Inc                                  | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $9487.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd                                     | Bowman Consulting Group Ltd                                     | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       334 | NS      | $9498.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                         | Box Inc                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      3357 | NS      | $79359.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                                | Boyd Gaming Corp                                                | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       400 | NS      | $32872.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                                    | Braemar Hotels & Resorts Inc                                    | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |      1647 | NS      | $3886.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                         | Brandywine Realty Trust                                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |      4092 | NS      | $11089.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                                                       | Braze Inc                                                       | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |      2021 | NS      | $47715.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                            | Bridgebio Pharma Inc                                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      3770 | NS      | $279960.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                                      | Bridgewater Bancshares Inc                                      | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |       462 | NS      | $8177.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc                            | Bright Horizons Family Solutions Inc                            | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |       291 | NS      | $23899.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Minds Biosciences Inc                                    | Bright Minds Biosciences Inc                                    | CUSIP: 10919W405<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       166 | NS      | $12113.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                       | Brighthouse Financial Inc                                       | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       270 | NS      | $16167.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                         | BrightView Holdings Inc                                         | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      1677 | NS      | $19771.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                                    | Acadian Asset Management Inc                                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       633 | NS      | $34447.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                                         | BrightSpire Capital Inc                                         | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |      2984 | NS      | $16710.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc                                | BrightSpring Health Services Inc                                | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3090 | NS      | $131664.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                       | Brinker International Inc                                       | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1031 | NS      | $147195.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                                  | Brink's Co/The                                                  | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       990 | NS      | $102593.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                         | Bristol-Myers Squibb Co                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11469 | NS      | $695594.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                               | Bristow Group Inc                                               | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       669 | NS      | $31369.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                      | Brixmor Property Group Inc                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      1840 | NS      | $52992.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                              | Broadridge Financial Solutions Inc                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       647 | NS      | $105124.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                        | Broadstone Net Lease Inc                                        | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      4533 | NS      | $82817.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                    | Broadcom Inc                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     25955 | NS      | $8033332.05   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                                     | Brookdale Senior Living Inc                                     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      5553 | NS      | $75965.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                                 | Brookfield Corp                                                 | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     12061 | NS      | $487176.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                                  | Brookfield Infrastructure Corp                                  | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      2887 | NS      | $114094.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                       | Brookfield Renewable Corp                                       | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |       700 | NS      | $27881.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                       | Brookfield Renewable Corp                                       | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |       719 | NS      | $28563.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                                 | Brookfield Asset Management Ltd                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      2400 | NS      | $106680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                                 | Brookfield Asset Management Ltd                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      2365 | NS      | $104815.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                        | Brookfield Business Corp                                        | CUSIP: 113006100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       541 | NS      | $17117.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                      | Azenta Inc                                                      | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       954 | NS      | $20158.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                               | Brown & Brown Inc                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1590 | NS      | $103683.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                               | Brown-Forman Corp                                               | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       600 | NS      | $16074.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                               | Brown-Forman Corp                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       735 | NS      | $19433.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                                     | Bruker Corp                                                     | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       561 | NS      | $20263.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                               | Brunswick Corp/DE                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       300 | NS      | $21828.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                                  | Buckle Inc/The                                                  | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       747 | NS      | $37618.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                                       | Build-A-Bear Workshop Inc                                       | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |       291 | NS      | $10897.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                        | Builders FirstSource Inc                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       700 | NS      | $57631.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                                      | Bumble Inc                                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1895 | NS      | $6177.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp                         | Burke & Herbert Financial Services Corp                         | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       314 | NS      | $19559.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                           | Burlington Stores Inc                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       353 | NS      | $114859.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                                   | Business First Bancshares Inc                                   | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       659 | NS      | $17819.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                                           | Butterfly Network Inc                                           | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4526 | NS      | $18285.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                              | Byline Bancorp Inc                                              | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       732 | NS      | $23109.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc                                          | Byrna Technologies Inc                                          | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |       430 | NS      | $3947.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corp                                              | C&F Financial Corp                                              | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |        72 | NS      | $5251.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                                       | C3.ai Inc                                                       | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |      2955 | NS      | $24881.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                         | CAE Inc                                                         | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |      1943 | NS      | $50428.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CB Financial Services Inc                                       | CB Financial Services Inc                                       | CUSIP: 12479G101<br>LEI: 549300JEGYKCDOBSG664 | Long             | EC               | CORP              | US        |       109 | NS      | $3725.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                        | CBIZ Inc                                                        | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      1165 | NS      | $31280.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                                 | CBL & Associates Properties Inc                                 | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |       421 | NS      | $16179.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries Inc                                              | CCL Industries Inc                                              | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       847 | NS      | $52899.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                         | Cboe Global Markets Inc                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       558 | NS      | $156837.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                  | CBRE Group Inc                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1672 | NS      | $226489.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc                          | CCC Intelligent Solutions Holdings Inc                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3150 | NS      | $18900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                                         | CECO Environmental Corp                                         | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       697 | NS      | $41527.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                     | CDW Corp/DE                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       761 | NS      | $92096.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Bankshares Inc                                               | CF Bankshares Inc                                               | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |       132 | NS      | $3684.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                      | CF Industries Holdings Inc                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       882 | NS      | $114518.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                         | CGI Inc                                                         | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      1204 | NS      | $87740.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                       | CH Robinson Worldwide Inc                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       659 | NS      | $109440.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                                 | Cigna Group/The                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1520 | NS      | $405460.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                   | CME Group Inc                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2002 | NS      | $591290.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                 | CMS Energy Corp                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1600 | NS      | $124128.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                                           | CNB Financial Corp/PA                                           | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       678 | NS      | $19634.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                           | CRA International Inc                                           | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $24282.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                         | CNO Financial Group Inc                                         | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      2241 | NS      | $92015.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                                    | CS Disco Inc                                                    | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       613 | NS      | $2341.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                                   | CSG Systems International Inc                                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       660 | NS      | $52760.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Card Group Inc                                              | CPI Card Group Inc                                              | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |       119 | NS      | $1726.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSP Inc                                                         | CSP Inc                                                         | CUSIP: 126389105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       244 | NS      | $2110.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                             | CSW Industrials Inc                                             | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       380 | NS      | $99020.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                        | CSX Corp                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     10604 | NS      | $435294.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                        | CTS Corp                                                        | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       679 | NS      | $32429.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                              | CNX Resources Corp                                              | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      3274 | NS      | $126212.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                              | CVB Financial Corp                                              | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3111 | NS      | $60322.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                                  | CVR Energy Inc                                                  | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       718 | NS      | $24160.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVRx Inc                                                        | CVRx Inc                                                        | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       436 | NS      | $4124.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                 | CVS Health Corp                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      7039 | NS      | $505540.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                                   | Cable One Inc                                                   | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       122 | NS      | $11127.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                                      | Cabot Corp                                                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      1241 | NS      | $93459.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                              | Coterra Energy Inc                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      4127 | NS      | $145022.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                                          | CACI International Inc                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       105 | NS      | $57106.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                      | Cactus Inc                                                      | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1637 | NS      | $77544.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                      | Cadence Design Systems Inc                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1521 | NS      | $422640.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc                                                       | Cadiz Inc                                                       | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |      1327 | NS      | $6515.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                              | Cadre Holdings Inc                                              | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Long             | EC               | CORP              | US        |       670 | NS      | $20555.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                       | Caesars Entertainment Inc                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      1059 | NS      | $27989.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                             | Cal-Maine Foods Inc                                             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1033 | NS      | $81761.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                              | Calavo Growers Inc                                              | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $11373.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                     | Caleres Inc                                                     | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       894 | NS      | $9422.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                                       | California Resources Corp                                       | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1754 | NS      | $121411.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                  | California Water Service Group                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1425 | NS      | $64609.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                                       | Calix Inc                                                       | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      1438 | NS      | $70447.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                                                | Callaway Golf Co                                                | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      3128 | NS      | $43416.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Inc                                                     | Calumet Inc                                                     | CUSIP: 131428104<br>LEI: 529900E014J6I18H3V27 | Long             | EC               | CORP              | US        |      1637 | NS      | $58768.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                            | Camden National Corp                                            | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       388 | NS      | $18410.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                           | Camden Property Trust                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       638 | NS      | $62307.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                                     | Cameco Corp                                                     | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      2512 | NS      | $272305.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                                          | Campbell's Company/The                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1000 | NS      | $22270.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                                      | Camping World Holdings Inc                                      | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      1358 | NS      | $9275.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                              | Canadian Imperial Bank of Commerce                              | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      5383 | NS      | $508541.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                    | Canadian National Railway Co                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      3095 | NS      | $317539.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                  | Canadian Natural Resources Ltd                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     12226 | NS      | $594501.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                                | Canadian Pacific Kansas City Ltd                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5213 | NS      | $408919.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                          | Canadian Tire Corp Ltd                                          | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       278 | NS      | $37267.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd                                          | Canadian Utilities Ltd                                          | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |       689 | NS      | $24122.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics Inc                                         | Candel Therapeutics Inc                                         | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $5223.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                             | Cannae Holdings Inc                                             | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      1079 | NS      | $12268.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                                  | Cantaloupe Inc                                                  | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      1271 | NS      | $13739.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                                     | Capital City Bank Group Inc                                     | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       330 | NS      | $14341.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                             | Capital Bancorp Inc                                             | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       257 | NS      | $7643.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                      | Capital One Financial Corp                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3379 | NS      | $616430.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living Inc                                        | Sonida Senior Living Inc                                        | CUSIP: 140475203<br>LEI: 254900YX6LQ8K1N8PZ90 | Long             | EC               | CORP              | US        |       148 | NS      | $4773.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                                   | Capitol Federal Financial Inc                                   | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2865 | NS      | $20427.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc                                       | Capricor Therapeutics Inc                                       | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |      1035 | NS      | $31464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tvardi Therapeutics Inc                                         | Tvardi Therapeutics Inc                                         | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       117 | NS      | $372.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapsoVision Inc                                                 | CapsoVision Inc                                                 | CUSIP: 140935107<br>LEI: 529900I9VO18RX33ME31 | Long             | EC               | CORP              | US        |       662 | NS      | $4825.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology Inc                                            | Cardiff Oncology Inc                                            | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |      1445 | NS      | $2340.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                             | Cardinal Health Inc                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1335 | NS      | $282098.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Infrastructure Group Inc                               | Cardinal Infrastructure Group Inc                               | CUSIP: 14154A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $12055.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                                      | CareDx Inc                                                      | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      1216 | NS      | $21109.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                              | CareTrust REIT Inc                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      5343 | NS      | $195820.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                    | Cargurus Inc                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1877 | NS      | $63911.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                                | Carlisle Cos Inc                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       235 | NS      | $78400.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsmed Inc                                                    | Carlsmed Inc                                                    | CUSIP: 14280C105<br>LEI: 5299003NUOF1GRY8UX10 | Long             | EC               | CORP              | US        |       234 | NS      | $2117.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                                      | CarMax Inc                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $37422.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                                           | Carlyle Group Inc/The                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1651 | NS      | $79891.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                   | Carnival Corp                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      6649 | NS      | $172076.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                                           | Carriage Services Inc                                           | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $14885.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                       | Carpenter Technology Corp                                       | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       300 | NS      | $118245.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                             | Carrier Global Corp                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      4352 | NS      | $245061.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                                    | Cars.com Inc                                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      1245 | NS      | $10109.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                           | Carter Bankshares Inc                                           | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $11799.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                                    | Carter's Inc                                                    | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       837 | NS      | $29931.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc                                           | Sila Realty Trust Inc                                           | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               |  | US        |      1312 | NS      | $31068.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                      | Carvana Co                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       780 | NS      | $245216.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                                       | Casella Waste Systems Inc                                       | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      1507 | NS      | $119565.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                                      | Casey's General Stores Inc                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       219 | NS      | $159401.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                                    | Cass Information Systems Inc                                    | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       275 | NS      | $12105.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                          | Castle Biosciences Inc                                          | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |       658 | NS      | $16153.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                    | Catalyst Pharmaceuticals Inc                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      2758 | NS      | $68288.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                                                  | Cava Group Inc                                                  | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $48540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                 | Caterpillar Inc                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2606 | NS      | $1846246.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                          | Cathay General Bancorp                                          | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1537 | NS      | $76634.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                            | Cavco Industries Inc                                            | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $90077.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                                   | Celanese Corp                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       500 | NS      | $32885.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                                   | Celestica Inc                                                   | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       669 | NS      | $188118.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                                    | Celcuity Inc                                                    | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |       833 | NS      | $95078.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                        | Celldex Therapeutics Inc                                        | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      1552 | NS      | $49229.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                            | Celsius Holdings Inc                                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $35480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                    | Centene Corp                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3006 | NS      | $98416.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                              | Cenovus Energy Inc                                              | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |      8171 | NS      | $216168.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                          | CenterPoint Energy Inc                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      3797 | NS      | $163878.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                     | Centerspace                                                     | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |       394 | NS      | $22635.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                         | Central Garden & Pet Co                                         | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       217 | NS      | $7979.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                         | Central Garden & Pet Co                                         | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1195 | NS      | $38741.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                                  | Central Pacific Financial Corp                                  | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       611 | NS      | $19527.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc                                            | Centuri Holdings Inc                                            | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2094 | NS      | $61165.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                             | Century Aluminum Co                                             | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      1351 | NS      | $79290.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                             | Centrus Energy Corp                                             | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       402 | NS      | $69783.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                         | Century Communities Inc                                         | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       617 | NS      | $35403.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                     | Cerence Inc                                                     | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      1081 | NS      | $6821.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc                                                    | Ceribell Inc                                                    | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $11016.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                     | Certara Inc                                                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $2850.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology Inc                                                 | CG oncology Inc                                                 | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1405 | NS      | $95090.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                                      | Cerus Corp                                                      | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      4092 | NS      | $7447.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                        | CEVA Inc                                                        | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       648 | NS      | $12104.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge Bancorp Inc                                        | Chain Bridge Bancorp Inc                                        | CUSIP: 15746L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $1465.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc                    | Charles River Laboratories International Inc                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       318 | NS      | $54855.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                            | Chart Industries Inc                                            | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1075 | NS      | $222256.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                      | Charter Communications Inc                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       493 | NS      | $106428.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                           | Chatham Lodging Trust                                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1207 | NS      | $9499.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                      | Cheesecake Factory Inc/The                                      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1103 | NS      | $60389.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                        | Chefs' Warehouse Inc/The                                        | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       867 | NS      | $51543.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                                     | Chemed Corp                                                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        98 | NS      | $37018.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                                 | Chemours Co/The                                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      3585 | NS      | $78977.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corp                                          | Chemung Financial Corp                                          | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $6619.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                             | Cheniere Energy Inc                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1169 | NS      | $331715.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                              | Expand Energy Corp                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1288 | NS      | $141396.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                       | Chesapeake Utilities Corp                                       | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       558 | NS      | $70514.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                    | Chevron Corp                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10566 | NS      | $2186105.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                                       | Chewy Inc                                                       | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      1500 | NS      | $40500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc                        | Chicago Atlantic Real Estate Finance Inc                        | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               |  | US        |       464 | NS      | $5252.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                         | Chimera Investment Corp                                         | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |      1918 | NS      | $24070.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                      | Chipotle Mexican Grill Inc                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      7600 | NS      | $243276.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc                                 | Choice Hotels International Inc                                 | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       190 | NS      | $19665.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CHINOOK THERAPE                                          | CONTRA CHINOOK THERAPE                                          | CUSIP: 169CVR016<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |      2824 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ChoiceOne Financial Services Inc                                | ChoiceOne Financial Services Inc                                | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $9560.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc                                           | Niagen Bioscience Inc                                           | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |      1257 | NS      | $5543.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                          | Church & Dwight Co Inc                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1318 | NS      | $122995.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                             | Churchill Downs Inc                                             | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       390 | NS      | $35033.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                      | Ciena Corp                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       779 | NS      | $302431.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                       | Cincinnati Financial Corp                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       855 | NS      | $134534.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                           | Cinemark Holdings Inc                                           | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      2479 | NS      | $70701.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Digital Inc                                              | Cipher Digital Inc                                              | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |      7769 | NS      | $99987.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group Inc                                       | Circle Internet Group Inc                                       | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       600 | NS      | $57246.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                                | Cirrus Logic Inc                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       300 | NS      | $43386.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                               | Cisco Systems Inc                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     22466 | NS      | $1743136.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                     | Cintas Corp                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1942 | NS      | $328469.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                                        | Citizens & Northern Corp                                        | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $9137.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                   | Citigroup Inc                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      9790 | NS      | $1110283.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                                 | Citi Trends Inc                                                 | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       121 | NS      | $5241.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                    | Citizens Financial Group Inc                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2352 | NS      | $141049.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc                                 | Citizens Financial Services Inc                                 | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |        97 | NS      | $5931.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc/TX                                                 | Citizens Inc/TX                                                 | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |      1074 | NS      | $5402.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Community Bancorp Inc/WI                               | Citizens Community Bancorp Inc/WI                               | CUSIP: 174903104<br>LEI: 549300VKLJAF4WABEF16 | Long             | EC               | CORP              | US        |       220 | NS      | $4356.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                                 | City Holding Co                                                 | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $39800.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                                          | Civista Bancshares Inc                                          | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       426 | NS      | $9708.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                                       | Claros Mortgage Trust Inc                                       | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               |  | US        |      1963 | NS      | $4671.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                                     | Clarus Corp                                                     | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |       748 | NS      | $2034.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                               | Clean Harbors Inc                                               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       300 | NS      | $86019.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                         | Clean Energy Fuels Corp                                         | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |      4660 | NS      | $11556.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                                  | Cleanspark Inc                                                  | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |      6006 | NS      | $51111.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                                | Clear Secure Inc                                                | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2065 | NS      | $99966.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                                  | Clearfield Inc                                                  | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       307 | NS      | $8126.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc                                            | ClearPoint Neuro Inc                                            | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $6306.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc                               | Clearwater Analytics Holdings Inc                               | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6631 | NS      | $156823.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                           | Clearwater Paper Corp                                           | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       370 | NS      | $5320.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                             | Clearway Energy Inc                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       600 | NS      | $23574.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                            | Cleveland-Cliffs Inc                                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      3737 | NS      | $31577.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                                              | Clipper Realty Inc                                              | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               |  | US        |       311 | NS      | $939.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                                   | Clorox Co/The                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       747 | NS      | $77411.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                                  | Clover Health Investments Corp                                  | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      9493 | NS      | $16707.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                                  | Cloudflare Inc                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1775 | NS      | $366253.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                                       | Coastal Financial Corp/WA                                       | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       302 | NS      | $22982.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoastalSouth Bancshares Inc                                     | CoastalSouth Bancshares Inc                                     | CUSIP: 19058X207<br>LEI: 5493006BUH6IGMGU0H14 | Long             | EC               | CORP              | US        |       159 | NS      | $3909.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                      | Coca-Cola Consolidated Inc                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       280 | NS      | $53687.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                | Coca-Cola Co/The                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     21869 | NS      | $1663137.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                                     | Codexis Inc                                                     | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2989 | NS      | $4872.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                                | Coeur Mining Inc                                                | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     24200 | NS      | $454234.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                              | Cogent Communications Holdings Inc                              | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1143 | NS      | $21534.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                          | Cogent Biosciences Inc                                          | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3328 | NS      | $128094.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                     | Cognex Corp                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       939 | NS      | $46001.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                             | Cognizant Technology Solutions Corp                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2682 | NS      | $164540.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                              | Cohen & Steers Inc                                              | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       657 | NS      | $41095.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                   | Coherent Corp                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       953 | NS      | $227014.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Oncology Inc                                            | Coherus Oncology Inc                                            | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      2726 | NS      | $4606.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                        | Cohu Inc                                                        | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      1076 | NS      | $32947.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                             | Coinbase Global Inc                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      1240 | NS      | $216516.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                                     | Enovis Corp                                                     | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1347 | NS      | $30644.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                            | Colgate-Palmolive Co                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4565 | NS      | $389074.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                                    | Collegium Pharmaceutical Inc                                    | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       737 | NS      | $24372.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                                             | Colony Bankcorp Inc                                             | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $7428.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                                     | Columbia Banking System Inc                                     | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      1533 | NS      | $42050.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                          | Columbia Financial Inc                                          | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |       646 | NS      | $11311.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                          | Columbia Sportswear Co                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       200 | NS      | $10962.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                                       | Columbus McKinnon Corp/NY                                       | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       673 | NS      | $9778.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                         | Comfort Systems USA Inc                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       191 | NS      | $263387.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Chile                                           | Banco Santander Chile                                           | CUSIP: 000000000<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |    538485 | NS      | $44234.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                    | Comcast Corp                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     20243 | NS      | $581176.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                                      | Commerce Bancshares Inc/MO                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $27945.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bancgroup Inc                                        | Commercial Bancgroup Inc                                        | CUSIP: 20112C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $5177.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                            | Commercial Metals Co                                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2646 | NS      | $162543.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                                           | Vistance Networks Inc                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      5217 | NS      | $94949.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc                                  | Community Financial System Inc                                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1263 | NS      | $74074.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                                    | Community Health Systems Inc                                    | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $9996.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                                  | Community Healthcare Trust Inc                                  | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |       708 | NS      | $11250.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                                       | Community West Bancshares                                       | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $10461.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                                     | Community Trust Bancorp Inc                                     | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $22648.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                           | Commvault Systems Inc                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1051 | NS      | $81862.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Foods SAB de CV                                           | Sigma Foods SAB de CV                                           | CUSIP: 000000000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | EC               | CORP              | MX        |     28378 | NS      | $28155.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                   | Cia de Minas Buenaventura SAA                                   | CUSIP: 204448104<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | EC               | CORP              | PE        |      1600 | NS      | $57664.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                              | Compass Minerals International Inc                              | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       745 | NS      | $17395.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                                    | Compass Diversified Holdings                                    | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      1596 | NS      | $12544.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc                                        | Compass Therapeutics Inc                                        | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3020 | NS      | $15975.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI Inc                                                        | GPGI Inc                                                        | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4228 | NS      | $72298.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Inc                                                    | SunPower Inc                                                    | CUSIP: 20460L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2039 | NS      | $2589.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                                     | Compass Inc                                                     | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     15392 | NS      | $112515.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc                                                   | TruBridge Inc                                                   | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       300 | NS      | $4392.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                                         | CompX International Inc                                         | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $443.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                          | Comstock Resources Inc                                          | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      1750 | NS      | $36890.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                              | Conagra Brands Inc                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      2700 | NS      | $42444.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc                             | Concentra Group Holdings Parent Inc                             | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2783 | NS      | $59695.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                                   | Concrete Pumping Holdings Inc                                   | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       518 | NS      | $3698.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                                    | Conduent Inc                                                    | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      3346 | NS      | $4282.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Credito e Inversiones SA                               | Banco de Credito e Inversiones SA                               | CUSIP: 000000000<br>LEI: 549300E9E5Y3PKW24142 | Long             | EC               | CORP              | CL        |       855 | NS      | $54942.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                                     | CONMED Corp                                                     | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       733 | NS      | $25918.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                          | ConnectOne Bancorp Inc                                          | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      1120 | NS      | $29982.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                  | ConocoPhillips                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6977 | NS      | $920964.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                                   | Consensus Cloud Solutions Inc                                   | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $10231.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                         | Consolidated Edison Inc                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2019 | NS      | $228510.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Chile                                                  | Banco de Chile                                                  | CUSIP: 000000000<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |    422330 | NS      | $76043.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                        | Constellation Brands Inc                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       798 | NS      | $119700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                       | Constellation Energy Corp                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1737 | NS      | $485057.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                               | Constellation Software Inc/Canada                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       117 | NS      | $204731.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                      | CONSTELLATION SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |       238 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Construction Partners Inc                                       | Construction Partners Inc                                       | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      1125 | NS      | $125010.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc                                 | Consumer Portfolio Services Inc                                 | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       167 | NS      | $1290.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango Silver & Gold Inc                                      | Contango Silver & Gold Inc                                      | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |       500 | NS      | $9375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                              | Cooper Cos Inc/The                                              | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1020 | NS      | $72930.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                                    | Cooper-Standard Holdings Inc                                    | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |       402 | NS      | $11203.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                      | Copart Inc                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4766 | NS      | $158231.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                        | Corcept Therapeutics Inc                                        | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       600 | NS      | $24186.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                                           | Core Laboratories Inc                                           | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |      1086 | NS      | $18233.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                                   | Core Molding Technologies Inc                                   | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |       238 | NS      | $5331.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                                   | CoreCivic Inc                                                   | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      2506 | NS      | $47388.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                        | Corebridge Financial Inc                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      1901 | NS      | $45357.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                                             | Core Scientific Inc                                             | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |      6947 | NS      | $103927.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                                 | Core & Main Inc                                                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1170 | NS      | $57798.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                                      | Core Natural Resources Inc                                      | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1219 | NS      | $127665.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc                                                    | CorMedix Inc                                                    | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |      1764 | NS      | $11977.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Paranaense de Energia - Copel                               | Cia Paranaense de Energia - Copel                               | CUSIP: 000000000<br>LEI: 2549001AS1I9A71VG663 | Long             | EC               | CORP              | BR        |     11700 | NS      | $34571.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                     | Corning Inc                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4387 | NS      | $596500.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC SA                                                | Empresas CMPC SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     13235 | NS      | $17860.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas Copec SA                                               | Empresas Copec SA                                               | CUSIP: 000000000<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |      3013 | NS      | $20694.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                         | Vale SA                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     30640 | NS      | $483954.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                                | QuidelOrtho Corp                                                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1599 | NS      | $26271.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                      | Corpay Inc                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       380 | NS      | $110576.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                         | COPT Defense Properties                                         | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      2723 | NS      | $83323.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                              | Corsair Gaming Inc                                              | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1109 | NS      | $6154.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                     | Corteva Inc                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3782 | NS      | $316591.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interconexion Electrica SA ESP                                  | Interconexion Electrica SA ESP                                  | CUSIP: 000000000<br>LEI: 5493007GMWK7ZHVQ5362 | Long             | EC               | CORP              | CO        |      4716 | NS      | $36093.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                     | CorVel Corp                                                     | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       688 | NS      | $37599.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc                                      | Corvus Pharmaceuticals Inc                                      | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      1334 | NS      | $19516.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                           | Costco Wholesale Corp                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2489 | NS      | $2480114.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                                | CoStar Group Inc                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      2408 | NS      | $97138.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                        | Coty Inc                                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      2800 | NS      | $5628.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                                    | Coursera Inc                                                    | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      3321 | NS      | $19328.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                                     | Coupang Inc                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      7440 | NS      | $140467.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                          | Cousins Properties Inc                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |       900 | NS      | $20313.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                                    | Covenant Logistics Group Inc                                    | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       403 | NS      | $10941.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                            | Cracker Barrel Old Country Store Inc                            | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       512 | NS      | $14392.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                            | Fomento Economico Mexicano SAB de CV                            | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     14000 | NS      | $153560.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                                        | Crane Co                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       300 | NS      | $51300.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                                    | Crane NXT Co                                                    | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       300 | NS      | $12177.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                                   | Crawford & Co                                                   | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |       462 | NS      | $4606.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                                          | Credit Acceptance Corp                                          | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $16514.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crexendo Inc                                                    | Crexendo Inc                                                    | CUSIP: 226552107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $3134.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                                      | Cricut Inc                                                      | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      1128 | NS      | $4218.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                                   | Crinetics Pharmaceuticals Inc                                   | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      2336 | NS      | $84843.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                       | Crocs Inc                                                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       300 | NS      | $24906.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                                    | Cross Country Healthcare Inc                                    | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       680 | NS      | $6392.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                        | Crowdstrike Holdings Inc                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1398 | NS      | $545793.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                | Crown Castle Inc                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      2485 | NS      | $202055.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                              | Crown Holdings Inc                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       627 | NS      | $62856.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                                    | Artivion Inc                                                    | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       995 | NS      | $36436.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                                    | CryoPort Inc                                                    | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      1161 | NS      | $9613.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                                           | CTO Realty Growth Inc                                           | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |       745 | NS      | $13775.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                       | CubeSmart                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |      1460 | NS      | $53509.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                        | Cullen/Frost Bankers Inc                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       300 | NS      | $41124.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc                                       | Cullinan Therapeutics Inc                                       | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1253 | NS      | $17805.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                     | Cummins Inc                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       770 | NS      | $414275.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                                        | Curbline Properties Corp                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |      2319 | NS      | $59807.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                                             | CuriosityStream Inc                                             | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |       986 | NS      | $2918.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                             | Curtiss-Wright Corp                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       195 | NS      | $132818.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                           | Customers Bancorp Inc                                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       760 | NS      | $52751.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                                     | Custom Truck One Source Inc                                     | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |      1346 | NS      | $8843.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                | Cytokinetics Inc                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2801 | NS      | $184613.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                              | Banco do Brasil SA                                              | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     13300 | NS      | $58579.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                           | Cytek Biosciences Inc                                           | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      2793 | NS      | $12205.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                                  | DMC Global Inc                                                  | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       707 | NS      | $3683.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                                   | DR Horton Inc                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1440 | NS      | $197596.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                   | DTE Energy Co                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1174 | NS      | $171662.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                          | DXP Enterprises Inc/TX                                          | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $43036.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                                | DT Midstream Inc                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $72721.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                                              | Daily Journal Corp                                              | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |        29 | NS      | $13987.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                                  | Daktronics Inc                                                  | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |       888 | NS      | $17360.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                        | Dana Inc                                                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2689 | NS      | $90484.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                    | Danaher Corp                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3482 | NS      | $660187.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                          | Darden Restaurants Inc                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       690 | NS      | $135267.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                         | Darling Ingredients Inc                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       800 | NS      | $49480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                     | Datadog Inc                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1786 | NS      | $210837.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                               | Dave & Buster's Entertainment Inc                               | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       742 | NS      | $8035.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                                        | Dave Inc                                                        | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Long             | EC               | CORP              | US        |       246 | NS      | $42826.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                                      | DaVita Inc                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       187 | NS      | $28740.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Bimbo SAB de CV                                           | Grupo Bimbo SAB de CV                                           | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |     12881 | NS      | $42909.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma SAB de CV                                                 | Gruma SAB de CV                                                 | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |       475 | NS      | $8652.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV              | Promotora y Operadora de Infraestructura SAB de CV              | CUSIP: 000000000<br>LEI: 52990035X6RK8DBUWA73 | Long             | EC               | CORP              | MX        |      1620 | NS      | $26022.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Carso SAB de CV                                           | Grupo Carso SAB de CV                                           | CUSIP: 000000000<br>LEI: 5493007R35VF4W6YVW92 | Long             | EC               | CORP              | MX        |      4960 | NS      | $37009.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                                  | Day One Biopharmaceuticals Inc                                  | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1833 | NS      | $39299.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                                 | Cemex SAB de CV                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    133800 | NS      | $152403.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                              | Grupo Financiero Banorte SAB de CV                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     22400 | NS      | $246801.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                            | Deckers Outdoor Corp                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       830 | NS      | $83074.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                      | Deere & Co                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1355 | NS      | $763271.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp                                      | Definitive Healthcare Corp                                      | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1406 | NS      | $1729.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Definium Therapeutics Inc                                       | Definium Therapeutics Inc                                       | CUSIP: 24477V105<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |      2225 | NS      | $42052.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles SAB de CV                                    | Industrias Penoles SAB de CV                                    | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |      1800 | NS      | $79477.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa SA                                                       | Itausa SA                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     48179 | NS      | $128982.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc                                             | Delcath Systems Inc                                             | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |       741 | NS      | $6876.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                           | Delek US Holdings Inc                                           | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      1422 | NS      | $64089.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                           | Dell Technologies Inc                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1780 | NS      | $292151.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                             | Delta Air Lines Inc                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      3548 | NS      | $235871.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                                     | Deluxe Corp                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1040 | NS      | $28641.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                         | Denali Therapeutics Inc                                         | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      3383 | NS      | $64953.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                             | DENTSPLY SIRONA Inc                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1667 | NS      | $19337.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                              | Kimberly-Clark de Mexico SAB de CV                              | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | EC               | CORP              | MX        |     14700 | NS      | $34571.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                                 | Descartes Systems Group Inc/The                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       491 | NS      | $35056.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                             | Designer Brands Inc                                             | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |       787 | NS      | $4478.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                                         | Design Therapeutics Inc                                         | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $5362.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                               | Devon Energy Corp                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      3329 | NS      | $167515.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Latam Airlines Group SA                                         | Latam Airlines Group SA                                         | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |   2068675 | NS      | $50638.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                      | Dexcom Inc                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2180 | NS      | $136904.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaMedica Therapeutics Inc                                      | DiaMedica Therapeutics Inc                                      | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       885 | NS      | $5991.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                               | Diamond Hill Investment Group Inc                               | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        60 | NS      | $10326.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                      | DiamondRock Hospitality Co                                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |      4894 | NS      | $45856.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                          | Diamondback Energy Inc                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1121 | NS      | $221722.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc                                       | Dianthus Therapeutics Inc                                       | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |       852 | NS      | $71499.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                       | Dick's Sporting Goods Inc                                       | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       387 | NS      | $76738.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                             | Diebold Nixdorf Inc                                             | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       586 | NS      | $44207.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                          | Digi International Inc                                          | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       863 | NS      | $41596.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                                   | Digimarc Corp                                                   | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |       455 | NS      | $2234.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                        | Digital Realty Trust Inc                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      1951 | NS      | $351589.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trump Media & Technology Group Corp                             | Trump Media & Technology Group Corp                             | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Long             | EC               | CORP              | US        |       500 | NS      | $4640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                             | Digital Turbine Inc                                             | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      2896 | NS      | $8340.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                         | DigitalBridge Group Inc                                         | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      4221 | NS      | $65087.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                       | DigitalOcean Holdings Inc                                       | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      1810 | NS      | $155261.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                                   | Dime Community Bancshares Inc                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       938 | NS      | $31723.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                          | Dine Brands Global Inc                                          | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       335 | NS      | $8790.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                      | Diodes Inc                                                      | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1094 | NS      | $74676.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc                                               | Disc Medicine Inc                                               | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       653 | NS      | $41752.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                              | Walt Disney Co/The                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     10001 | NS      | $963896.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Co                                           | Diversified Energy Co                                           | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |      1447 | NS      | $25235.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                    | Diversified Healthcare Trust                                    | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |      5188 | NS      | $34448.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                                       | DocGo Inc                                                       | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3969 | NS      | $2496.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                                    | Docusign Inc                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1289 | NS      | $61111.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                          | Dolby Laboratories Inc                                          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       437 | NS      | $26246.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                             | Dollar General Corp                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1237 | NS      | $146869.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                 | Dollar Tree Inc                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1126 | NS      | $123308.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                                   | Dollarama Inc                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      1565 | NS      | $191460.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                             | Dominion Energy Inc                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      4712 | NS      | $291295.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                              | Domino's Pizza Inc                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       163 | NS      | $58482.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                        | Domo Inc                                                        | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       853 | NS      | $2610.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                                | Donaldson Co Inc                                                | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       700 | NS      | $59409.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                               | Donegal Group Inc                                               | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       399 | NS      | $6854.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                               | Donnelley Financial Solutions Inc                               | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       602 | NS      | $28378.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                    | DoorDash Inc                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2060 | NS      | $309309.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                             | Dorman Products Inc                                             | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       658 | NS      | $68668.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                              | Douglas Emmett Inc                                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |      3833 | NS      | $36106.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                                            | Douglas Dynamics Inc                                            | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       530 | NS      | $22307.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                             | Douglas Elliman Inc                                             | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      2261 | NS      | $3708.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                      | Dover Corp                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       764 | NS      | $159255.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                         | Dow Inc                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      3836 | NS      | $159769.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                                  | DraftKings Inc                                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      3000 | NS      | $64860.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                         | Dream Finders Homes Inc                                         | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $9757.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                                     | Dropbox Inc                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       750 | NS      | $17040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                                      | Driven Brands Holdings Inc                                      | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1372 | NS      | $17300.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                       | Grupo Aeroportuario del Sureste SAB de CV                       | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      1065 | NS      | $35655.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                                    | Ducommun Inc                                                    | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       327 | NS      | $39894.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                          | Grupo Mexico SAB de CV                                          | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     27642 | NS      | $294047.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                | Duke Energy Corp                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4479 | NS      | $586480.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                                       | Gerdau SA                                                       | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     13496 | NS      | $49105.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                                    | Duolingo Inc                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       232 | NS      | $22868.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                           | DuPont de Nemours Inc                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      2456 | NS      | $112484.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                    | Doximity Inc                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $20970.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                                  | Dutch Bros Inc                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $30396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                                              | D-Wave Quantum Inc                                              | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      8689 | NS      | $125382.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                            | Dycom Industries Inc                                            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       694 | NS      | $235141.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                   | Dynatrace Inc                                                   | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |      1570 | NS      | $58058.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                               | Dynex Capital Inc                                               | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |      4747 | NS      | $60571.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                           | Dyne Therapeutics Inc                                           | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3166 | NS      | $57399.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                              | Petroleo Brasileiro SA - Petrobras                              | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     33600 | NS      | $346877.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECB Bancorp Inc/MD                                              | ECB Bancorp Inc/MD                                              | CUSIP: 26828M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       254 | NS      | $4249.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                              | Petroleo Brasileiro SA - Petrobras                              | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     38100 | NS      | $355102.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                                  | elf Beauty Inc                                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       300 | NS      | $18183.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                                      | El Pollo Loco Holdings Inc                                      | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       666 | NS      | $9230.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                               | EOG Resources Inc                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3071 | NS      | $443974.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                        | EQT Corp                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      3372 | NS      | $214594.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                  | EPR Properties                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |       600 | NS      | $29976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                               | Eagle Bancorp Inc                                               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       650 | NS      | $16165.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc                                              | EVI Industries Inc                                              | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |       126 | NS      | $2593.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana Inc                                       | Eagle Bancorp Montana Inc                                       | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |       176 | NS      | $3622.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Financial Services Inc                                    | Eagle Financial Services Inc                                    | CUSIP: 26951R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $5142.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                                             | Eagle Materials Inc                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       200 | NS      | $37890.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                           | Sociedad Quimica y Minera de Chile SA                           | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |      1313 | NS      | $105396.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                           | East West Bancorp Inc                                           | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |       793 | NS      | $84660.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                              | Easterly Government Properties Inc                              | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       991 | NS      | $21237.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                          | Eastern Bankshares Inc                                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      5171 | NS      | $101144.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co/The                                                  | Eastern Co/The                                                  | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |       123 | NS      | $2489.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Falabella SA                                                    | Falabella SA                                                    | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |      5431 | NS      | $32980.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                        | EastGroup Properties Inc                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       300 | NS      | $55527.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                             | Eastman Chemical Co                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       777 | NS      | $59300.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                                | Eastman Kodak Co                                                | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      1390 | NS      | $12579.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                        | eBay Inc                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2628 | NS      | $239200.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                                   | EchoStar Corp                                                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      3223 | NS      | $377316.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                      | Ecolab Inc                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1380 | NS      | $367107.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                                     | Ecovyst Inc                                                     | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2686 | NS      | $34541.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                       | Edgewell Personal Care Co                                       | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1050 | NS      | $22407.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                                       | Edgewise Therapeutics Inc                                       | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1599 | NS      | $50368.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                            | Edison International                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2111 | NS      | $154482.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                             | Editas Medicine Inc                                             | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      2530 | NS      | $6249.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                       | Edwards Lifesciences Corp                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3151 | NS      | $252332.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Inbursa SAB de CV                              | Grupo Financiero Inbursa SAB de CV                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     11800 | NS      | $29530.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                                      | eGain Corp                                                      | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |       496 | NS      | $3913.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental SAB de CV                                      | Arca Continental SAB de CV                                      | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |      4500 | NS      | $51561.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                                     | eHealth Inc                                                     | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       939 | NS      | $1211.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                         | 8x8 Inc                                                         | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      3261 | NS      | $5413.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                        | Elanco Animal Health Inc                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      2682 | NS      | $64180.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                                                  | Electromed Inc                                                  | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $3769.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                             | Electronic Arts Inc                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1451 | NS      | $295815.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eledon Pharmaceuticals Inc                                      | Eledon Pharmaceuticals Inc                                      | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Long             | EC               | CORP              | US        |      1831 | NS      | $5639.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                                   | Element Fleet Management Corp                                   | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      2547 | NS      | $55062.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                           | Element Solutions Inc                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      1100 | NS      | $37554.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                         | Ellington Financial Inc                                         | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |      2896 | NS      | $34317.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                                    | Embecta Corp                                                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      1333 | NS      | $11783.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                                 | EMCOR Group Inc                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       244 | NS      | $180147.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                       | Emera Inc                                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      1705 | NS      | $88099.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                       | Emergent BioSolutions Inc                                       | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      1170 | NS      | $9711.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                             | Emerson Electric Co                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3199 | NS      | $419132.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding Inc                                             | Emerald Holding Inc                                             | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $2462.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                                   | Empire Co Ltd                                                   | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       669 | NS      | $23887.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corp                                           | Empire Petroleum Corp                                           | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |       264 | NS      | $781.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                                   | Empire State Realty Trust Inc                                   | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |      3244 | NS      | $16868.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                          | Employers Holdings Inc                                          | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $21433.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                              | Enact Holdings Inc                                              | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       662 | NS      | $27016.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                    | Enbridge Inc                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     12731 | NS      | $687932.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                      | Enanta Pharmaceuticals Inc                                      | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       648 | NS      | $8184.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                        | Encore Capital Group Inc                                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       532 | NS      | $37303.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Energy Corp                                              | Encore Energy Corp                                              | CUSIP: 29259W700<br>LEI: 5299007FNX2NVNJM3O59 | Long             | EC               | CORP              | CA        |      4374 | NS      | $7873.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                                           | Encompass Health Corp                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       600 | NS      | $58038.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                         | Energy Fuels Inc/Canada                                         | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      5467 | NS      | $99772.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                             | Energy Recovery Inc                                             | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      1179 | NS      | $11872.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Services of America Corp                                 | Energy Services of America Corp                                 | CUSIP: 29271Q103<br>LEI: 984500A00BECD43F7B49 | Long             | EC               | CORP              | US        |       281 | NS      | $3689.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                          | Energizer Holdings Inc                                          | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1472 | NS      | $24170.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                         | EnerSys                                                         | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       874 | NS      | $151831.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                         | Enerpac Tool Group Corp                                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1261 | NS      | $45988.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                                     | Enhabit Inc                                                     | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      1177 | NS      | $16583.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc                                        | Enliven Therapeutics Inc                                        | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $36181.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                                       | Ennis Inc                                                       | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       573 | NS      | $12273.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                              | Enphase Energy Inc                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       746 | NS      | $28206.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                                       | Enpro Inc                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       506 | NS      | $126828.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                         | Enova International Inc                                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       566 | NS      | $76879.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                            | Ensign Group Inc/The                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      1335 | NS      | $269002.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                                     | Enovix Corp                                                     | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |      3920 | NS      | $20305.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                                    | Entegris Inc                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       882 | NS      | $103405.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                                    | Entergy Corp                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2548 | NS      | $286293.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                              | Enterprise Financial Services Corp                              | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       871 | NS      | $47129.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                                 | Entravision Communications Corp                                 | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      1509 | NS      | $4481.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                                        | Entrada Therapeutics Inc                                        | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       676 | NS      | $8531.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envela Corp                                                     | Envela Corp                                                     | CUSIP: 29402E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $2165.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                                | EPAM Systems Inc                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       298 | NS      | $40349.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                                      | Eos Energy Enterprises Inc                                      | CUSIP: 29415C101<br>LEI: 529900UCCJMLRGDXVT41 | Long             | EC               | CORP              | US        |      7329 | NS      | $36351.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                                           | Envista Holdings Corp                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      1100 | NS      | $27907.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                       | ePlus Inc                                                       | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       626 | NS      | $47106.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                                     | Vestis Corp                                                     | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |      2176 | NS      | $17103.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd                                              | Epsilon Energy Ltd                                              | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       609 | NS      | $3751.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                     | Equifax Inc                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       711 | NS      | $128029.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                     | Equinix Inc                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       531 | NS      | $520507.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                          | Equitable Holdings Inc                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      1800 | NS      | $66798.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG SA                                                          | WEG SA                                                          | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     14646 | NS      | $143067.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                           | Equity Bancshares Inc                                           | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       355 | NS      | $15765.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                                 | Equity LifeStyle Properties Inc                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      1182 | NS      | $73780.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                              | Equity Residential                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      2192 | NS      | $129656.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                                      | Erasca Inc                                                      | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4506 | NS      | $72907.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Inc                                                    | Escalade Inc                                                    | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       242 | NS      | $4155.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                       | Esab Corp                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       333 | NS      | $32187.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                           | ESCO Technologies Inc                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       618 | NS      | $173886.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                                       | Esperion Therapeutics Inc                                       | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      5372 | NS      | $14719.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                                  | Esquire Financial Holdings Inc                                  | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       167 | NS      | $17952.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                           | Essential Properties Realty Trust Inc                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |      4722 | NS      | $143359.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                         | Essential Utilities Inc                                         | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      1400 | NS      | $56378.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                        | Essex Property Trust Inc                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       314 | NS      | $75988.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                       | Ethan Allen Interiors Inc                                       | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       552 | NS      | $12287.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc                                        | Eton Pharmaceuticals Inc                                        | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $15030.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                        | Etsy Inc                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       591 | NS      | $29538.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                                           | Euronet Worldwide Inc                                           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       200 | NS      | $13274.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                         | European Wax Center Inc                                         | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $4011.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc                                                 | Eve Holding Inc                                                 | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2763 | NS      | $6852.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                                    | Evercore Inc                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       226 | NS      | $67463.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                                | EverCommerce Inc                                                | CUSIP: 29977X105<br>LEI: 9845005E54E3C158EA55 | Long             | EC               | CORP              | US        |       423 | NS      | $4834.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                      | Evergy Inc                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1187 | NS      | $97239.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                                     | EVERTEC Inc                                                     | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1525 | NS      | $43035.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                               | Eversource Energy                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2184 | NS      | $151307.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                                   | EverQuote Inc                                                   | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       681 | NS      | $10501.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc                                   | Everus Construction Group Inc                                   | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |       275 | NS      | $32466.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                                        | Evolution Petroleum Corp                                        | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |       710 | NS      | $3251.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc                                 | Evolv Technologies Holdings Inc                                 | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3543 | NS      | $21435.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                              | Evolent Health Inc                                              | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      2650 | NS      | $6042.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                                      | Evolus Inc                                                      | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      1592 | NS      | $6543.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                                        | EVgo Inc                                                        | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Long             | EC               | CORP              | US        |      3502 | NS      | $6023.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evommune Inc                                                    | Evommune Inc                                                    | CUSIP: 30054Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $5701.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                           | Excelerate Energy Inc                                           | CUSIP: 30069T101<br>LEI: 254900J6DPU4HB368I65 | Long             | EC               | CORP              | US        |       553 | NS      | $18481.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                     | Exelon Corp                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      5512 | NS      | $270198.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                                    | Exelixis Inc                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1660 | NS      | $71197.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                                        | F&G Annuities & Life Inc                                        | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $21825.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                         | ExlService Holdings Inc                                         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1000 | NS      | $30450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                               | Expedia Group Inc                                               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       678 | NS      | $156543.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                          | eXp World Holdings Inc                                          | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      2014 | NS      | $12063.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                      | Expeditors International of Washington Inc                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       791 | NS      | $113294.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                                    | Exponent Inc                                                    | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1187 | NS      | $77451.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expensify Inc                                                   | Expensify Inc                                                   | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1886 | NS      | $1640.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                         | Extra Space Storage Inc                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1244 | NS      | $163125.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                            | Extreme Networks Inc                                            | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      3129 | NS      | $47185.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                | Exxon Mobil Corp                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     23782 | NS      | $4034854.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc                                                    | EyePoint Inc                                                    | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      1774 | NS      | $22866.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                                    | Flywire Corp                                                    | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      2770 | NS      | $32242.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                                     | FNB Corp/PA                                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      2900 | NS      | $48488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                               | FB Financial Corp                                               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       985 | NS      | $51160.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                        | Figs Inc                                                        | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2088 | NS      | $30839.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                                                  | FS Bancorp Inc                                                  | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $5286.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                                                | FRP Holdings Inc                                                | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $6060.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                              | FTI Consulting Inc                                              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       200 | NS      | $35354.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                              | Meta Platforms Inc                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     12283 | NS      | $7027472.79   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                                    | FactSet Research Systems Inc                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       236 | NS      | $51209.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                                 | Fair Isaac Corp                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       120 | NS      | $128104.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                  | Fairfax Financial Holdings Ltd                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       120 | NS      | $203818.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon's Beyond Global Inc                                      | Falcon's Beyond Global Inc                                      | CUSIP: 306121104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $5922.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc                         | Faraday Future Intelligent Electric Inc                         | CUSIP: 307359885<br>LEI: 529900523LWWEU2Z9V55 | Long             | EC               | CORP              | US        |      2847 | NS      | $782.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH                     | Farmers & Merchants Bancorp Inc/Archbold OH                     | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $7110.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                    | BT Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |     34572 | NS      | $96531.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Farmers National Banc Corp                                      | Farmers National Banc Corp                                      | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1281 | NS      | $16857.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                           | Farmland Partners Inc                                           | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |       880 | NS      | $9882.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                                      | Fastly Inc                                                      | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      3326 | NS      | $96653.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                           | Fate Therapeutics Inc                                           | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      2800 | NS      | $3360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                                     | Fastenal Co                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      6534 | NS      | $303177.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                                       | Marks & Spencer Group PLC                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     13239 | NS      | $59430.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corp                              | Federal Agricultural Mortgage Corp                              | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       220 | NS      | $32637.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                    | Barclays PLC                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     80853 | NS      | $421576.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                 | Federal Realty Investment Trust                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |       400 | NS      | $42484.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                             | Federal Signal Corp                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1428 | NS      | $154423.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc                                                  | FB Bancorp Inc                                                  | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $5234.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                      | FedEx Corp                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1262 | NS      | $449499.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fennec Pharmaceuticals Inc                                      | Fennec Pharmaceuticals Inc                                      | CUSIP: 31447P100<br>LEI: 5299003IE70ITO2CBM73 | Long             | EC               | CORP              | CA        |       700 | NS      | $4305.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                        | Ferguson Enterprises Inc                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1090 | NS      | $254253.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                          | F5 Inc                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       320 | NS      | $92585.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity D&D Bancorp Inc                                        | Fidelity D&D Bancorp Inc                                        | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $5972.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                      | Fidelity National Information Services Inc                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3048 | NS      | $142981.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                                 | Fidelity National Financial Inc                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1300 | NS      | $60294.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                              | Intertek Group PLC                                              | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |       996 | NS      | $48284.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                             | Fifth Third Bancorp                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      5092 | NS      | $236574.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                                      | Finance Of America Cos Inc                                      | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $2490.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                                      | Financial Institutions Inc                                      | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       455 | NS      | $14428.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finward Bancorp                                                 | Finward Bancorp                                                 | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $2976.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finwise Bancorp                                                 | Finwise Bancorp                                                 | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $4662.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefly Aerospace Inc                                           | Firefly Aerospace Inc                                           | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |       555 | NS      | $15800.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                            | First Advantage Corp                                            | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      1848 | NS      | $21732.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                                   | First American Financial Corp                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       500 | NS      | $30145.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                                           | First Bancorp Inc/The                                           | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $7175.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                       | First BanCorp/Puerto Rico                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      3720 | NS      | $79459.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                                 | First Bancorp/Southern Pines NC                                 | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $54096.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                                          | First Bank/Hamilton NJ                                          | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |       475 | NS      | $7600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                                | First Busey Corp                                                | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      2007 | NS      | $50716.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                           | First Business Financial Services Inc                           | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       205 | NS      | $11055.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital Inc                                               | First Capital Inc                                               | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $5161.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                                | First Citizens BancShares Inc/NC                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        53 | NS      | $99886.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                               | First Commonwealth Financial Corp                               | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      2473 | NS      | $43475.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corp/SC                                         | First Community Corp/SC                                         | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |       169 | NS      | $4939.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                                  | First Community Bankshares Inc                                  | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       392 | NS      | $16275.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                         | First Financial Bancorp                                         | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      2400 | NS      | $66912.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                                  | First Financial Bankshares Inc                                  | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      3217 | NS      | $94740.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                                            | First Financial Corp                                            | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $16621.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                            | First Foundation Inc                                            | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      1407 | NS      | $8301.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                              | First Horizon Corp                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      2320 | NS      | $52803.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                              | First Hawaiian Inc                                              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       800 | NS      | $19712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                               | First Industrial Realty Trust Inc                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |       700 | NS      | $40495.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                          | First Internet Bancorp                                          | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       184 | NS      | $3749.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                                 | First Interstate BancSystem Inc                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      2049 | NS      | $68436.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                            | First Merchants Corp                                            | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1483 | NS      | $57436.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                        | First Mid Bancshares Inc                                        | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $20842.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                        | Next PLC                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       673 | NS      | $113281.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First National Corp/VA                                          | First National Corp/VA                                          | CUSIP: 32106V107<br>LEI: 549300TDCMDRFUMP0106 | Long             | EC               | CORP              | US        |       185 | NS      | $4980.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                  | Kingfisher PLC                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     10772 | NS      | $40807.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                      | First Quantum Minerals Ltd                                      | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      4089 | NS      | $97452.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                 | First Solar Inc                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       601 | NS      | $118553.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                                 | 1st Source Corp                                                 | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $30106.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corp                                               | First United Corp                                               | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |       143 | NS      | $5239.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                                | First Watch Restaurant Group Inc                                | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1269 | NS      | $13299.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                                     | First Western Financial Inc                                     | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       236 | NS      | $5800.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                               | FirstService Corp                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |       235 | NS      | $32587.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp                                        | Firstsun Capital Bancorp                                        | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       299 | NS      | $10901.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                          | FirstCash Holdings Inc                                          | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $177096.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                      | Fiserv Inc                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3027 | NS      | $168906.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                                | FirstEnergy Corp                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      2998 | NS      | $151878.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FitLife Brands Inc                                              | FitLife Brands Inc                                              | CUSIP: 33817P405<br>LEI: 549300A8X02SIUSI3V40 | Long             | EC               | CORP              | US        |        83 | NS      | $1178.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                  | Five Below Inc                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       300 | NS      | $68544.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                       | Five9 Inc                                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      1826 | NS      | $27700.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                               | Five Star Bancorp                                               | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |       371 | NS      | $13994.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                                        | Flexsteel Industries Inc                                        | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |        84 | NS      | $3774.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                                      | Floor & Decor Holdings Inc                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       700 | NS      | $35560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc                                             | Flowco Holdings Inc                                             | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |       539 | NS      | $11103.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc                                           | Flotek Industries Inc                                           | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |       338 | NS      | $5735.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                      | Fluor Corp                                                      | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      3827 | NS      | $178529.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                               | Flowers Foods Inc                                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      2000 | NS      | $16300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                                  | Flowserve Corp                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       700 | NS      | $51457.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                              | Fluence Energy Inc                                              | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |      1491 | NS      | $20516.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc                                           | Standard BioTools Inc                                           | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |      8037 | NS      | $7388.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                         | Flushing Financial Corp                                         | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       766 | NS      | $11765.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc                                        | Foghorn Therapeutics Inc                                        | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $3647.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                   | Ford Motor Co                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     21341 | NS      | $246275.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                              | Forestar Group Inc                                              | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       459 | NS      | $11217.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                                  | FormFactor Inc                                                  | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1851 | NS      | $179528.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                                          | Forrester Research Inc                                          | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       345 | NS      | $1952.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                               | Fortis Inc/Canada                                               | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      2968 | NS      | $165057.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                    | Fortinet Inc                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3535 | NS      | $288880.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                                    | Fortive Corp                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1630 | NS      | $90106.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                                  | Fortune Brands Innovations Inc                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       735 | NS      | $28642.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                                            | Fortrea Holdings Inc                                            | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      2127 | NS      | $20036.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc                                   | Forum Energy Technologies Inc                                   | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |       234 | NS      | $13726.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                                | Forward Air Corp                                                | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       517 | NS      | $8639.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co                                                   | L B Foster Co                                                   | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |       262 | NS      | $7309.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                                 | Four Corners Property Trust Inc                                 | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |      2523 | NS      | $59668.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                                   | 4D Molecular Therapeutics Inc                                   | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $10203.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                        | Fox Corp                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1100 | NS      | $64240.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                        | Fox Corp                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       800 | NS      | $42480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                        | Fox Factory Holding Corp                                        | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       971 | NS      | $15982.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                              | Franco-Nevada Corp                                              | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      1159 | NS      | $286064.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                                   | Franklin BSP Realty Trust Inc                                   | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |      1895 | NS      | $16088.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                               | Franklin Covey Co                                               | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $5194.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                        | Franklin Electric Co Inc                                        | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       927 | NS      | $85441.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corp                                | Franklin Financial Services Corp                                | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $5108.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                          | Franklin Resources Inc                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1400 | NS      | $33068.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp                                 | Franklin Street Properties Corp                                 | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |      2474 | NS      | $1643.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Holding Corp/NV                                         | Freedom Holding Corp/NV                                         | CUSIP: 356390104<br>LEI: 254900RKI81EPUJ3RW71 | Long             | EC               | CORP              | US        |       100 | NS      | $14488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                            | Freeport-McMoRan Inc                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      7938 | NS      | $466595.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc                                       | Frequency Electronics Inc                                       | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |       145 | NS      | $6417.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                    | Freshpet Inc                                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       200 | NS      | $11792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                                  | Freshworks Inc                                                  | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      4756 | NS      | $38190.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc                                                   | T1 Energy Inc                                                   | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Long             | EC               | CORP              | US        |      4831 | NS      | $21208.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries Inc                                         | Friedman Industries Inc                                         | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |       222 | NS      | $3933.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                                   | Frontdoor Inc                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1726 | NS      | $91236.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                                     | Frontier Group Holdings Inc                                     | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      1362 | NS      | $4807.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc                                              | FrontView REIT Inc                                              | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               |  | US        |       509 | NS      | $7874.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc                                         | FTAI Infrastructure Inc                                         | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2604 | NS      | $12863.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                                      | fuboTV Inc                                                      | CUSIP: 35953D401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $5874.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                        | Fulcrum Therapeutics Inc                                        | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1165 | NS      | $8935.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                            | Fulgent Genetics Inc                                            | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       575 | NS      | $9142.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                                    | HB Fuller Co                                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      1306 | NS      | $80554.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                           | Fulton Financial Corp                                           | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      4283 | NS      | $87116.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                                       | Funko Inc                                                       | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |       968 | NS      | $3049.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                                 | FutureFuel Corp                                                 | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |       626 | NS      | $2410.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd                                               | Futu Holdings Ltd                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       300 | NS      | $41028.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                                                 | FVCBankcorp Inc                                                 | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |       452 | NS      | $6865.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                       | GATX Corp                                                       | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       861 | NS      | $147007.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                               | GEO Group Inc/The                                               | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      3211 | NS      | $53976.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc                                                 | GCI Liberty Inc                                                 | CUSIP: 36164V800<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |       194 | NS      | $7218.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GBank Financial Holdings Inc                                    | GBank Financial Holdings Inc                                    | CUSIP: 36166F100<br>LEI: 9845008U7CD30F9F5754 | Long             | EC               | CORP              | US        |       240 | NS      | $6422.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                                           | GFL Environmental Inc                                           | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      1402 | NS      | $58298.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                         | G-III Apparel Group Ltd                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       852 | NS      | $23600.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                               | GXO Logistics Inc                                               | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       573 | NS      | $29710.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                                  | GE HealthCare Technologies Inc                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      2629 | NS      | $187132.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaia Inc                                                        | Gaia Inc                                                        | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |       438 | NS      | $1213.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                         | Arthur J Gallagher & Co                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1417 | NS      | $306893.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                               | Gaming and Leisure Properties Inc                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      1511 | NS      | $67043.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                                   | GameStop Corp                                                   | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      2300 | NS      | $52992.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co Inc                                                | USA TODAY Co Inc                                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      3284 | NS      | $23152.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                                     | Gap Inc/The                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      1000 | NS      | $24200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                                              | Garrett Motion Inc                                              | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |      4222 | NS      | $76713.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                                     | Gartner Inc                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       342 | NS      | $54152.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                  | GE Vernova Inc                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1537 | NS      | $1341647.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                               | GCM Grosvenor Inc                                               | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $13818.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc                                           | Gencor Industries Inc                                           | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       296 | NS      | $4440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                            | Generac Holdings Inc                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       298 | NS      | $58208.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                           | General Dynamics Corp                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1407 | NS      | $482910.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                             | General Electric Co                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      5846 | NS      | $1658919.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                               | General Mills Inc                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3110 | NS      | $115754.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                               | General Motors Co                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      4997 | NS      | $372276.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                                     | Genesco Inc                                                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       236 | NS      | $6841.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                     | Gentex Corp                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      1058 | NS      | $23117.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                                                | Genie Energy Ltd                                                | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |       499 | NS      | $7055.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                                | Genuine Parts Co                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       890 | NS      | $94117.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                          | Genworth Financial Inc                                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      9399 | NS      | $76319.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                    | Gentherm Inc                                                    | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       710 | NS      | $19723.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                                     | German American Bancorp Inc                                     | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |       856 | NS      | $35772.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                                      | Geron Corp                                                      | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     12644 | NS      | $18839.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings Inc                                       | Getty Images Holdings Inc                                       | CUSIP: 374275105<br>LEI: 5299006106S5HZKYQM32 | Long             | EC               | CORP              | US        |      3354 | NS      | $2661.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                               | Getty Realty Corp                                               | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      1280 | NS      | $40704.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                                        | Gevo Inc                                                        | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      5558 | NS      | $15173.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                        | Gibraltar Industries Inc                                        | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $27948.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                             | Gilead Sciences Inc                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6967 | NS      | $970990.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                                           | Gildan Activewear Inc                                           | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      1112 | NS      | $61729.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                                    | Ginkgo Bioworks Holdings Inc                                    | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1011 | NS      | $6197.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                                                      | Gitlab Inc                                                      | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |       800 | NS      | $17312.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                             | Glacier Bancorp Inc                                             | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      3076 | NS      | $137404.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                                       | Gladstone Commercial Corp                                       | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |      1150 | NS      | $13144.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                             | Gladstone Land Corp                                             | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |       760 | NS      | $7752.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                                    | Glaukos Corp                                                    | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      1340 | NS      | $144264.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group I                                  | Global Business Travel Group I                                  | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3020 | NS      | $16851.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                                            | Global Industrial Co                                            | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |       341 | NS      | $10748.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                                  | Globalstar Inc                                                  | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |      1196 | NS      | $79438.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                            | Global Net Lease Inc                                            | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |      4697 | NS      | $43963.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                             | Global Payments Inc                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1393 | NS      | $93748.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                                      | Global Water Resources Inc                                      | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $2034.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiron Real Estate Inc                                          | Chiron Real Estate Inc                                          | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |       304 | NS      | $10056.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                              | Globus Medical Inc                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       680 | NS      | $58588.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                                  | Globe Life Inc                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       500 | NS      | $69585.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                                     | GoDaddy Inc                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       690 | NS      | $57042.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                        | Gogo Inc                                                        | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2141 | NS      | $8606.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoHealth Inc                                                    | GoHealth Inc                                                    | CUSIP: 38046W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $206.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                        | Golden Entertainment Inc                                        | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       440 | NS      | $11743.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Holdings Inc                                           | Meridian Holdings Inc                                           | CUSIP: 381098409<br>LEI: 549300NOYXJNQRSL5G70 | Long             | EC               | CORP              | US        |        76 | NS      | $548.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | Goldman Sachs Group Inc/The                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1657 | NS      | $1401805.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                   | Goodyear Tire & Rubber Co/The                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      6555 | NS      | $43459.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                         | Goosehead Insurance Inc                                         | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       557 | NS      | $23761.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                              | Gorman-Rupp Co/The                                              | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |       494 | NS      | $30692.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                                | Gossamer Bio Inc                                                | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |      5303 | NS      | $1742.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                       | Graco Inc                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       839 | NS      | $71021.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                                     | Graham Corp                                                     | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |       242 | NS      | $19098.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                              | Graham Holdings Co                                              | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        77 | NS      | $81409.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                                       | GRAIL Inc                                                       | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |       833 | NS      | $43049.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                                 | WW Grainger Inc                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       260 | NS      | $283610.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                                      | Grand Canyon Education Inc                                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       200 | NS      | $34006.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                        | Granite Construction Inc                                        | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      1049 | NS      | $125754.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                                     | Granite Ridge Resources Inc                                     | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |      1425 | NS      | $8364.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                                    | Graphic Packaging Holding Co                                    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $16898.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                                  | Gray Media Inc                                                  | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      2380 | NS      | $10329.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Property Trust Inc                                        | Rithm Property Trust Inc                                        | CUSIP: 38983D854<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               |  | US        |       233 | NS      | $3119.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                                  | Great Lakes Dredge & Dock Corp                                  | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      1560 | NS      | $26520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                                      | Great Southern Bancorp Inc                                      | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       195 | NS      | $12310.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                           | Great-West Lifeco Inc                                           | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      1593 | NS      | $74367.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                        | Green Brick Partners Inc                                        | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       742 | NS      | $47821.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                                  | Green Dot Corp                                                  | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1230 | NS      | $13800.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                                | Green Plains Inc                                                | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      1571 | NS      | $25842.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                          | Greenbrier Cos Inc/The                                          | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       715 | NS      | $37644.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc                                       | Greene County Bancorp Inc                                       | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       168 | NS      | $3764.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwich Lifesciences Inc                                      | Greenwich Lifesciences Inc                                      | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $3627.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                       | Greif Inc                                                       | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       571 | NS      | $38296.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                       | Greif Inc                                                       | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       103 | NS      | $9016.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                      | Grid Dynamics Holdings Inc                                      | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |      1585 | NS      | $9034.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                                    | American Healthcare REIT Inc                                    | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |      4248 | NS      | $200335.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                                          | Peakstone Realty Trust                                          | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               |  | US        |       852 | NS      | $17798.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                    | Griffon Corp                                                    | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       915 | NS      | $66502.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc                                                      | Grindr Inc                                                      | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |       748 | NS      | $9043.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                                     | Grocery Outlet Holding Corp                                     | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2168 | NS      | $15284.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                          | Group 1 Automotive Inc                                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       279 | NS      | $92245.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                                     | Groupon Inc                                                     | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |       677 | NS      | $8056.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                     | Bouygues SA                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      1105 | NS      | $63839.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                       | Airbus SE                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      3475 | NS      | $654953.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                             | Guardant Health Inc                                             | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      2918 | NS      | $269535.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc                                  | Guardian Pharmacy Services Inc                                  | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       522 | NS      | $19658.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                          | Guidewire Software Inc                                          | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       490 | NS      | $73284.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                            | Gulfport Energy Corp                                            | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       380 | NS      | $80396.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                         | Veolia Environnement SA                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      3658 | NS      | $138878.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                       | adidas AG                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       993 | NS      | $160216.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gyre Therapeutics Inc                                           | Gyre Therapeutics Inc                                           | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Long             | EC               | CORP              | US        |       312 | NS      | $2174.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                                | HF Sinclair Corp                                                | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       900 | NS      | $56151.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                               | HBT Financial Inc                                               | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |       300 | NS      | $8016.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                              | HCA Healthcare Inc                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       913 | NS      | $432068.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                                   | HCI Group Inc                                                   | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       256 | NS      | $39580.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                                              | HF Foods Group Inc                                              | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |      1048 | NS      | $1938.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                        | HNI Corp                                                        | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1673 | NS      | $55861.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                          | HP Inc                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      5278 | NS      | $101390.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                           | Hackett Group Inc/The                                           | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       585 | NS      | $7610.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                                | Haemonetics Corp                                                | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1116 | NS      | $62897.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                                    | Hain Celestial Group Inc/The                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      1899 | NS      | $1325.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                        | Generali                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      4960 | NS      | $198918.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                      | L'Oreal SA                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      1404 | NS      | $571429.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hallador Energy Co                                              | Hallador Energy Co                                              | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |       711 | NS      | $11575.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                             | LVMH Moet Hennessy Louis Vuitton SE                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1456 | NS      | $793407.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                                  | Halliburton Co                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      4582 | NS      | $178652.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                       | Halozyme Therapeutics Inc                                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       700 | NS      | $45241.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Co                                | Hamilton Beach Brands Holding Co                                | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       226 | NS      | $4282.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                               | Hamilton Lane Inc                                               | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       300 | NS      | $29820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                             | Intesa Sanpaolo SpA                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     81405 | NS      | $490773.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Millennium SA                                              | Bank Millennium SA                                              | CUSIP: 000000000<br>LEI: 259400OFDZ9KPZEO8K78 | Long             | EC               | CORP              | PL        |      5250 | NS      | $23169.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                                            | Hancock Whitney Corp                                            | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1987 | NS      | $126353.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                          | EDP SA                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     18113 | NS      | $95545.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp                                            | Hanmi Financial Corp                                            | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       695 | NS      | $18320.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                       | HA Sustainable Infrastructure Capital Inc                       | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      2928 | NS      | $107604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Bancorp Inc                                             | Hanover Bancorp Inc                                             | CUSIP: 410709109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $3454.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                                 | Hanover Insurance Group Inc/The                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       200 | NS      | $34670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                                                  | BPER Banca SPA                                                  | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      8526 | NS      | $111382.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                             | Harley-Davidson Inc                                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1000 | NS      | $20220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                                    | Harmonic Inc                                                    | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      2636 | NS      | $23671.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                                | Harmony Biosciences Holdings Inc                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1028 | NS      | $28794.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| mBank SA                                                        | mBank SA                                                        | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | EC               | CORP              | PL        |       162 | NS      | $46932.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Budimex SA                                                      | Budimex SA                                                      | CUSIP: 000000000<br>LEI: 25940093SDJZW2C1V355 | Long             | EC               | CORP              | PL        |       101 | NS      | $18081.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harrow Inc                                                      | Harrow Inc                                                      | CUSIP: 415858109<br>LEI: 529900AP4LIRLNV8A089 | Long             | EC               | CORP              | US        |       740 | NS      | $26092.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                                     | Enviri Corp                                                     | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      1791 | NS      | $35139.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                       | Thales SA                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       538 | NS      | $157267.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                    | Capgemini SE                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       885 | NS      | $104098.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                | Hartford Insurance Group Inc/The                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1540 | NS      | $208254.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                                    | Carlsberg AS                                                    | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       540 | NS      | $66877.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                      | Hasbro Inc                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       700 | NS      | $65520.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                                       | Haverty Furniture Cos Inc                                       | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       340 | NS      | $7201.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                                | Hawaiian Electric Industries Inc                                | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      3888 | NS      | $57697.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                     | Hawkins Inc                                                     | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       465 | NS      | $71424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawthorn Bancshares Inc                                         | Hawthorn Bancshares Inc                                         | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $4615.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                            | Hayward Holdings Inc                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $22746.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                                   | Healthcare Services Group Inc                                   | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      1662 | NS      | $30830.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                                | HealthStream Inc                                                | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       540 | NS      | $11183.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                                             | Health Catalyst Inc                                             | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      2469 | NS      | $3135.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                                | HealthEquity Inc                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      2003 | NS      | $167390.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                                     | Healthcare Realty Trust Inc                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      1600 | NS      | $27184.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                           | Heartland Express Inc                                           | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      1041 | NS      | $10826.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HeartFlow Inc                                                   | HeartFlow Inc                                                   | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $10656.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                               | Lotus Bakeries NV                                               | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |         2 | NS      | $22510.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                       | Healthpeak Properties Inc                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |      3836 | NS      | $63025.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                                 | Hecla Mining Co                                                 | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     15108 | NS      | $281462.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                      | HEICO Corp                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       220 | NS      | $60324.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                      | HEICO Corp                                                      | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       451 | NS      | $95201.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                         | Helios Technologies Inc                                         | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       788 | NS      | $50991.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                                | Helix Energy Solutions Group Inc                                | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      3271 | NS      | $32350.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                           | Helmerich & Payne Inc                                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      2308 | NS      | $83157.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                          | AP Moller - Maersk A/S                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        25 | NS      | $62252.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                          | AP Moller - Maersk A/S                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        19 | NS      | $46377.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                                     | Jack Henry & Associates Inc                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       438 | NS      | $69221.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                          | Heritage Commerce Corp                                          | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      1386 | NS      | $17297.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                               | Herc Holdings Inc                                               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       782 | NS      | $77848.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                                      | Heritage Financial Corp/WA                                      | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $20618.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc                                 | Heritage Insurance Holdings Inc                                 | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |       566 | NS      | $14857.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                                          | Heron Therapeutics Inc                                          | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      3827 | NS      | $3061.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                                  | Hershey Co/The                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       794 | NS      | $165064.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                       | Hertz Global Holdings Inc                                       | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      2839 | NS      | $13087.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                   | Hewlett Packard Enterprise Co                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      7084 | NS      | $168670.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                                     | Hexcel Corp                                                     | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       400 | NS      | $32372.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc                                             | HighPeak Energy Inc                                             | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |       669 | NS      | $4616.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                        | Highwoods Properties Inc                                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       600 | NS      | $12846.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                          | Hillman Solutions Corp                                          | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4684 | NS      | $38970.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                            | Hilltop Holdings Inc                                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1028 | NS      | $36822.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                                      | Hilton Grand Vacations Inc                                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1449 | NS      | $56684.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                          | Hims & Hers Health Inc                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      4894 | NS      | $101599.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                   | Hilton Worldwide Holdings Inc                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1246 | NS      | $378883.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                             | Hingham Institution For Savings The                             | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |        38 | NS      | $10861.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireQuest Inc                                                   | HireQuest Inc                                                   | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $1866.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                              | Hippo Holdings Inc                                              | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $11075.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                          | Fresenius SE & Co KGaA                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      2449 | NS      | $126691.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holley Inc                                                      | Holley Inc                                                      | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      1888 | NS      | $5796.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                     | Hologic Inc                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1300 | NS      | $98267.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                          | Home BancShares Inc/AR                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4513 | NS      | $121535.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                                                | Home Bancorp Inc                                                | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $9813.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                              | Home Depot Inc/The                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5602 | NS      | $1842441.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                                               | Mechanics Bancorp                                               | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1119 | NS      | $16505.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                        | HomeTrust Bancshares Inc                                        | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       369 | NS      | $15737.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                              | Publicis Groupe SA                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1325 | NS      | $109323.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honest Co Inc/The                                               | Honest Co Inc/The                                               | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2249 | NS      | $6612.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                     | Honeywell International Inc                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3524 | NS      | $796529.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                                | Hope Bancorp Inc                                                | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      2916 | NS      | $32571.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                                      | Horace Mann Educators Corp                                      | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       965 | NS      | $41186.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                          | Horizon Bancorp Inc/IN                                          | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1168 | NS      | $19353.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                               | Hormel Foods Corp                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1578 | NS      | $35741.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                       | Host Hotels & Resorts Inc                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      4046 | NS      | $77521.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                              | Houlihan Lokey Inc                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       300 | NS      | $43086.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                                       | Hovnanian Enterprises Inc                                       | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       110 | NS      | $12200.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc                                      | Howard Hughes Holdings Inc                                      | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       100 | NS      | $6326.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                            | Howmet Aerospace Inc                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2215 | NS      | $510468.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                                   | Hub Group Inc                                                   | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1422 | NS      | $51248.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd                                               | H World Group Ltd                                               | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      1800 | NS      | $90522.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                     | Hubbell Inc                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       319 | NS      | $156546.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                                     | HubSpot Inc                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       276 | NS      | $67371.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                                   | Hudson Pacific Properties Inc                                   | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               |  | US        |      1263 | NS      | $7464.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                                         | Hudson Technologies Inc                                         | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       914 | NS      | $5374.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                      | Humana Inc                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       657 | NS      | $113917.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                                                    | Humacyte Inc                                                    | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3888 | NS      | $2358.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                                  | JB Hunt Transport Services Inc                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       454 | NS      | $96202.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                                    | Huntington Bancshares Inc/OH                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     11746 | NS      | $183824.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                               | Huntington Ingalls Industries Inc                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       220 | NS      | $83578.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                                   | Huntsman Corp                                                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      1211 | NS      | $16118.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                                      | Huron Consulting Group Inc                                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       406 | NS      | $51760.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                               | Indra Sistemas SA                                               | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |       422 | NS      | $23511.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hut 8 Corp                                                      | Hut 8 Corp                                                      | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |      2292 | NS      | $107517.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                               | Hyatt Hotels Corp                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       200 | NS      | $28758.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                                   | Hydro One Ltd                                                   | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      1879 | NS      | $77351.98     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| IAC Inc                                                         | IAC Inc                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       300 | NS      | $12009.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                        | IDT Corp                                                        | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       378 | NS      | $18559.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                       | Kesko Oyj                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      1509 | NS      | $33406.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyliion Holdings Corp                                           | Hyliion Holdings Corp                                           | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2944 | NS      | $5181.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                              | Kingspan Group PLC                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |       880 | NS      | $75011.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyster-Yale Inc                                                 | Hyster-Yale Inc                                                 | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $8582.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                           | ICF International Inc                                           | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       433 | NS      | $28270.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                 | ICU Medical Inc                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       577 | NS      | $74519.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                                | IES Holdings Inc                                                | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       216 | NS      | $102917.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                                              | Crescent Energy Co                                              | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |      6117 | NS      | $82579.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                               | IGM Financial Inc                                               | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |       393 | NS      | $18665.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                    | KBC Group NV                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1335 | NS      | $162877.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp                                              | IPG Photonics Corp                                              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       100 | NS      | $11459.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRhythm Holdings Inc                                            | IRhythm Holdings Inc                                            | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       762 | NS      | $89931.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                         | ITT Inc                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       500 | NS      | $95265.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                           | iA Financial Corp Inc                                           | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       565 | NS      | $62502.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc                                                      | Ibotta Inc                                                      | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |       263 | NS      | $7882.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                                     | IDACORP Inc                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       300 | NS      | $42891.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                               | Hannover Rueck SE                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       349 | NS      | $109379.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ideaya Biosciences Inc                                          | Ideaya Biosciences Inc                                          | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      1912 | NS      | $63707.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                       | IDEX Corp                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       447 | NS      | $84728.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                          | IDEXX Laboratories Inc                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       452 | NS      | $253974.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                                 | iHeartMedia Inc                                                 | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3261 | NS      | $9522.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka AS                                               | Komercni Banka AS                                               | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |       792 | NS      | $40241.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                                 | Kerry Group PLC                                                 | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       925 | NS      | $73415.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                         | Illinois Tool Works Inc                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1592 | NS      | $414381.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                    | Illumina Inc                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       852 | NS      | $105017.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                                       | IMAX Corp                                                       | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |      1037 | NS      | $39416.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                                | Wartsila OYJ Abp                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      2911 | NS      | $108086.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Immersion Corp                                                  | Immersion Corp                                                  | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |       666 | NS      | $3636.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                                 | ImmunityBio Inc                                                 | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |      7026 | NS      | $53889.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunome Inc                                                    | Immunome Inc                                                    | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2425 | NS      | $53034.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                                  | Immunovant Inc                                                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1936 | NS      | $48090.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                                | Imperial Oil Ltd                                                | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       977 | NS      | $127562.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                      | Impinj Inc                                                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       642 | NS      | $65933.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                                     | Incyte Corp                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       926 | NS      | $87155.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                                   | Independence Realty Trust Inc                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |      5754 | NS      | $85677.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                        | L E Lundbergforetagen AB                                        | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |       382 | NS      | $21582.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independent Bank Corp                                           | Independent Bank Corp                                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1183 | NS      | $88973.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                        | Independent Bank Corp/MI                                        | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       460 | NS      | $15318.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc                                         | indie Semiconductor Inc                                         | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |      4752 | NS      | $15301.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                    | GEA Group AG                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       942 | NS      | $67344.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior Pharmaceuticals Inc                                    | Indivior Pharmaceuticals Inc                                    | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2899 | NS      | $88361.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                           | Industrial Logistics Properties Trust                           | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |      1175 | NS      | $6674.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                                  | Information Services Group Inc                                  | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      1040 | NS      | $3993.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                              | Ingersoll Rand Inc                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2301 | NS      | $184356.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                                   | Ingevity Corp                                                   | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       868 | NS      | $61827.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Natural Resources Inc                                  | Infinity Natural Resources Inc                                  | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       434 | NS      | $7642.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                              | Ingles Markets Inc                                              | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       344 | NS      | $30922.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                                   | Ingredion Inc                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       344 | NS      | $38755.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibikase Therapeutics Inc                                     | Inhibikase Therapeutics Inc                                     | CUSIP: 45719W205<br>LEI: 549300066CFEWOA17F12 | Long             | EC               | CORP              | US        |      2039 | NS      | $3425.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences Inc                                         | Inhibrx Biosciences Inc                                         | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $13983.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                      | Bollore SE                                                      | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |      3499 | NS      | $19944.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innodata Inc                                                    | Innodata Inc                                                    | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |       724 | NS      | $27960.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                                       | Innovex International Inc                                       | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       907 | NS      | $22121.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                         | Insight Enterprises Inc                                         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       696 | NS      | $46638.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                      | Insmed Inc                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      1200 | NS      | $196224.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                    | Innospec Inc                                                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       588 | NS      | $42935.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                                     | Inspire Medical Systems Inc                                     | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       165 | NS      | $8510.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                          | Insteel Industries Inc                                          | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       429 | NS      | $14418.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                                   | Insperity Inc                                                   | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       836 | NS      | $22605.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                      | Inogen Inc                                                      | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       743 | NS      | $4591.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                                 | Installed Building Products Inc                                 | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       551 | NS      | $146097.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                    | Innoviva Inc                                                    | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1781 | NS      | $41497.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                            | Innovative Industrial Properties Inc                            | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |       656 | NS      | $32904.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                                    | Inseego Corp                                                    | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |       418 | NS      | $4648.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                                      | Inspired Entertainment Inc                                      | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |       748 | NS      | $5333.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmune Bio Inc                                                  | Inmune Bio Inc                                                  | CUSIP: 45782T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $456.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                           | Innovage Holding Corp                                           | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $3793.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innventure Inc                                                  | Innventure Inc                                                  | CUSIP: 45784M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $3081.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                                    | Insulet Corp                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       388 | NS      | $81417.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                              | Integra LifeSciences Holdings Corp                              | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      1542 | NS      | $14525.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                      | Intel Corp                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     24781 | NS      | $1093585.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                           | Intact Financial Corp                                           | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      1071 | NS      | $193456.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                           | Integer Holdings Corp                                           | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       822 | NS      | $72336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                       | Intellia Therapeutics Inc                                       | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      2423 | NS      | $31062.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                                      | Intapp Inc                                                      | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Long             | EC               | CORP              | US        |      1350 | NS      | $34681.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                                | Interparfums Inc                                                | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       434 | NS      | $39424.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                                   | Interactive Brokers Group Inc                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      2400 | NS      | $160968.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                                   | Interface Inc                                                   | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1371 | NS      | $34165.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                   | Intercontinental Exchange Inc                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3143 | NS      | $494331.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                | InterDigital Inc                                                | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $186032.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                 | Danske Bank A/S                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      3887 | NS      | $190964.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bancshares Corp                                   | International Bancshares Corp                                   | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      1303 | NS      | $87678.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                            | International Business Machines Corp                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5231 | NS      | $1267942.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                          | International Flavors & Fragrances Inc                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1493 | NS      | $108317.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                      | Genmab A/S                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       352 | NS      | $94505.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                  | Continental AG                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       711 | NS      | $49476.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Money Express Inc                                 | International Money Express Inc                                 | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       652 | NS      | $10301.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                          | International Paper Co                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      3093 | NS      | $110420.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | CUSIP: 46090F100<br>LEI: 549300FMDZNC0BEIYQ10 | Long             | EC               | RF                | US        |   2746006 | NS      | $47560823.92  | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                      | Intuit Inc                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1553 | NS      | $671486.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                          | Intuitive Surgical Inc                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1985 | NS      | $915065.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                             | Intrepid Potash Inc                                             | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       282 | NS      | $12061.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                                      | InvenTrust Properties Corp                                      | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |      1857 | NS      | $56564.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                                          | Intuitive Machines Inc                                          | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               | CORP              | US        |      2594 | NS      | $48144.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                                    | Invesco Mortgage Capital Inc                                    | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |      1639 | NS      | $13243.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp                                           | Investar Holding Corp                                           | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |       270 | NS      | $7362.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                | Deutsche Post AG                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      5365 | NS      | $281879.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Investors Title Co                                              | Investors Title Co                                              | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $8258.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                            | Invitation Homes Inc                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      3540 | NS      | $87969.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                       | Ionis Pharmaceuticals Inc                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       900 | NS      | $67581.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                        | IonQ Inc                                                        | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      8133 | NS      | $234474.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                                     | Iovance Biotherapeutics Inc                                     | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |      7247 | NS      | $25436.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                                   | iRadimed Corp                                                   | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       189 | NS      | $18193.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                              | IQVIA Holdings Inc                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       909 | NS      | $155020.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                      | Iridium Communications Inc                                      | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       600 | NS      | $16644.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                               | Iron Mountain Inc                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      1680 | NS      | $171595.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                                    | Ironwood Pharmaceuticals Inc                                    | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      3653 | NS      | $12822.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perspective Therapeutics Inc                                    | Perspective Therapeutics Inc                                    | CUSIP: 46489V302<br>LEI: 5493005LRKM6BCABC605 | Long             | EC               | CORP              | US        |      1476 | NS      | $6154.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ispire Technology Inc                                           | Ispire Technology Inc                                           | CUSIP: 46501C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       522 | NS      | $960.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                          | OMV AG                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       863 | NS      | $62937.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| I3 Verticals Inc                                                | I3 Verticals Inc                                                | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |       529 | NS      | $11828.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                       | Itron Inc                                                       | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1087 | NS      | $97427.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                                       | Ivanhoe Electric Inc / US                                       | CUSIP: 46578C108<br>LEI: 529900CQSYGI54GDUR52 | Long             | EC               | CORP              | US        |      2514 | NS      | $29715.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                               | Ivanhoe Mines Ltd                                               | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      5082 | NS      | $43298.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                            | JBG SMITH Properties                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      1394 | NS      | $20366.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                          | J & J Snack Foods Corp                                          | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |       366 | NS      | $29012.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                      | Verbund AG                                                      | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |       428 | NS      | $32604.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J Jill Inc                                                      | J Jill Inc                                                      | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |       179 | NS      | $2051.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     15257 | NS      | $4487999.12   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                       | Jabil Inc                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       614 | NS      | $163096.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                             | Jack in the Box Inc                                             | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       466 | NS      | $4506.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp                                                | Dakota Gold Corp                                                | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2037 | NS      | $10286.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                           | Jackson Financial Inc                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      1606 | NS      | $169786.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                | Pernod Ricard SA                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      1165 | NS      | $86357.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                            | Jacobs Solutions Inc                                            | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       690 | NS      | $87823.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Inc                                  | James River Group Holdings Inc                                  | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $5934.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                                               | JAKKS Pacific Inc                                               | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       252 | NS      | $5019.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                          | Janux Therapeutics Inc                                          | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1018 | NS      | $14150.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                                   | Janus International Group Inc                                   | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3142 | NS      | $16181.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                      | Renault SA                                                      | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |      1209 | NS      | $41318.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                   | Jefferies Financial Group Inc                                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      1079 | NS      | $44530.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Inc                                           | Jefferson Capital Inc                                           | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $10153.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                     | Telenor ASA                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      3608 | NS      | $63078.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                      | Merck KGaA                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       746 | NS      | $94482.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                                            | JELD-WEN Holding Inc                                            | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      2912 | NS      | $3610.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                                         | Sberbank of Russia PJSC                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    192160 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RWE AG                                                          | RWE AG                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      3684 | NS      | $247072.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp                                            | JetBlue Airways Corp                                            | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      6996 | NS      | $30922.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                                  | JBT Marel Corp                                                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1242 | NS      | $158814.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                                       | John Marshall Bancorp Inc                                       | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $6084.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                               | Johnson & Johnson                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     13569 | NS      | $3316806.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                            | Johnson Outdoors Inc                                            | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       159 | NS      | $7395.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                                  | Joint Corp/The                                                  | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $2770.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                          | Jones Lang LaSalle Inc                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       300 | NS      | $91296.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Journey Medical Corp                                            | Journey Medical Corp                                            | CUSIP: 48115J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $1993.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                  | Ziff Davis Inc                                                  | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       931 | NS      | $39064.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                | Skandinaviska Enskilda Banken AB                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      8802 | NS      | $161633.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                       | Sofina SA                                                       | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        83 | NS      | $20090.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPENLANE Inc                                                    | OPENLANE Inc                                                    | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      2511 | NS      | $73195.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                         | KBR Inc                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       700 | NS      | $25802.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                        | KLA Corp                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       743 | NS      | $1094000.63   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                               | KKR Real Estate Finance Trust Inc                               | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |      1310 | NS      | $8017.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                    | KKR & Co Inc                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      3729 | NS      | $344932.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                      | Kadant Inc                                                      | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       282 | NS      | $82442.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                            | Kaiser Aluminum Corp                                            | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $46034.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                           | Schneider Electric SE                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      3208 | NS      | $871040.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaltura Inc                                                     | Kaltura Inc                                                     | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Long             | EC               | CORP              | US        |      2236 | NS      | $2727.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                                    | KalVista Pharmaceuticals Inc                                    | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |       911 | NS      | $18338.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                          | SAP SE                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      6112 | NS      | $1038698.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                     | Swedbank AB                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      4937 | NS      | $167217.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                                     | Kanzhun Ltd                                                     | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |      3500 | NS      | $46865.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                                             | Karat Packaging Inc                                             | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |       204 | NS      | $5695.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings Inc                                             | Karman Holdings Inc                                             | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $24015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                         | KB Home                                                         | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1464 | NS      | $75762.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                        | Kearny Financial Corp/MD                                        | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1477 | NS      | $11151.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                              | Kelly Services Inc                                              | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |       762 | NS      | $6743.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc                                          | Zevra Therapeutics Inc                                          | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |      1448 | NS      | $13495.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                                  | Kennametal Inc                                                  | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1817 | NS      | $65648.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                     | Kennedy-Wilson Holdings Inc                                     | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      2848 | NS      | $30815.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                   | Trelleborg AB                                                   | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      1312 | NS      | $48761.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                      | Kenvue Inc                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     10794 | NS      | $186088.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                          | Keros Therapeutics Inc                                          | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $7661.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                            | Keurig Dr Pepper Inc                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      7151 | NS      | $188285.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                         | KeyCorp                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      5551 | NS      | $111297.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                                     | Keyera Corp                                                     | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |      1433 | NS      | $55254.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                       | Keysight Technologies Inc                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       963 | NS      | $271922.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                                      | Kforce Inc                                                      | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       415 | NS      | $12134.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                              | Kilroy Realty Corp                                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       972 | NS      | $27420.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                         | Kimball Electronics Inc                                         | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       556 | NS      | $13171.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                         | E.ON SE                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     13096 | NS      | $285915.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                             | Kimberly-Clark Corp                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1788 | NS      | $172488.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                               | Kimco Realty Corp                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |      3234 | NS      | $72667.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                               | Kinder Morgan Inc                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     10847 | NS      | $363699.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Cos Inc                                     | KinderCare Learning Cos Inc                                     | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       731 | NS      | $1608.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Cos Inc                                               | Kingstone Cos Inc                                               | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $4997.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                               | Kinross Gold Corp                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      7070 | NS      | $215461.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingsway Financial Services Inc                                 | Kingsway Financial Services Inc                                 | CUSIP: 496904202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       541 | NS      | $5642.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                       | Kinsale Capital Group Inc                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       142 | NS      | $48515.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                                      | Kirby Corp                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       300 | NS      | $39864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                         | Kite Realty Group Trust                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      5213 | NS      | $127979.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                                                | Knife River Corp                                                | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1369 | NS      | $111778.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                        | Knight-Swift Transportation Holdings Inc                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $47330.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                                    | Knowles Corp                                                    | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      2030 | NS      | $52130.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                                         | Kodiak Gas Services Inc                                         | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1985 | NS      | $115765.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                             | Kodiak Sciences Inc                                             | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       759 | NS      | $28933.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                             | Henkel AG & Co KGaA                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       672 | NS      | $48117.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp                                                     | Kohl's Corp                                                     | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      2581 | NS      | $33294.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kolibri Global Energy Inc                                       | Kolibri Global Energy Inc                                       | CUSIP: 50043K406<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       708 | NS      | $3886.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                              | Kontoor Brands Inc                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1318 | NS      | $92642.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corp                                                      | Kopin Corp                                                      | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |      3999 | NS      | $8997.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                            | Koppers Holdings Inc                                            | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       436 | NS      | $16864.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                      | Korn Ferry                                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1252 | NS      | $78813.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                               | Kosmos Energy Ltd                                               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     11140 | NS      | $30969.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                              | Kraft Heinz Co/The                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      5379 | NS      | $120973.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                         | Kratos Defense & Security Solutions Inc                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      4299 | NS      | $303122.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korro Bio Inc                                                   | Korro Bio Inc                                                   | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       245 | NS      | $2773.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                                | Krispy Kreme Inc                                                | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1658 | NS      | $5620.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                   | Kroger Co/The                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3209 | NS      | $232203.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                                            | Kronos Worldwide Inc                                            | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |       453 | NS      | $2976.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                             | Krystal Biotech Inc                                             | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       594 | NS      | $153442.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                  | Kulicke & Soffa Industries Inc                                  | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      1216 | NS      | $79915.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc                                       | KULR Technology Group Inc                                       | CUSIP: 50125G307<br>LEI: 213800YUOETJ427AGG25 | Long             | EC               | CORP              | US        |      1021 | NS      | $2419.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                              | Kura Sushi USA Inc                                              | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $11305.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                               | Kura Oncology Inc                                               | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      1857 | NS      | $15097.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                            | Kyndryl Holdings Inc                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      1359 | NS      | $17830.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                         | Kymera Therapeutics Inc                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1350 | NS      | $112441.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LB Pharmaceuticals Inc                                          | LB Pharmaceuticals Inc                                          | CUSIP: 50180M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $11269.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp                                                       | LCNB Corp                                                       | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $6126.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                   | LGI Homes Inc                                                   | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       478 | NS      | $18895.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                        | LKQ Corp                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1446 | NS      | $42469.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                  | LCI Industries                                                  | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       565 | NS      | $69483.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                      | LPL Financial Holdings Inc                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       463 | NS      | $139284.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                              | LSB Industries Inc                                              | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      1245 | NS      | $18550.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                                              | LSI Industries Inc                                              | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |       657 | NS      | $12220.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                              | LTC Properties Inc                                              | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      1077 | NS      | $40021.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                       | L3Harris Technologies Inc                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1070 | NS      | $369310.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                            | Labcorp Holdings Inc                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $135272.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                 | UPM-Kymmene Oyj                                                 | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      3046 | NS      | $95037.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                     | Hellenic Telecommunications Organization SA                     | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |      1362 | NS      | $25610.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                                    | La-Z-Boy Inc                                                    | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       979 | NS      | $31465.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                             | Ladder Capital Corp                                             | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |      2682 | NS      | $26203.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                        | Bayer AG                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      5727 | NS      | $264198.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                  | Stora Enso Oyj                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      3784 | NS      | $44294.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                             | Henkel AG & Co KGaA                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       922 | NS      | $70998.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                   | Beiersdorf AG                                                   | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       626 | NS      | $56091.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                     | HOCHTIEF AG                                                     | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |        98 | NS      | $44436.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lakeland Financial Corp                                         | Lakeland Financial Corp                                         | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $34026.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc                                         | Lakeland Industries Inc                                         | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |       299 | NS      | $2448.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                         | Heidelberg Materials AG                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       777 | NS      | $163457.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                               | Lam Research Corp                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      7100 | NS      | $1516986.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                            | Lamar Advertising Co                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |       490 | NS      | $62063.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                       | Fresenius Medical Care AG                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      1417 | NS      | $64012.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                        | Lamb Weston Holdings Inc                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       786 | NS      | $33216.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                                            | Marzetti Company/The                                            | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       480 | NS      | $66398.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gazprom PJSC                                                    | Gazprom PJSC                                                    | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     77360 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lifecore Biomedical Inc                                         | Lifecore Biomedical Inc                                         | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |       788 | NS      | $2931.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landmark Bancorp Inc/Manhattan KS                               | Landmark Bancorp Inc/Manhattan KS                               | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $3893.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                             | Landstar System Inc                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       244 | NS      | $39115.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                                  | Lands' End Inc                                                  | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       219 | NS      | $2461.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                            | ASM International NV                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       273 | NS      | $206267.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                                           | Lantheus Holdings Inc                                           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      1553 | NS      | $117795.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc                                        | Larimar Therapeutics Inc                                        | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |      1146 | NS      | $5157.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                       | Orange SA                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     10843 | NS      | $221612.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                            | Las Vegas Sands Corp                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1659 | NS      | $89386.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                                | Latham Group Inc                                                | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       970 | NS      | $5208.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                      | Lattice Semiconductor Corp                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       800 | NS      | $74208.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                        | Estee Lauder Cos Inc/The                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1466 | NS      | $105214.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                          | Laureate Education Inc                                          | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      3041 | NS      | $105948.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc                                | Distribution Solutions Group Inc                                | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       233 | NS      | $6113.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc                                                      | Lazard Inc                                                      | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |       600 | NS      | $25488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                       | Lear Corp                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       300 | NS      | $36324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                                     | Randstad NV                                                     | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |       643 | NS      | $16729.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                      | Allianz SE                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      2226 | NS      | $937111.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                             | Leggett & Platt Inc                                             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      3147 | NS      | $31092.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                               | Legalzoom.com Inc                                               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      2963 | NS      | $16800.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                             | Legacy Housing Corp                                             | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $4147.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp                                                    | Legence Corp                                                    | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       879 | NS      | $49628.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                                             | Legend Biotech Corp                                             | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |       600 | NS      | $10854.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                             | Leidos Holdings Inc                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       691 | NS      | $107464.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                        | Hermes International SCA                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       185 | NS      | $349348.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LeMaitre Vascular Inc                                           | LeMaitre Vascular Inc                                           | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       496 | NS      | $54148.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                                    | Lemonade Inc                                                    | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      1445 | NS      | $90572.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                                | LendingClub Corp                                                | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      2680 | NS      | $38377.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                                 | LendingTree Inc                                                 | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       253 | NS      | $10848.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                     | Lennar Corp                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1201 | NS      | $104294.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                        | Lennox International Inc                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       198 | NS      | $91897.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz SA                                            | KGHM Polska Miedz SA                                            | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |      1370 | NS      | $99666.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LENSAR Inc                                                      | LENSAR Inc                                                      | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $1835.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc                                           | LENZ Therapeutics Inc                                           | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $4035.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                                | Leonardo DRS Inc                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |       400 | NS      | $17808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                       | Endesa SA                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      1827 | NS      | $75950.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                           | Deutsche Lufthansa AG                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      3102 | NS      | $26332.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lexeo Therapeutics Inc                                          | Lexeo Therapeutics Inc                                          | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1571 | NS      | $9017.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                             | Erste Group Bank AG                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1791 | NS      | $192862.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                            | LXP Industrial Trust                                            | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |      1390 | NS      | $64301.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       763 | NS      | $480344.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                          | Liberty Broadband Corp                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       700 | NS      | $35210.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc                                       | Liberty Live Holdings Inc                                       | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $18328.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc                                       | Liberty Live Holdings Inc                                       | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $6870.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                              | Liberty Energy Inc                                              | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |      3779 | NS      | $108835.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                          | Liberty Media Corp-Liberty Formula One                          | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1199 | NS      | $101938.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                          | Liberty Media Corp-Liberty Formula One                          | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $7808.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                                    | Life Time Group Holdings Inc                                    | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3613 | NS      | $97334.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc                                               | Lifeway Foods Inc                                               | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $2224.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                                                      | LifeMD Inc                                                      | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       944 | NS      | $3407.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                                                     | Life360 Inc                                                     | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |       478 | NS      | $19511.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                      | Ligand Pharmaceuticals Inc                                      | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       463 | NS      | $92437.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifevantage Corp                                                | Lifevantage Corp                                                | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |       340 | NS      | $1468.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corp                                                | Lightbridge Corp                                                | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Long             | EC               | CORP              | US        |       766 | NS      | $8165.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                                     | LifeStance Health Group Inc                                     | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3901 | NS      | $24849.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                  | Eli Lilly & Co                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4520 | NS      | $4157360.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                                            | Limbach Holdings Inc                                            | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       247 | NS      | $19278.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Co                                                    | Limoneira Co                                                    | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |       396 | NS      | $5314.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                  | Rheinmetall AG                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       269 | NS      | $452312.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Educational Services Corp                               | Lincoln Educational Services Corp                               | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |       693 | NS      | $28191.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                                   | Lincoln Electric Holdings Inc                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       300 | NS      | $74724.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                           | Lincoln National Corp                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       746 | NS      | $26483.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                               | Lindblad Expeditions Holdings Inc                               | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |       867 | NS      | $14999.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                                    | Lindsay Corp                                                    | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       257 | NS      | $30600.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                                     | Lineage Inc                                                     | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |       300 | NS      | $9828.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP Inc                                                 | LINKBANCORP Inc                                                 | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $4878.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp                                          | Lionsgate Studios Corp                                          | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4862 | NS      | $46626.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                          | Liquidity Services Inc                                          | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       538 | NS      | $16446.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                                   | Liquidia Corp                                                   | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1525 | NS      | $57553.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                               | Lithia Motors Inc                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       120 | NS      | $29966.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                                  | Littelfuse Inc                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       150 | NS      | $50902.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                                   | Live Nation Entertainment Inc                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       928 | NS      | $141529.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                         | Live Oak Bancshares Inc                                         | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $27481.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                           | LiveRamp Holdings Inc                                           | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1532 | NS      | $40628.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livewire Group Inc                                              | Livewire Group Inc                                              | CUSIP: 53838J105<br>LEI: 549300OVJSGKW1NTLF24 | Long             | EC               | CORP              | US        |      1125 | NS      | $1867.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| loanDepot Inc                                                   | loanDepot Inc                                                   | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |      2727 | NS      | $3872.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                                               | Loar Holdings Inc                                               | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $11458.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                                  | Loblaw Cos Ltd                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      3394 | NS      | $154238.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                            | Lockheed Martin Corp                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1164 | NS      | $703509.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                      | Loews Corp                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1000 | NS      | $106740.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                                          | Louisiana-Pacific Corp                                          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       300 | NS      | $21825.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                      | Bank Polska Kasa Opieki SA                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      1579 | NS      | $93164.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lovesac Co/The                                                  | Lovesac Co/The                                                  | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $4800.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                    | Bankinter SA                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      3951 | NS      | $62375.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                              | Barry Callebaut AG                                              | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |        22 | NS      | $38498.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                  | Lowe's Cos Inc                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3143 | NS      | $742628.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Diagnostics Inc                                           | Lucid Diagnostics Inc                                           | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2755 | NS      | $3168.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                                 | Lucid Group Inc                                                 | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |      1020 | NS      | $9720.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                   | Volkswagen AG                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1195 | NS      | $121853.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                         | Lululemon Athletica Inc                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       627 | NS      | $95993.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                              | Banco Bilbao Vizcaya Argentaria SA                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     33390 | NS      | $718931.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                          | Lumen Technologies Inc                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     22669 | NS      | $157549.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumexa Imaging Holdings Inc                                     | Lumexa Imaging Holdings Inc                                     | CUSIP: 550249106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $5177.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                           | Lumentum Holdings Inc                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       400 | NS      | $281104.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lument Finance Trust Inc                                        | Lument Finance Trust Inc                                        | CUSIP: 55025L108<br>LEI: 5493002OB7SJ4MVQY666 | Long             | EC               |  | US        |      1531 | NS      | $1929.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                                                 | Lundin Gold Inc                                                 | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       700 | NS      | $53324.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                              | Lundin Mining Corp                                              | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |      3973 | NS      | $98759.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                       | Kering SA                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       431 | NS      | $130465.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft Inc                                                        | Lyft Inc                                                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      1615 | NS      | $21479.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                                   | M&T Bank Corp                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       842 | NS      | $174058.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                        | MBIA Inc                                                        | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |       993 | NS      | $5868.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                                         | MDU Resources Group Inc                                         | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $14504.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                               | MFA Financial Inc                                               | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |      2410 | NS      | $23087.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                                  | MGE Energy Inc                                                  | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $68015.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                            | MGIC Investment Corp                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1200 | NS      | $31500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc                                             | MBX Biosciences Inc                                             | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $19790.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                          | Mercedes-Benz Group AG                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      4210 | NS      | $257941.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                       | MGM Resorts International                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1200 | NS      | $44412.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                             | MGP Ingredients Inc                                             | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       335 | NS      | $6160.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                                   | M/I Homes Inc                                                   | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       623 | NS      | $76286.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                                         | MKS Inc                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       400 | NS      | $91924.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                               | MP Materials Corp                                               | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       800 | NS      | $38608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                     | Swisscom AG                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       150 | NS      | $125255.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety Inc                                                  | MSA Safety Inc                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       200 | NS      | $32790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                    | MSC Industrial Direct Co Inc                                    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       298 | NS      | $27496.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                        | MSCI Inc                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       418 | NS      | $225306.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                                           | M-Tron Industries Inc                                           | CUSIP: 55380K109<br>LEI: 529900ECYL9SLLCSE931 | Long             | EC               | CORP              | US        |        84 | NS      | $5615.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                                           | M-Tron Industries Inc                                           | CUSIP: 55380K133<br>LEI: 529900ECYL9SLLCSE931 | N/A              | DE               |  | US        |        84 | NS      | $176.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                              | MVB Financial Corp                                              | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       241 | NS      | $5984.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                                   | MYR Group Inc                                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       369 | NS      | $104176.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                         | MACOM Technology Solutions Holdings Inc                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $88828.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                                 | Macerich Co/The                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |      6083 | NS      | $114968.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                           | Veris Residential Inc                                           | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |      1780 | NS      | $33588.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                    | Securitas AB                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      3182 | NS      | $52958.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Inc                                                      | Macy's Inc                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      1400 | NS      | $25326.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                               | Steven Madden Ltd                                               | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1708 | NS      | $57935.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                                      | Acciona SA                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       155 | NS      | $40630.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                      | Fortum Oyj                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      2575 | NS      | $65641.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp                        | Madison Square Garden Entertainment Corp                        | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $55552.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                               | Madison Square Garden Sports Corp                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $32140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                                         | Sphere Entertainment Co                                         | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |       645 | NS      | $75723.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                                    | Madrigal Pharmaceuticals Inc                                    | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       406 | NS      | $212528.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                         | Magna International Inc                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      1525 | NS      | $84896.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp                                                    | Magnera Corp                                                    | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       769 | NS      | $7313.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                                     | Magnite Inc                                                     | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      3321 | NS      | $39453.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                         | Magnolia Oil & Gas Corp                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4336 | NS      | $136887.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                          | UCB SA                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       736 | NS      | $221054.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MainStreet Bancshares Inc                                       | MainStreet Bancshares Inc                                       | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |       163 | NS      | $3618.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                                | Malibu Boats Inc                                                | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $11378.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mama's Creations Inc                                            | Mama's Creations Inc                                            | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       838 | NS      | $12854.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services Inc                                     | Mammoth Energy Services Inc                                     | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |       547 | NS      | $1340.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                                          | CEZ AS                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |      1188 | NS      | $66862.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                        | Manhattan Associates Inc                                        | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       331 | NS      | $44062.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                                   | Nemetschek SE                                                   | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |       331 | NS      | $24700.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co Inc/The                                            | Manitowoc Co Inc/The                                            | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       780 | NS      | $9087.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                                   | MannKind Corp                                                   | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      7035 | NS      | $17235.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                                    | Carrefour SA                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      3452 | NS      | $63714.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                               | ManpowerGroup Inc                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       279 | NS      | $8219.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                         | Manulife Financial Corp                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      9829 | NS      | $337505.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                         | Naturgy Energy Group SA                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      1517 | NS      | $45270.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                                   | Maplebear Inc                                                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $44952.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MapLight Therapeutics Inc                                       | MapLight Therapeutics Inc                                       | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $9900.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                                               | MARA Holdings Inc                                               | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      8872 | NS      | $72395.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                         | Marathon Petroleum Corp                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1658 | NS      | $404850.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc                               | Maravai LifeSciences Holdings Inc                               | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2969 | NS      | $8402.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                          | Marcus & Millichap Inc                                          | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       550 | NS      | $14624.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                                 | Marcus Corp/The                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       542 | NS      | $9306.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                       | Repsol SA                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      6563 | NS      | $184154.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                               | Wolters Kluwer NV                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      1344 | NS      | $100063.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                       | Sanofi SA                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      6416 | NS      | $617634.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MarineMax Inc                                                   | MarineMax Inc                                                   | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       462 | NS      | $12501.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                                            | Marine Products Corp                                            | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $1170.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                                       | H & M Hennes & Mauritz AB                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      3180 | NS      | $59121.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                       | Elisa Oyj                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       925 | NS      | $44914.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                | Markel Group Inc                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        74 | NS      | $141641.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                              | Banco Santander SA                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     85957 | NS      | $960596.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                        | MarketAxess Holdings Inc                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       222 | NS      | $36625.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                                  | MarketWise Inc                                                  | CUSIP: 57064P206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $917.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                                     | Marqeta Inc                                                     | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |      8619 | NS      | $35165.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                               | Marriott Vacations Worldwide Corp                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       661 | NS      | $43044.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                        | Marsh & McLennan Cos Inc                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2707 | NS      | $469529.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                   | Marriott International Inc/MD                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1253 | NS      | $409818.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                      | Siemens AG                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      4448 | NS      | $1080262.07   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Marten Transport Ltd                                            | Marten Transport Ltd                                            | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1351 | NS      | $17738.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                                   | Telefonica SA                                                   | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     21270 | NS      | $92773.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                   | Martin Marietta Materials Inc                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       327 | NS      | $192498.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                          | Marvell Technology Inc                                          | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |      4691 | NS      | $464643.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                      | Masco Corp                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1200 | NS      | $72444.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                                     | Masimo Corp                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       276 | NS      | $49092.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                | Deutsche Bank AG                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     10590 | NS      | $314163.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                     | Bayerische Motoren Werke AG                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      1629 | NS      | $150217.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                     | Bayerische Motoren Werke AG                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       281 | NS      | $25784.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                                      | MasTec Inc                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       300 | NS      | $96522.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                  | Mastercard Inc                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4519 | NS      | $2257963.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                                   | MasterCraft Boat Holdings Inc                                   | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       415 | NS      | $8511.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                                 | Masterbrand Inc                                                 | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      2982 | NS      | $24780.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                            | Matador Resources Co                                            | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       770 | NS      | $48648.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                                 | Match Group Inc                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1613 | NS      | $49535.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                                   | Materion Corp                                                   | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       494 | NS      | $71457.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                                               | Matrix Service Co                                               | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |       644 | NS      | $7393.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                      | Matson Inc                                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       733 | NS      | $120168.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                                      | Mattel Inc                                                      | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1759 | NS      | $25558.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                     | Matthews International Corp                                     | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       691 | NS      | $17841.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maui Land & Pineapple Co Inc                                    | Maui Land & Pineapple Co Inc                                    | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       193 | NS      | $2970.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                                   | MaxLinear Inc                                                   | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1944 | NS      | $33806.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                                     | MaxCyte Inc                                                     | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      3131 | NS      | $2199.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                     | Maximus Inc                                                     | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1296 | NS      | $83073.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                       | Buzzi SpA                                                       | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |       391 | NS      | $19705.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayville Engineering Co Inc                                     | Mayville Engineering Co Inc                                     | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |       365 | NS      | $6551.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc                                           | Maze Therapeutics Inc                                           | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $18745.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                           | McCormick & Co Inc/MD                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1377 | NS      | $69455.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                 | McDonald's Corp                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4020 | NS      | $1249375.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                | McGrath RentCorp                                                | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       585 | NS      | $64513.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc                                                 | McGraw Hill Inc                                                 | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       689 | NS      | $9439.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                        | ORLEN SA                                                        | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      5073 | NS      | $183034.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                                   | McKesson Corp                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       707 | NS      | $611809.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp                                        | Medallion Financial Corp                                        | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |       468 | NS      | $4006.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                             | Deutsche Telekom AG                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     21522 | NS      | $800734.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                    | Sartorius AG                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       165 | NS      | $41155.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaAlpha Inc                                                  | MediaAlpha Inc                                                  | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       901 | NS      | $8379.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                                    | Medical Properties Trust Inc                                    | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      3500 | NS      | $16205.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                                    | Medifast Inc                                                    | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       286 | NS      | $2914.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                     | Pediatrix Medical Group Inc                                     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2049 | NS      | $43828.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                            | Medpace Holdings Inc                                            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       134 | NS      | $64345.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Inc                                                     | Medline Inc                                                     | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      1800 | NS      | $80100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                        | Accor SA                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      1181 | NS      | $56465.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp                                            | Mercantile Bank Corp                                            | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       369 | NS      | $18634.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                        | CTS Eventim AG & Co KGaA                                        | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |       345 | NS      | $20143.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merchants Bancorp/IN                                            | Merchants Bancorp/IN                                            | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |       607 | NS      | $26046.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                        | Infineon Technologies AG                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      7623 | NS      | $344733.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                  | Merck & Co Inc                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     13966 | NS      | $1679970.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                             | Mercury Systems Inc                                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      1293 | NS      | $94272.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                            | Mercury General Corp                                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       640 | NS      | $56416.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corp                                                   | Meridian Corp                                                   | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $4171.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                       | Merit Medical Systems Inc                                       | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1399 | NS      | $96433.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                             | Meritage Homes Corp                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1603 | NS      | $99129.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                       | Nokia Oyj                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     30878 | NS      | $246921.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mesa Laboratories Inc                                           | Mesa Laboratories Inc                                           | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       118 | NS      | $10433.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                          | Pathward Financial Inc                                          | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       539 | NS      | $48094.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                                     | Rational AG                                                     | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |        30 | NS      | $21940.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Methode Electronics Inc                                         | Methode Electronics Inc                                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      1018 | NS      | $5619.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                     | MetLife Inc                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      3233 | NS      | $228637.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                                    | Metro Inc/CN                                                    | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      1256 | NS      | $85662.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                        | Metrocity Bankshares Inc                                        | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |       541 | NS      | $15510.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                                  | Metropolitan Bank Holding Corp                                  | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $17657.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                                | Mettler-Toledo International Inc                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       121 | NS      | $152605.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Miami International Holdings Inc                                | Miami International Holdings Inc                                | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |       550 | NS      | $21406.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                  | Microsoft Corp                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     41716 | NS      | $15442011.72  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                                 | MicroVision Inc                                                 | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |      7880 | NS      | $5052.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                                                    | Strategy Inc                                                    | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      1757 | NS      | $219273.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                        | Microchip Technology Inc                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      2998 | NS      | $193700.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                           | Micron Technology Inc                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6250 | NS      | $2111500.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                          | Microvast Holdings Inc                                          | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      4726 | NS      | $7089.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                           | Mid-America Apartment Communities Inc                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       624 | NS      | $76202.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                            | Mid Penn Bancorp Inc                                            | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       448 | NS      | $14407.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                              | Koninklijke KPN NV                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     22179 | NS      | $123227.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                 | Telefonaktiebolaget LM Ericsson                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     16282 | NS      | $184457.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                          | Chocoladefabriken Lindt & Spruengli AG                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         5 | NS      | $69864.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                          | Chocoladefabriken Lindt & Spruengli AG                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         1 | NS      | $142428.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                           | STMicroelectronics NV                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      3926 | NS      | $133174.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                               | Middleby Corp/The                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       310 | NS      | $41099.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      4027 | NS      | $293110.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Middlesex Water Co                                              | Middlesex Water Co                                              | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       427 | NS      | $22225.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                                      | Midland States Bancorp Inc                                      | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       464 | NS      | $10351.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                                     | Telia Co AB                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     13553 | NS      | $69001.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asseco Poland SA                                                | Asseco Poland SA                                                | CUSIP: 000000000<br>LEI: 259400O79EWIK4XZPL40 | Long             | EC               | CORP              | PL        |       411 | NS      | $18855.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                     | Givaudan SA                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        54 | NS      | $181703.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                       | Zurich Insurance Group AG                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       856 | NS      | $602062.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                          | Koninklijke Philips NV                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      4464 | NS      | $121714.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Copper Co Ltd                                           | Jiangxi Copper Co Ltd                                           | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |      8782 | NS      | $39007.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                     | Abu Dhabi Islamic Bank PJSC                                     | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |     13145 | NS      | $75627.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                          | Accton Technology Corp                                          | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      4000 | NS      | $197348.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MillerKnoll Inc                                                 | MillerKnoll Inc                                                 | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1612 | NS      | $23309.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Expressway Co Ltd                                       | Jiangsu Expressway Co Ltd                                       | CUSIP: 000000000<br>LEI: 529900UWWTWZ6AKLYD43 | Long             | EC               | CORP              | CN        |     10000 | NS      | $12897.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Miller Industries Inc/TN                                        | Miller Industries Inc/TN                                        | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       263 | NS      | $11979.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                      | Aisin Corp                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      3100 | NS      | $43567.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                | Ajinomoto Co Inc                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      5220 | NS      | $147218.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties Inc                                         | Millrose Properties Inc                                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |       759 | NS      | $21252.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                                | ANA Holdings Inc                                                | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |       900 | NS      | $16079.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yitai Coal Co Ltd                                | Inner Mongolia Yitai Coal Co Ltd                                | CUSIP: 000000000<br>LEI: 529900OW9OHPX81B0T69 | Long             | EC               | CORP              | CN        |      8600 | NS      | $18498.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                                | MiMedx Group Inc                                                | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2698 | NS      | $10657.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                       | Minerals Technologies Inc                                       | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       750 | NS      | $53190.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                                      | Mineralys Therapeutics Inc                                      | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $29799.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co Ltd                                          | Zensho Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |       600 | NS      | $34944.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                          | Singapore Technologies Engineering Ltd                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      9000 | NS      | $76121.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB Holdings Bhd                                               | AMMB Holdings Bhd                                               | CUSIP: 000000000<br>LEI: 254900R0GQB7U67SCH62 | Long             | EC               | CORP              | MY        |     24600 | NS      | $40223.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                                         | Mirion Technologies Inc                                         | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      5742 | NS      | $106743.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                       | Mirum Pharmaceuticals Inc                                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       979 | NS      | $90440.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asustek Computer Inc                                            | Asustek Computer Inc                                            | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |      6053 | NS      | $106310.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mission Produce Inc                                             | Mission Produce Inc                                             | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      1014 | NS      | $13952.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                                      | Realtek Semiconductor Corp                                      | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      5040 | NS      | $76652.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                        | Asahi Group Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      8800 | NS      | $87652.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                | Asahi Kasei Corp                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      7500 | NS      | $73205.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                                  | Ayala Land Inc                                                  | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |     55900 | NS      | $14947.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                         | AGC Inc                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      1100 | NS      | $38875.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Cement Corp                                                | Asia Cement Corp                                                | CUSIP: 000000000<br>LEI: 213800EFQXH43HMGJL59 | Long             | EC               | CORP              | TW        |     23000 | NS      | $25148.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                      | Asics Corp                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      4000 | NS      | $107280.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mister Car Wash Inc                                             | Mister Car Wash Inc                                             | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2287 | NS      | $15940.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                                               | Mistras Group Inc                                               | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |       261 | NS      | $3857.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                          | ANZ Group Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     17611 | NS      | $439591.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitek Systems Inc                                               | Mitek Systems Inc                                               | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      1057 | NS      | $14269.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barito Pacific Tbk PT                                           | Barito Pacific Tbk PT                                           | CUSIP: 000000000<br>LEI: 254900CLXCIVO1KCF078 | Long             | EC               | CORP              | ID        |    178588 | NS      | $14344.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobile Infrastructure Corp                                      | Mobile Infrastructure Corp                                      | CUSIP: 60739N101<br>LEI: 254900BL5PV89M4T7T50 | Long             | EC               | CORP              | US        |       792 | NS      | $1774.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of the Philippine Islands                                  | Bank of the Philippine Islands                                  | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |     17822 | NS      | $29307.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Group Holdings Bhd                                         | CIMB Group Holdings Bhd                                         | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |     71394 | NS      | $133922.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                | Bank Hapoalim BM                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      7274 | NS      | $170115.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                            | Westpac Banking Corp                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     19996 | NS      | $548549.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                         | Bank Leumi Le-Israel BM                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      8628 | NS      | $192139.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc                                                     | Moderna Inc                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2008 | NS      | $102006.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                         | Modine Manufacturing Co                                         | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      1246 | NS      | $270020.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Modiv Industrial Inc                                            | Modiv Industrial Inc                                            | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               |  | US        |       301 | NS      | $4310.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                                     | Moelis & Co                                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1778 | NS      | $101346.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Co Ltd                                       | Anhui Conch Cement Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |     12081 | NS      | $32886.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                                | Beijing Enterprises Holdings Ltd                                | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |      3000 | NS      | $11471.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                           | Mohawk Industries Inc                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       300 | NS      | $29538.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                         | LY Corp                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     17296 | NS      | $41602.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                           | Molina Healthcare Inc                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       339 | NS      | $45188.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELCOMDIGI BHD                                                  | CELCOMDIGI BHD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     28300 | NS      | $20770.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                   | Fortescue Ltd                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      9824 | NS      | $139353.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                        | Molson Coors Beverage Co                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       980 | NS      | $42198.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                               | Telstra Group Ltd                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     22714 | NS      | $83237.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort Inc                                     | Monarch Casino & Resort Inc                                     | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       300 | NS      | $28680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                      | Mondelez International Inc                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7209 | NS      | $415526.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                     | MongoDB Inc                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       407 | NS      | $99621.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                                | CLP Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      9500 | NS      | $89452.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                                    | Monolithic Power Systems Inc                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       275 | NS      | $300671.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Business Bank                                            | Taiwan Business Bank                                            | CUSIP: 000000000<br>LEI: 254900930YMK9AXL9O17 | Long             | EC               | CORP              | TW        |     68614 | NS      | $32556.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                         | Reliance Industries Ltd                                         | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     51795 | NS      | $744893.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaneng Power International Inc                                 | Huaneng Power International Inc                                 | CUSIP: 000000000<br>LEI: 529900WU0SMVKMPG4V21 | Long             | EC               | CORP              | CN        |     34000 | NS      | $25747.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                                       | Bharat Petroleum Corp Ltd                                       | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     11317 | NS      | $33931.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd                                               | Bidvest Group Ltd                                               | CUSIP: 000000000<br>LEI: 5299002ARE4TRMIRGM72 | Long             | EC               | CORP              | ZA        |      3290 | NS      | $43735.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd                                         | Mahindra & Mahindra Ltd                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      8315 | NS      | $260812.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shree Cement Ltd                                                | Shree Cement Ltd                                                | CUSIP: 000000000<br>LEI: 335800W6FNBDUZ89L830 | Long             | EC               | CORP              | IN        |        67 | NS      | $16382.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndusInd Bank Ltd                                               | IndusInd Bank Ltd                                               | CUSIP: 000000000<br>LEI: 335800JDVJ8HSXG9G512 | Long             | EC               | CORP              | IN        |      5854 | NS      | $46894.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                                    | Hindustan Petroleum Corp Ltd                                    | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |      8219 | NS      | $29289.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monro Inc                                                       | Monro Inc                                                       | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $10762.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monopar Therapeutics Inc                                        | Monopar Therapeutics Inc                                        | CUSIP: 61023L207<br>LEI: 549300QJFAI7L6YHKG83 | Long             | EC               | CORP              | US        |       105 | NS      | $5752.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clicks Group Ltd                                                | Clicks Group Ltd                                                | CUSIP: 000000000<br>LEI: 378900E967958A677472 | Long             | EC               | CORP              | ZA        |      2503 | NS      | $42326.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Circuit Electronics Ltd                                    | Gold Circuit Electronics Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $84593.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard International Semiconductor Corp                       | Vanguard International Semiconductor Corp                       | CUSIP: 000000000<br>LEI: 2549001S5Q158BIJJO13 | Long             | EC               | CORP              | TW        |      7366 | NS      | $27342.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Co Ltd                                    | Yankuang Energy Group Co Ltd                                    | CUSIP: 000000000<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |     26900 | NS      | $50091.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Communications Ltd                                         | Tata Communications Ltd                                         | CUSIP: 000000000<br>LEI: 3358004PBWAYF65RLI81 | Long             | EC               | CORP              | IN        |       684 | NS      | $9720.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                           | Monster Beverage Corp                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3884 | NS      | $281434.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Ltd                                           | Lynas Rare Earths Ltd                                           | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |      5213 | NS      | $70261.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consumer Products Ltd                                      | Tata Consumer Products Ltd                                      | CUSIP: 000000000<br>LEI: 335800LOXFWU8ZQJMD12 | Long             | EC               | CORP              | IN        |      5406 | NS      | $58139.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AirJoule Technologies Corp                                      | AirJoule Technologies Corp                                      | CUSIP: 612160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       726 | NS      | $1822.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                          | Montauk Renewables Inc                                          | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $2824.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                     | Monte Rosa Therapeutics Inc                                     | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1437 | NS      | $23638.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Holdings & Investment Ltd                                 | Bajaj Holdings & Investment Ltd                                 | CUSIP: 000000000<br>LEI: 335800NL7NWD9IPOHL48 | Long             | EC               | CORP              | IN        |       259 | NS      | $24191.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gigabyte Technology Co Ltd                                      | Gigabyte Technology Co Ltd                                      | CUSIP: 000000000<br>LEI: 2549001BU3CG63KSN047 | Long             | EC               | CORP              | TW        |      5000 | NS      | $35821.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                                         | ASX Ltd                                                         | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      1242 | NS      | $44733.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                | Bridgestone Corp                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      6592 | NS      | $137033.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                                  | GAIL India Ltd                                                  | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |     27049 | NS      | $39645.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd                                                     | Vedanta Ltd                                                     | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |     13242 | NS      | $92907.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Supreme Industries Ltd                                          | Supreme Industries Ltd                                          | CUSIP: 000000000<br>LEI: 33580094NA85GD34LN25 | Long             | EC               | CORP              | IN        |       453 | NS      | $18127.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hengan International Group Co Ltd                               | Hengan International Group Co Ltd                               | CUSIP: 000000000<br>LEI: 836800BJ50PZSWGXZA86 | Long             | EC               | CORP              | KY        |      3980 | NS      | $14085.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                                     | Obic Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $50846.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unimicron Technology Corp                                       | Unimicron Technology Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11338 | NS      | $165901.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Co Ltd                                                    | Titan Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |      2980 | NS      | $125168.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                                      | Oil & Natural Gas Corp Ltd                                      | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |     24189 | NS      | $72874.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive India Ltd                                     | Colgate-Palmolive India Ltd                                     | CUSIP: 000000000<br>LEI: 335800YWKI47DGFKWB26 | Long             | EC               | CORP              | IN        |      1201 | NS      | $22648.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova T&D India Ltd                                        | GE Vernova T&D India Ltd                                        | CUSIP: 000000000<br>LEI: 549300NMRD6VZDFLN355 | Long             | EC               | CORP              | IN        |       980 | NS      | $37918.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                                             | Quanta Computer Inc                                             | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |     23507 | NS      | $211538.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                               | Oracle Corp Japan                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       237 | NS      | $12822.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lupin Ltd                                                       | Lupin Ltd                                                       | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |      2618 | NS      | $64790.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                   | BHP Group Ltd                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     29724 | NS      | $1067617.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                        | NMDC Ltd                                                        | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |     20483 | NS      | $16669.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                        | Qatar National Bank QPSC                                        | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     40852 | NS      | $191188.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Co                                                | Hyundai Motor Co                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |       342 | NS      | $54142.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Bank PSQC/The                                        | Commercial Bank PSQC/The                                        | CUSIP: 000000000<br>LEI: 2138004FUUD4I7X8H721 | Long             | EC               | CORP              | QA        |     29636 | NS      | $34723.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                                | Montrose Environmental Group Inc                                | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       769 | NS      | $16833.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mphasis Ltd                                                     | Mphasis Ltd                                                     | CUSIP: 000000000<br>LEI: 335800NSYTIQLQKUYP62 | Long             | EC               | CORP              | IN        |       817 | NS      | $17954.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                              | Contact Energy Ltd                                              | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      4959 | NS      | $26166.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                                    | Moody's Corp                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       855 | NS      | $372993.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                        | Moog Inc                                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       669 | NS      | $195776.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                          | Samsung Fire & Marine Insurance Co Ltd                          | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |       256 | NS      | $76680.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co Ltd                                             | DB Insurance Co Ltd                                             | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |       399 | NS      | $44753.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo QPSC                                                    | Ooredoo QPSC                                                    | CUSIP: 000000000<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |      7867 | NS      | $26833.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                       | Canon Inc                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      5000 | NS      | $138400.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                                   | Capcom Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      2200 | NS      | $46377.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      6365 | NS      | $1047488.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                                                       | KT&G Corp                                                       | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |       946 | NS      | $101725.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                          | DBS Group Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     12441 | NS      | $551716.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar Inc                                                 | Morningstar Inc                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       100 | NS      | $16905.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Ltd                                                   | Discovery Ltd                                                   | CUSIP: 000000000<br>LEI: 378900245A26169C8132 | Long             | EC               | CORP              | ZA        |      5470 | NS      | $79345.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                               | Computershare Ltd                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      3345 | NS      | $65488.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                            | Sigma Healthcare Ltd                                            | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |     33450 | NS      | $61361.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                        | Central Japan Railway Co                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      4500 | NS      | $116722.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                         | CSL Ltd                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      2829 | NS      | $275827.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                                | Eva Airways Corp                                                | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |     28000 | NS      | $30168.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Catcher Technology Co Ltd                                       | Catcher Technology Co Ltd                                       | CUSIP: 000000000<br>LEI: 5299006PRSCU66N5JF55 | Long             | EC               | CORP              | TW        |      5000 | NS      | $29607.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chang Hwa Commercial Bank Ltd                                   | Chang Hwa Commercial Bank Ltd                                   | CUSIP: 000000000<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |     80369 | NS      | $51636.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Airlines Ltd                                              | China Airlines Ltd                                              | CUSIP: 000000000<br>LEI: 25490032B2A0G6D0JP27 | Long             | EC               | CORP              | TW        |     34000 | NS      | $19278.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                                              | Chiba Bank Ltd/The                                              | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |      3700 | NS      | $47778.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Steel Corp                                                | China Steel Corp                                                | CUSIP: 000000000<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |    107000 | NS      | $63960.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                                   | CSPC Pharmaceutical Group Ltd                                   | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | HK        |     74000 | NS      | $87343.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Land & Investment Ltd                            | China Overseas Land & Investment Ltd                            | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |     35000 | NS      | $52201.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                                        | China Resources Land Ltd                                        | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | KY        |     30000 | NS      | $111204.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                                      | Kakao Corp                                                      | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |      2681 | NS      | $82768.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                   | Mosaic Co/The                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1647 | NS      | $41998.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                                     | Chubu Electric Power Co Inc                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      3900 | NS      | $64143.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd                                                       | CITIC Ltd                                                       | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |     39000 | NS      | $59398.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                    | Chugai Pharmaceutical Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      3900 | NS      | $214558.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                   | REA Group Ltd                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |       332 | NS      | $36107.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorcar Parts of America Inc                                   | Motorcar Parts of America Inc                                   | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       396 | NS      | $4379.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                          | Motorola Solutions Inc                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       963 | NS      | $417913.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                | Transurban Group                                                | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     18116 | NS      | $175425.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantech Co Ltd                                                | Advantech Co Ltd                                                | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |      4599 | NS      | $47158.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                     | Infosys Ltd                                                     | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     28163 | NS      | $379858.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                                       | Wipro Ltd                                                       | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |     21845 | NS      | $43980.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Ocean Co Ltd                                             | Hanwha Ocean Co Ltd                                             | CUSIP: 000000000<br>LEI: 984500ACAD2B57CCT437 | Long             | EC               | CORP              | KR        |      1048 | NS      | $86268.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                    | Cochlear Ltd                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       423 | NS      | $49410.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chroma ATE Inc                                                  | Chroma ATE Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $143953.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MRF Ltd                                                         | MRF Ltd                                                         | CUSIP: 000000000<br>LEI: 335800EQP78LTJ76DZ82 | Long             | EC               | CORP              | IN        |        29 | NS      | $39560.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                               | Origin Energy Ltd                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      9929 | NS      | $84815.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                  | Commonwealth Bank of Australia                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      9796 | NS      | $1138780.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                                | Lenovo Group Ltd                                                | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |     72000 | NS      | $86606.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                   | Rio Tinto Ltd                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      2164 | NS      | $244060.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                               | SK Telecom Co Ltd                                               | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |       599 | NS      | $30992.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics Inc                                          | Compal Electronics Inc                                          | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |     45225 | NS      | $39340.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                               | PetroChina Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    180000 | NS      | $246966.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                               | Rakuten Group Inc                                               | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |      9600 | NS      | $44767.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk PT                                          | United Tractors Tbk PT                                          | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |     14700 | NS      | $26857.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial International Bank - Egypt (CIB)                     | Commercial International Bank - Egypt (CIB)                     | CUSIP: 000000000<br>LEI: 213800FIIXJAMEVRIH48 | Long             | EC               | CORP              | EG        |     27281 | NS      | $60541.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB Bank Bhd                                                    | RHB Bank Bhd                                                    | CUSIP: 000000000<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | EC               | CORP              | MY        |     17271 | NS      | $36129.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Movado Group Inc                                                | Movado Group Inc                                                | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       337 | NS      | $8229.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                       | APA Group                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7501 | NS      | $51293.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                                          | Mueller Industries Inc                                          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       500 | NS      | $55400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                                      | Mueller Water Products Inc                                      | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      3733 | NS      | $102620.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                       | KDDI Corp                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     17114 | NS      | $290690.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co Ltd                                   | Mirae Asset Securities Co Ltd                                   | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |      1580 | NS      | $66960.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                  | Daifuku Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      1900 | NS      | $66924.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                                 | Daito Trust Construction Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      1800 | NS      | $42079.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                           | Daikin Industries Ltd                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      1552 | NS      | $185707.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                      | Dai Nippon Printing Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      2200 | NS      | $39986.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                          | SCREEN Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      1000 | NS      | $59432.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                     | Daiwa House Industry Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      3200 | NS      | $100150.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                      | Daiwa Securities Group Inc                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      7700 | NS      | $72783.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Oil Corp Ltd                                             | Indian Oil Corp Ltd                                             | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |     19486 | NS      | $27816.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                                          | Aristocrat Leisure Ltd                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      3199 | NS      | $100936.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Claritev Corp                                                   | Claritev Corp                                                   | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       197 | NS      | $3218.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                                           | Delta Electronics Inc                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     16000 | NS      | $721445.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                                          | Hindustan Unilever Ltd                                          | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |      6753 | NS      | $147176.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co Ltd                         | China Taiping Insurance Holdings Co Ltd                         | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |     13200 | NS      | $34862.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                     | Otsuka Corp                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      1200 | NS      | $22918.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                 | Murphy Oil Corp                                                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      3236 | NS      | $133485.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                              | Hong Kong Exchanges & Clearing Ltd                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      6983 | NS      | $352323.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                                  | Murphy USA Inc                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        92 | NS      | $45445.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc                                       | Mitsubishi HC Capital Inc                                       | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |      5700 | NS      | $51022.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                         | Pan Pacific International Holdings Corp                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     11000 | NS      | $66940.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                      | Disco Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       526 | NS      | $213869.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                                   | Insurance Australia Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |     13588 | NS      | $68309.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                                 | Apollo Hospitals Enterprise Ltd                                 | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |       971 | NS      | $76710.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                                 | Gold Fields Ltd                                                 | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      7596 | NS      | $345050.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                                         | Dubai Islamic Bank PJSC                                         | CUSIP: 000000000<br>LEI: 5493003E7YRAQY3JGW88 | Long             | EC               | CORP              | AE        |     28069 | NS      | $56936.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Myers Industries Inc                                            | Myers Industries Inc                                            | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       862 | NS      | $18257.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                             | Myriad Genetics Inc                                             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      2187 | NS      | $9841.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myomo Inc                                                       | Myomo Inc                                                       | CUSIP: 62857J201<br>LEI: 549300G63SSKC2EGLN41 | Long             | EC               | CORP              | US        |      1721 | NS      | $1162.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                                 | NBT Bancorp Inc                                                 | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1217 | NS      | $51819.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co Ltd                                         | Chunghwa Telecom Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     30071 | NS      | $125360.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N-able Inc/US                                                   | N-able Inc/US                                                   | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1689 | NS      | $7887.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                                  | NCR Voyix Corp                                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      3263 | NS      | $20654.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corp Ltd                                                    | MTR Corp Ltd                                                    | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |      9614 | NS      | $39402.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Mobile Co Ltd                                            | Taiwan Mobile Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     12946 | NS      | $44263.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Remgro Ltd                                                      | Remgro Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      4834 | NS      | $53243.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp                                                   | LG Uplus Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2052 | NS      | $21340.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NL Industries Inc                                               | NL Industries Inc                                               | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $1142.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Petroleum & Chemical Corp                                 | China Petroleum & Chemical Corp                                 | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |    190000 | NS      | $109231.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                | NMI Holdings Inc                                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1827 | NS      | $68530.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                                 | Pro Medicus Ltd                                                 | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |       297 | NS      | $24298.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                  | NRG Energy Inc                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1161 | NS      | $169668.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp                                                        | NVE Corp                                                        | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       106 | NS      | $6943.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                         | NVR Inc                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        18 | NS      | $118616.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Enerbility Co Ltd                                        | Doosan Enerbility Co Ltd                                        | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |      3971 | NS      | $249529.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd                                               | Cummins India Ltd                                               | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      1341 | NS      | $64208.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                                            | HCL Technologies Ltd                                            | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      8653 | NS      | $124540.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOV Inc                                                         | NOV Inc                                                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      1873 | NS      | $35231.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                                            | NACCO Industries Inc                                            | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $5612.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dabur India Ltd                                                 | Dabur India Ltd                                                 | CUSIP: 000000000<br>LEI: 335800MJPUA2E1FSFL38 | Long             | EC               | CORP              | IN        |      5811 | NS      | $25146.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                           | East Japan Railway Co                                           | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      5600 | NS      | $127770.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp                                                 | NCR Atleos Corp                                                 | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      1749 | NS      | $76221.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solesence Inc                                                   | Solesence Inc                                                   | CUSIP: 630079101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $615.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc                                         | NANO Nuclear Energy Inc                                         | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       936 | NS      | $19169.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp                                                      | Ebara Corp                                                      | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |      2700 | NS      | $76246.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                          | Singapore Exchange Ltd                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      4936 | NS      | $75039.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Napco Security Technologies Inc                                 | Napco Security Technologies Inc                                 | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       815 | NS      | $32102.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co Ltd                                                    | Eisai Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |      1700 | NS      | $53092.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                               | Elbit Systems Ltd                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       162 | NS      | $136013.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                                | SBI Holdings Inc                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      3600 | NS      | $66497.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                      | Nasdaq Inc                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      2518 | NS      | $213753.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charoen Pokphand Indonesia Tbk PT                               | Charoen Pokphand Indonesia Tbk PT                               | CUSIP: 000000000<br>LEI: 529900JL5SA37OU87X40 | Long             | EC               | CORP              | ID        |     35300 | NS      | $8516.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co Ltd                                           | Elite Material Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $256039.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                                         | Tower Semiconductor Ltd                                         | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       650 | NS      | $114488.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC                       | Emirates Telecommunications Group Co PJSC                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | EC               | CORP              | AE        |     29734 | NS      | $153557.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                                      | Natera Inc                                                      | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       700 | NS      | $139993.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                                             | Nathan's Famous Inc                                             | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |        75 | NS      | $7554.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                                | Evergreen Marine Corp Taiwan Ltd                                | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      6400 | NS      | $40370.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                               | Hero MotoCorp Ltd                                               | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |      1161 | NS      | $62756.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdee International Software Group Co Ltd                     | Kingdee International Software Group Co Ltd                     | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | KY        |     35000 | NS      | $38860.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                         | National Bank of Canada                                         | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      2249 | NS      | $290095.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Eastern New Century Corp                                    | Far Eastern New Century Corp                                    | CUSIP: 000000000<br>LEI: 254900CDLU5OS06M6K24 | Long             | EC               | CORP              | TW        |     23000 | NS      | $19140.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                           | Fast Retailing Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      1151 | NS      | $453666.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                         | ENN Energy Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |      7200 | NS      | $58632.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                              | Mitsubishi UFJ Financial Group Inc                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     65982 | NS      | $1114629.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp                                     | National Bank Holdings Corp                                     | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $35048.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kunlun Energy Co Ltd                                            | Kunlun Energy Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |     40000 | NS      | $36554.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                             | Fisher & Paykel Healthcare Corp Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      3380 | NS      | $72754.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Posco International Corp                                        | Posco International Corp                                        | CUSIP: 000000000<br>LEI: 988400B6ECL5BWA8KC19 | Long             | EC               | CORP              | KR        |       417 | NS      | $19466.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp                                   | Novatek Microelectronics Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5886 | NS      | $71054.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                                     | LG Chem Ltd                                                     | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |       397 | NS      | $81146.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Electric Co Ltd                                         | Fortune Electric Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1320 | NS      | $33732.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Plastics Corp                                           | Formosa Plastics Corp                                           | CUSIP: 000000000<br>LEI: 254900KM6G17UTG1QN82 | Long             | EC               | CORP              | TW        |     39000 | NS      | $56734.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bankshares Inc                                         | National Bankshares Inc                                         | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |       178 | NS      | $6480.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Formosa Chemicals & Fibre Corp                                  | Formosa Chemicals & Fibre Corp                                  | CUSIP: 000000000<br>LEI: 254900OJX8UZOAIVSU82 | Long             | EC               | CORP              | TW        |     30000 | NS      | $42830.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Beverage Corp                                          | National Beverage Corp                                          | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       558 | NS      | $18776.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| King Yuan Electronics Co Ltd                                    | King Yuan Electronics Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9000 | NS      | $76987.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National CineMedia Inc                                          | National CineMedia Inc                                          | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |      1575 | NS      | $4803.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                                            | Fuji Electric Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       900 | NS      | $62894.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                                     | Subaru Corp                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      3800 | NS      | $61075.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                          | FUJIFILM Holdings Corp                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      6445 | NS      | $122516.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                    | Fujikura Ltd                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      9000 | NS      | $246919.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                      | FANUC Corp                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      5400 | NS      | $187771.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                     | Fujitsu Ltd                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     10300 | NS      | $210132.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National HealthCare Corp                                        | National HealthCare Corp                                        | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |       302 | NS      | $48229.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamuda Bhd                                                      | Gamuda Bhd                                                      | CUSIP: 000000000<br>LEI: 254900RW4N94L9KA9137 | Long             | EC               | CORP              | MY        |     39271 | NS      | $36465.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                             | Krung Thai Bank PCL                                             | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |     36068 | NS      | $38571.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                            | National Fuel Gas Co                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       580 | NS      | $54496.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                                   | National Health Investors Inc                                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |      1124 | NS      | $90886.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                                  | National Presto Industries Inc                                  | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $16447.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                                    | MediaTek Inc                                                    | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     13000 | NS      | $623546.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National Research Corp                                          | National Research Corp                                          | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |       299 | NS      | $5077.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                                    | NNN REIT Inc                                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |      1000 | NS      | $42030.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SRF Ltd                                                         | SRF Ltd                                                         | CUSIP: 000000000<br>LEI: 335800436F28GT8ZW506 | Long             | EC               | CORP              | IN        |      1201 | NS      | $31186.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LS Electric Co Ltd                                              | LS Electric Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400AF8KS117D7D072 | Long             | EC               | CORP              | KR        |       134 | NS      | $66977.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Vision Holdings Inc                                    | National Vision Holdings Inc                                    | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1852 | NS      | $47966.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc                                  | Natural Gas Services Group Inc                                  | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       271 | NS      | $10227.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balkrishna Industries Ltd                                       | Balkrishna Industries Ltd                                       | CUSIP: 000000000<br>LEI: 3358006BD9NZGXG1I436 | Long             | EC               | CORP              | IN        |       654 | NS      | $14549.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                          | Natural Grocers by Vitamin Cottage Inc                          | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       340 | NS      | $8789.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                                  | Nature's Sunshine Products Inc                                  | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $9452.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                                   | Nomura Research Institute Ltd                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      2160 | NS      | $58971.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navan Inc                                                       | Navan Inc                                                       | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |       888 | NS      | $11757.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                                    | Navient Corp                                                    | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      1616 | NS      | $13218.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                                      | Navitas Semiconductor Corp                                      | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |      4830 | NS      | $42359.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc                                                  | NB Bancorp Inc                                                  | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $19531.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc                                        | Nippon Building Fund Inc                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |        51 | NS      | $42719.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                                  | Shinhan Financial Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      3753 | NS      | $223683.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Inc                                                      | Nelnet Inc                                                      | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       307 | NS      | $39590.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                                     | Neogen Corp                                                     | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      5199 | NS      | $48298.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                                 | NeoGenomics Inc                                                 | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3027 | NS      | $22460.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neonode Inc                                                     | Neonode Inc                                                     | CUSIP: 64051M709<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $588.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HMM Co Ltd                                                      | HMM Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |      2656 | NS      | $34800.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corp                                                      | S-Oil Corp                                                      | CUSIP: 000000000<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |       337 | NS      | $23108.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nerdy Inc                                                       | Nerdy Inc                                                       | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2003 | NS      | $1634.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc                                                  | NerdWallet Inc                                                  | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |       942 | NS      | $9777.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                                     | Hankyu Hanshin Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $37498.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                                      | Harmony Gold Mining Co Ltd                                      | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |      4597 | NS      | $69422.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Net Power Inc                                                   | Net Power Inc                                                   | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       898 | NS      | $1400.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charoen Pokphand Foods PCL                                      | Charoen Pokphand Foods PCL                                      | CUSIP: 000000000<br>LEI: 529900FJ3AI2GKGIWK15 | Long             | EC               | CORP              | TH        |     31162 | NS      | $19933.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                      | NetApp Inc                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1167 | NS      | $119489.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                     | Netflix Inc                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     23830 | NS      | $2291254.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NET Lease Office Properties                                     | NET Lease Office Properties                                     | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               |  | US        |       354 | NS      | $4078.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                                     | NETGEAR Inc                                                     | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       625 | NS      | $13650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                            | NetScout Systems Inc                                            | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1661 | NS      | $52803.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fubon Financial Holding Co Ltd                                  | Fubon Financial Holding Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |     74114 | NS      | $202903.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Nan Financial Holdings Co Ltd                               | Hua Nan Financial Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     72292 | NS      | $75785.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                                  | NETSTREIT Corp                                                  | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |      1991 | NS      | $37490.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                      | Neurocrine Biosciences Inc                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       600 | NS      | $79044.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                                       | Advanced Info Service PCL                                       | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |      8325 | NS      | $95023.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NeuroPace Inc                                                   | NeuroPace Inc                                                   | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       605 | NS      | $7955.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics Inc                                                 | Neuronetics Inc                                                 | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |      1175 | NS      | $1703.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc                                                   | Neurogene Inc                                                   | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |       289 | NS      | $5826.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Port Holdings Co Ltd                            | China Merchants Port Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 529900GA4UH90FUOR048 | Long             | EC               | CORP              | HK        |     14353 | NS      | $26935.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                              | Hikari Tsushin Inc                                              | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       100 | NS      | $25379.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotai Motor Co Ltd                                              | Hotai Motor Co Ltd                                              | CUSIP: 000000000<br>LEI: 254900ZL0NDWNH1MNQ51 | Long             | EC               | CORP              | TW        |      2940 | NS      | $45144.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Thailand PCL                                  | Delta Electronics Thailand PCL                                  | CUSIP: 000000000<br>LEI: 529900JKLVG9Y2SVWL93 | Long             | EC               | CORP              | TH        |     26640 | NS      | $216370.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Future M Co Ltd                                           | POSCO Future M Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       279 | NS      | $38541.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                          | CapitaLand Integrated Commercial Trust                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |     34912 | NS      | $62390.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT PCL                                                         | PTT PCL                                                         | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |     76605 | NS      | $81297.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                                      | Atlas Energy Solutions Inc                                      | CUSIP: 642045108<br>LEI: 254900IYAISQ4C8AVO27 | Long             | EC               | CORP              | US        |      1806 | NS      | $23694.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd                               | Henderson Land Development Co Ltd                               | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      8000 | NS      | $29725.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                             | Resona Holdings Inc                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     12000 | NS      | $136561.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co Ltd                           | Far EasTone Telecommunications Co Ltd                           | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |     10000 | NS      | $28883.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co Ltd                                 | Yuanta Financial Holding Co Ltd                                 | CUSIP: 000000000<br>LEI: 21380045JG57LJEFFE13 | Long             | EC               | CORP              | TW        |     92528 | NS      | $131534.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp of China Ltd                                      | Aluminum Corp of China Ltd                                      | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |     34000 | NS      | $49747.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Financial Holding Co Ltd                                 | Cathay Financial Holding Co Ltd                                 | CUSIP: 000000000<br>LEI: 5299009XR1QLFAMQ3X77 | Long             | EC               | CORP              | TW        |     79529 | NS      | $177813.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                     | Hitachi Ltd                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     26770 | NS      | $783410.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KGI Financial Holding Co Ltd                                    | KGI Financial Holding Co Ltd                                    | CUSIP: 000000000<br>LEI: 213800CVM61O866CGD19 | Long             | EC               | CORP              | TW        |    129911 | NS      | $79801.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                                 | Sumitomo Mitsui Trust Group Inc                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      3700 | NS      | $117584.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Co Ltd                                  | E.Sun Financial Holding Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |    117064 | NS      | $116258.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                                      | Hongkong Land Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |      7000 | NS      | $54550.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                              | Honda Motor Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     21524 | NS      | $173784.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                                       | Power Assets Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |      8000 | NS      | $62423.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                          | Wharf Holdings Ltd/The                                          | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |      6000 | NS      | $16560.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL Corp Bhd                                                    | YTL Corp Bhd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     22900 | NS      | $9664.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Inc                                                | Viper Energy Inc                                                | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $42291.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                                    | Hong Kong & China Gas Co Ltd                                    | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |     71650 | NS      | $65184.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Bank Bhd                                             | Hong Leong Bank Bhd                                             | CUSIP: 000000000<br>LEI: 549300BUPYUQGB5BFX94 | Long             | EC               | CORP              | MY        |      6300 | NS      | $34239.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                               | Hon Hai Precision Industry Co Ltd                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    107000 | NS      | $654065.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                                       | Capitec Bank Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       788 | NS      | $191387.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                       | Hoya Corp                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      2000 | NS      | $345881.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                               | Bharti Airtel Ltd                                               | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     22350 | NS      | $424725.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                         | New Fortress Energy Inc                                         | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |      5379 | NS      | $3173.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mega Financial Holding Co Ltd                                   | Mega Financial Holding Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     92795 | NS      | $112619.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd             | HD Korea Shipbuilding & Offshore Engineering Co Ltd             | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       367 | NS      | $85058.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                            | Hyundai Mobis Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       471 | NS      | $121527.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                                    | SK hynix Inc                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      4644 | NS      | $2634841.93   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Engineering & Construction Co Ltd                       | Hyundai Engineering & Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 988400CEQG9N710HN313 | Long             | EC               | CORP              | KR        |       670 | NS      | $65411.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                                | Hyundai Motor Co                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |       189 | NS      | $29573.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                                | Hyundai Motor Co                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |      1183 | NS      | $364435.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                        | Israel Discount Bank Ltd                                        | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      7044 | NS      | $70831.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                                         | Largan Precision Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $68593.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co Ltd                                     | TS Financial Holding Co Ltd                                     | CUSIP: 000000000<br>LEI: 254900NDEO99JV07HK17 | Long             | EC               | CORP              | TW        |    175309 | NS      | $128946.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                   | ICL Group Ltd                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      3878 | NS      | $19931.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc                   | International Container Terminal Services Inc                   | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      8750 | NS      | $99201.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                                   | Ibiden Co Ltd                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      1500 | NS      | $74879.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idaho Strategic Resources Inc                                   | Idaho Strategic Resources Inc                                   | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $10471.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infratil Ltd                                                    | Infratil Ltd                                                    | CUSIP: 000000000<br>LEI: 529900ITMGRD45OLDY30 | Long             | EC               | CORP              | NZ        |      5971 | NS      | $39967.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inventec Corp                                                   | Inventec Corp                                                   | CUSIP: 000000000<br>LEI: 391200XSJU5WEVAXB086 | Long             | EC               | CORP              | TW        |     26249 | NS      | $33641.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp                                       | New Jersey Resources Corp                                       | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      2421 | NS      | $132961.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Financial Ltd                                           | Phoenix Financial Ltd                                           | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      1311 | NS      | $69706.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gas Holdings Ltd                                          | China Gas Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 254900KTSZLZ21VV8T33 | Long             | EC               | CORP              | BM        |     25616 | NS      | $23410.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                        | Industrial Bank of Korea                                        | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |      2374 | NS      | $34291.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                  | Galaxy Entertainment Group Ltd                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     11000 | NS      | $49725.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                        | IHI Corp                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      6000 | NS      | $123498.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                | Isuzu Motors Ltd                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      3500 | NS      | $50280.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                     | ITOCHU Corp                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     34745 | NS      | $440903.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                   | Jardine Matheson Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      1000 | NS      | $71883.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jollibee Foods Corp                                             | Jollibee Foods Corp                                             | CUSIP: 000000000<br>LEI: 2138009XN3KTAAKUPR35 | Long             | EC               | CORP              | PH        |      5580 | NS      | $16329.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                               | Japan Tobacco Inc                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      7007 | NS      | $268165.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                                     | Aeon Co Ltd                                                     | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |     12925 | NS      | $154156.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                                     | Kajima Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $91335.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                              | Rithm Capital Corp                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |      3000 | NS      | $28440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                | Kansai Electric Power Co Inc/The                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      5500 | NS      | $91222.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                        | Kao Corp                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      2600 | NS      | $100966.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                                   | Kawasaki Heavy Industries Ltd                                   | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |      4500 | NS      | $84427.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                       | Kawasaki Kisen Kaisha Ltd                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      1900 | NS      | $32014.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp                                                   | Kikkoman Corp                                                   | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |      4300 | NS      | $38944.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                        | Kia Corp                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      2096 | NS      | $206940.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                    | Keyence Corp                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      1182 | NS      | $419664.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                           | Kirin Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      4500 | NS      | $71404.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                | Flagstar Bank NA                                                | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |      7263 | NS      | $95653.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp                                       | Korea Electric Power Corp                                       | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |      2189 | NS      | $62234.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adamas Trust Inc                                                | Adamas Trust Inc                                                | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |      1961 | NS      | $14432.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                                     | Komatsu Ltd                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      5514 | NS      | $219039.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                               | Konami Group Corp                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       600 | NS      | $73757.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korean Air Lines Co Ltd                                         | Korean Air Lines Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |      1295 | NS      | $20889.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuala Lumpur Kepong Bhd                                         | Kuala Lumpur Kepong Bhd                                         | CUSIP: 000000000<br>LEI: 2549009JSTRFMR7A8D34 | Long             | EC               | CORP              | MY        |      3681 | NS      | $19646.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                                                     | Kubota Corp                                                     | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      5600 | NS      | $89523.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                                    | Kyocera Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $113193.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                              | Kyowa Kirin Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |      1400 | NS      | $22857.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                                           | New York Times Co/The                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       901 | NS      | $75440.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuwait Finance House KSCP                                       | Kuwait Finance House KSCP                                       | CUSIP: 000000000<br>LEI: 2549007KX0N057S9BC98 | Long             | EC               | CORP              | KW        |     93309 | NS      | $242615.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                                   | Lasertec Corp                                                   | CUSIP: 000000000<br>LEI: 5299008UY0JUHZ3SAQ87 | Long             | EC               | CORP              | JP        |       438 | NS      | $97251.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                               | Newell Brands Inc                                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      1870 | NS      | $6414.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                       | Tokio Marine Holdings Inc                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     10769 | NS      | $504283.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co                                    | Metropolitan Bank & Trust Co                                    | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |     14020 | NS      | $14654.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                                  | NewMarket Corp                                                  | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        43 | NS      | $27560.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                               | Newmark Group Inc                                               | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3517 | NS      | $52719.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                    | Newmont Corp                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6157 | NS      | $666495.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatar Fuel QSC                                                  | Qatar Fuel QSC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |      4477 | NS      | $17804.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                                           | NPK International Inc                                           | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      1924 | NS      | $27878.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HLB Inc                                                         | HLB Inc                                                         | CUSIP: 000000000<br>LEI: 988400ZL885PLZG8E576 | Long             | EC               | CORP              | KR        |       793 | NS      | $26197.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite-On Technology Corp                                         | Lite-On Technology Corp                                         | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     16693 | NS      | $76391.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                                              | LG Electronics Inc                                              | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |       691 | NS      | $50097.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp                                                       | News Corp                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2094 | NS      | $52203.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                       | News Corp                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       571 | NS      | $16279.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newsmax Inc                                                     | Newsmax Inc                                                     | CUSIP: 65250K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $5888.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne Inc                                                   | NewtekOne Inc                                                   | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |       645 | NS      | $7062.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                               | SinoPac Financial Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    122703 | NS      | $119133.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                                   | CTBC Financial Holding Co Ltd                                   | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    148000 | NS      | $240517.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Financial Services Software Ltd                          | Oracle Financial Services Software Ltd                          | CUSIP: 000000000<br>LEI: 3358008SYNPKSPNMTJ57 | Long             | EC               | CORP              | IN        |       230 | NS      | $16518.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nextpower Inc                                                   | Nextpower Inc                                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3468 | NS      | $418067.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd                                   | Geely Automobile Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |     58000 | NS      | $154761.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                         | Nexstar Media Group Inc                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       114 | NS      | $20614.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                              | NextEra Energy Inc                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     11738 | NS      | $1090225.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Diversified Real Estate Trust                          | NexPoint Diversified Real Estate Trust                          | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               |  | US        |      1055 | NS      | $4926.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                                        | Nova Ltd                                                        | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       171 | NS      | $75199.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust Inc                                  | NexPoint Residential Trust Inc                                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |       516 | NS      | $12900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                                 | NextDecade Corp                                                 | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |      4165 | NS      | $31903.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                                                 | NI Holdings Inc                                                 | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |       206 | NS      | $2655.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                                | Nexpoint Real Estate Finance Inc                                | CUSIP: 65342V101<br>LEI: 254900I8YGFSQ717PG17 | Long             | EC               |  | US        |       166 | NS      | $2236.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc                                           | Nextdoor Holdings Inc                                           | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4813 | NS      | $6738.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                                     | NextNav Inc                                                     | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Long             | EC               | CORP              | US        |      2240 | NS      | $35884.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Gas Group Ltd                                   | China Resources Gas Group Ltd                                   | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | BM        |      7700 | NS      | $18764.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                      | BOC Hong Kong Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     21500 | NS      | $118630.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                      | BYD Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     30600 | NS      | $418396.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp                                                         | LG Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       356 | NS      | $20129.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co Ltd                               | NH Investment & Securities Co Ltd                               | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |      1218 | NS      | $24778.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nicolet Bankshares Inc                                          | Nicolet Bankshares Inc                                          | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $65392.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                        | NIKE Inc                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      6431 | NS      | $339685.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JX Advanced Metals Corp                                         | JX Advanced Metals Corp                                         | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |      3200 | NS      | $70752.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                                | JFE Holdings Inc                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      3600 | NS      | $42044.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 908 Devices Inc                                                 | 908 Devices Inc                                                 | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $5091.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd                                        | NioCorp Developments Ltd                                        | CUSIP: 654484609<br>LEI: 5299001QL26XJPOD3A17 | Long             | EC               | CORP              | CA        |      2435 | NS      | $10860.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co Ltd                                    | Asia Vital Components Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $198148.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                  | Abu Dhabi Commercial Bank PJSC                                  | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |     30671 | NS      | $104716.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                                    | NiSource Inc                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2783 | NS      | $129854.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                                      | nLight Inc                                                      | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1104 | NS      | $62950.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                                      | Nkarta Inc                                                      | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1447 | NS      | $3053.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                                     | Makita Corp                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      1400 | NS      | $45901.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd                                             | Malayan Banking Bhd                                             | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |     45189 | NS      | $127192.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                                    | Nordson Corp                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       235 | NS      | $62524.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MISC Bhd                                                        | MISC Bhd                                                        | CUSIP: 000000000<br>LEI: 9845002055U77FF6B972 | Long             | EC               | CORP              | MY        |      5975 | NS      | $12537.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                           | Norfolk Southern Corp                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1248 | NS      | $358176.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp                                                      | NAVER Corp                                                      | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      1247 | NS      | $169777.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oilfield Services Ltd                                     | China Oilfield Services Ltd                                     | CUSIP: 000000000<br>LEI: 529900J4X53VL8QQW675 | Long             | EC               | CORP              | CN        |     14000 | NS      | $16043.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                             | Sumitomo Mitsui Financial Group Inc                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     21399 | NS      | $701902.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                                   | MTN Group Ltd                                                   | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     14906 | NS      | $172056.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                        | CapitaLand Ascendas REIT                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |     25400 | NS      | $48851.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebras Energy                                                   | Nebras Energy                                                   | CUSIP: 000000000<br>LEI: 2763MA9U3F8LNMP1G116 | Long             | EC               | CORP              | QA        |      2114 | NS      | $8337.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                                   | Marubeni Corp                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      8200 | NS      | $299245.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar International Islamic Bank QSC                            | Qatar International Islamic Bank QSC                            | CUSIP: 000000000<br>LEI: 2549007SZGKT5N5ND952 | Long             | EC               | CORP              | QA        |      8620 | NS      | $26374.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                         | Panasonic Holdings Corp                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     13600 | NS      | $227538.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Bank of India Ltd                                         | Union Bank of India Ltd                                         | CUSIP: 000000000<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               | CORP              | IN        |     17524 | NS      | $30724.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Holding Co Ltd                                  | First Financial Holding Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900BC1U046Q2GUZ64 | Long             | EC               | CORP              | TW        |     88118 | NS      | $78511.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd                               | Sun Pharmaceutical Industries Ltd                               | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |      8431 | NS      | $157686.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                               | Suncorp Group Ltd                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      6220 | NS      | $69294.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                      | Mizuho Financial Group Inc                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     14600 | NS      | $589632.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                        | Mitsubishi Estate Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      6200 | NS      | $171673.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                 | Mitsubishi Corp                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     18846 | NS      | $644965.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                        | Mitsubishi Electric Corp                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     11100 | NS      | $362170.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                 | Mitsubishi Heavy Industries Ltd                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     18770 | NS      | $514488.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                                 | Mitsui & Co Ltd                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     14408 | NS      | $555559.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                            | Mitsui OSK Lines Ltd                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      2000 | NS      | $82920.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                           | Mitsui Fudosan Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     15400 | NS      | $163773.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co KSCP                               | Mobile Telecommunications Co KSCP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |     14744 | NS      | $27144.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Divi's Laboratories Ltd                                         | Divi's Laboratories Ltd                                         | CUSIP: 000000000<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |      1006 | NS      | $63564.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                                   | FirstRand Ltd                                                   | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |     44771 | NS      | $226568.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siam Cement PCL/The                                             | Siam Cement PCL/The                                             | CUSIP: 000000000<br>LEI: 254900RMCZY0X6F2KB70 | Long             | EC               | CORP              | TH        |      5839 | NS      | $37252.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                     | Murata Manufacturing Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      9700 | NS      | $217114.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Plastics Corp                                            | Nan Ya Plastics Corp                                            | CUSIP: 000000000<br>LEI: 254900L66RP14M9UOM28 | Long             | EC               | CORP              | TW        |     43000 | NS      | $102799.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                       | First Abu Dhabi Bank PJSC                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     37015 | NS      | $175629.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                     | National Australia Bank Ltd                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     17935 | NS      | $514984.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                               | Nedbank Group Ltd                                               | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |      4003 | NS      | $62382.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle Malaysia Bhd                                             | Nestle Malaysia Bhd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       939 | NS      | $22986.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruti Suzuki India Ltd                                         | Maruti Suzuki India Ltd                                         | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |      1111 | NS      | $145718.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                        | Renesas Electronics Corp                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     10300 | NS      | $146905.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                 | Nintendo Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      6433 | NS      | $366343.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                                      | Denso Corp                                                      | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     10160 | NS      | $127078.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                        | NEC Corp                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      7500 | NS      | $186171.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                                    | Nippon Paint Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |      5400 | NS      | $33778.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp                                      | Nippon Sanso Holdings Corp                                      | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |      1100 | NS      | $38909.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northeast Bank                                                  | Northeast Bank                                                  | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       173 | NS      | $19440.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORP                                                      | NIDEC CORP                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      5300 | NS      | $67137.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northeast Community Bancorp Inc                                 | Northeast Community Bancorp Inc                                 | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |       294 | NS      | $6997.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                         | NTT Inc                                                         | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    173725 | NS      | $173385.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                | Nitto Denko Corp                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      3900 | NS      | $77827.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                             | MINEBEA MITSUMI Inc                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |      2300 | NS      | $38099.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                               | Nippon Steel Corp                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     28000 | NS      | $103001.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                             | Nissan Motor Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     12600 | NS      | $27242.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                             | Nomura Holdings Inc                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     17400 | NS      | $136676.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                 | Nippon Yusen KK                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      2400 | NS      | $87950.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co Ltd                                          | Nitori Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $39622.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                        | Nice Ltd                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       400 | NS      | $43978.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                      | Oriental Land Co Ltd/Japan                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      6300 | NS      | $106965.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                     | Bank Mandiri Persero Tbk PT                                     | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    295000 | NS      | $82807.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co Ltd                                | Korea Investment Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       342 | NS      | $47713.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas Inc                                          | Northern Oil & Gas Inc                                          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      2284 | NS      | $66761.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                                   | Obayashi Corp                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      3700 | NS      | $89398.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                             | Northern Trust Corp                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1032 | NS      | $144036.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                                    | Olympus Corp                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      7000 | NS      | $66529.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd                               | Orient Overseas International Ltd                               | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |      1500 | NS      | $26755.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Co Ltd                                                   | Doosan Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400GNQKLXZRRQQE60 | Long             | EC               | CORP              | KR        |        62 | NS      | $45025.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                                       | ORIX Corp                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      6800 | NS      | $201276.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northfield Bancorp Inc                                          | Northfield Bancorp Inc                                          | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       878 | NS      | $11888.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                                | Osaka Gas Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      2100 | NS      | $84853.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northpointe Bancshares Inc                                      | Northpointe Bancshares Inc                                      | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |       488 | NS      | $8422.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                                            | Northrim BanCorp Inc                                            | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       517 | NS      | $11828.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                           | Northrop Grumman Corp                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       734 | NS      | $500764.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wistron Corp                                                    | Wistron Corp                                                    | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | EC               | CORP              | TW        |     26000 | NS      | $103391.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Bancshares Inc                                        | Northwest Bancshares Inc                                        | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3439 | NS      | $43640.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industries Qatar QSC                                            | Industries Qatar QSC                                            | CUSIP: 000000000<br>LEI: 2763E5KI3B6J7HLSFX16 | Long             | EC               | CORP              | QA        |     14682 | NS      | $42904.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                                    | Northwest Natural Holding Co                                    | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       976 | NS      | $51942.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                                         | NWPX Infrastructure Inc                                         | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       219 | NS      | $17051.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                                   | Northwestern Energy Group Inc                                   | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1476 | NS      | $97327.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                 | Gen Digital Inc                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      2826 | NS      | $53213.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                                              | POSCO Holdings Inc                                              | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       625 | NS      | $140726.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwood Financial Corp                                          | Norwood Financial Corp                                          | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257 | NS      | $7560.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Dagangan Bhd                                           | Petronas Dagangan Bhd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      2800 | NS      | $15140.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINISO Group Holding Ltd                                        | MINISO Group Holding Ltd                                        | CUSIP: 66981J102<br>LEI: 2549006PIKT2YKNBL092 | Long             | EC               | CORP              | KY        |       576 | NS      | $9331.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                                          | Novagold Resources Inc                                          | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |      6680 | NS      | $59986.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                                     | Novavax Inc                                                     | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      3533 | NS      | $28758.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                                     | Novanta Inc                                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       864 | NS      | $102047.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uni-President Enterprises Corp                                  | Uni-President Enterprises Corp                                  | CUSIP: 000000000<br>LEI: 254900DAXBDMVEXU5959 | Long             | EC               | CORP              | TW        |     35000 | NS      | $78181.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Metal Aluminium Holdings Bhd                              | Press Metal Aluminium Holdings Bhd                              | CUSIP: 000000000<br>LEI: 254900RO5GQ4M0YV5S47 | Long             | EC               | CORP              | MY        |     38400 | NS      | $76363.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNOW Inc                                                        | DNOW Inc                                                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      4417 | NS      | $52606.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                         | Nu Skin Enterprises Inc                                         | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      1146 | NS      | $8342.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurobindo Pharma Ltd                                            | Aurobindo Pharma Ltd                                            | CUSIP: 000000000<br>LEI: 335800G4T2A353RDGM23 | Long             | EC               | CORP              | IN        |      2662 | NS      | $37018.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                      | Nucor Corp                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1283 | NS      | $216955.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Gas Bhd                                                | Petronas Gas Bhd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      6549 | NS      | $29049.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| President Chain Store Corp                                      | President Chain Store Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $42258.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                     | Nutanix Inc                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      1574 | NS      | $59827.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd                                 | PICC Property & Casualty Co Ltd                                 | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     64000 | NS      | $117824.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                     | NVIDIA Corp                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    131613 | NS      | $22953307.20  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                                    | Nuvalent Inc                                                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1198 | NS      | $122735.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                     | Nutrien Ltd                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      2830 | NS      | $212947.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AviChina Industry & Technology Co Ltd                           | AviChina Industry & Technology Co Ltd                           | CUSIP: 000000000<br>LEI: 5299003TVA3JVDKJGF39 | Long             | EC               | CORP              | CN        |     35000 | NS      | $14948.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NuScale Power Corp                                              | NuScale Power Corp                                              | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3781 | NS      | $40986.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                                                | Nutex Health Inc                                                | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               | CORP              | US        |        95 | NS      | $9028.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                          | Nurix Therapeutics Inc                                          | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2366 | NS      | $36673.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                                | Nuvation Bio Inc                                                | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5650 | NS      | $24238.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvectis Pharma Inc                                             | Nuvectis Pharma Inc                                             | CUSIP: 67080T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $3362.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                                 | OGE Energy Corp                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1150 | NS      | $55154.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                            | Bank Rakyat Indonesia Persero Tbk PT                            | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |    566509 | NS      | $113200.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| O-I Glass Inc                                                   | O-I Glass Inc                                                   | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3643 | NS      | $38287.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                              | Qantas Airways Ltd                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      3798 | NS      | $22147.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                         | O'Reilly Automotive Inc                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      4685 | NS      | $432472.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                     | OFG Bancorp                                                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1045 | NS      | $42280.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                                 | OSI Systems Inc                                                 | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       374 | NS      | $99300.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                                      | OP Bancorp                                                      | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |       374 | NS      | $4974.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Power Holdings Co Ltd                           | China Resources Power Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: 529900K60FC0AI053735 | Long             | EC               | CORP              | HK        |     12000 | NS      | $28035.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Islamic Bank QPSC                                         | Qatar Islamic Bank QPSC                                         | CUSIP: 000000000<br>LEI: 254900CFGPXJI71OHT95 | Long             | EC               | CORP              | QA        |     11475 | NS      | $71707.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                         | QBE Insurance Group Ltd                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      8729 | NS      | $127868.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                     | Northern Star Resources Ltd                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      7872 | NS      | $113596.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Valley Bancorp                                              | Oak Valley Bancorp                                              | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       195 | NS      | $6323.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wall Motor Co Ltd                                         | Great Wall Motor Co Ltd                                         | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |     23033 | NS      | $37294.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co Ltd                                     | China Life Insurance Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |     68000 | NS      | $216963.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                       | Zijin Mining Group Co Ltd                                       | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     55119 | NS      | $247984.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                                | TVS Motor Co Ltd                                                | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |      2167 | NS      | $77877.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel Ltd                                                | Jindal Steel Ltd                                                | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |      3554 | NS      | $42215.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                            | Bank Negara Indonesia Persero Tbk PT                            | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    113700 | NS      | $25390.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MMG Ltd                                                         | MMG Ltd                                                         | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | EC               | CORP              | HK        |     36000 | NS      | $34112.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airports of Thailand PCL                                        | Airports of Thailand PCL                                        | CUSIP: 000000000<br>LEI: 5299006VS4CU6LW0TY22 | Long             | EC               | CORP              | TH        |     38709 | NS      | $61760.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                               | Chord Energy Corp                                               | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       300 | NS      | $42654.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Co Ltd                    | Shandong Weigao Group Medical Polymer Co Ltd                    | CUSIP: 000000000<br>LEI: 5299005WQUU15JQU8S60 | Long             | EC               | CORP              | CN        |     16000 | NS      | $7694.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Stainless Ltd                                            | Jindal Stainless Ltd                                            | CUSIP: 000000000<br>LEI: 3358003QFQMSFDO7BP20 | Long             | EC               | CORP              | IN        |      2897 | NS      | $21975.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                        | Japan Exchange Group Inc                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      5600 | NS      | $65238.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                                            | Weichai Power Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |     17401 | NS      | $61715.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samvardhana Motherson International Ltd                         | Samvardhana Motherson International Ltd                         | CUSIP: 000000000<br>LEI: 335800C7BQ19CKG8GH63 | Long             | EC               | CORP              | IN        |     42208 | NS      | $47372.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc                                              | E Ink Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |      7000 | NS      | $30533.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                                | T&D Holdings Inc                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      2700 | NS      | $68991.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                               | International Games System Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $47773.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                       | Occidental Petroleum Corp                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      4099 | NS      | $266435.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                                   | Oceaneering International Inc                                   | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      2360 | NS      | $83709.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                                       | OceanFirst Financial Corp                                       | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1314 | NS      | $23704.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc                                                 | Onity Group Inc                                                 | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       175 | NS      | $6872.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                                          | Ocular Therapeutix Inc                                          | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      4410 | NS      | $37352.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                           | Ryohin Keikaku Co Ltd                                           | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      3200 | NS      | $68121.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                           | Valterra Platinum Ltd                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      2177 | NS      | $180895.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                                        | SMC Corp                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       357 | NS      | $140067.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                             | SoftBank Group Corp                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     21660 | NS      | $526139.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                              | Samsung SDI Co Ltd                                              | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |       522 | NS      | $144638.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd                                | Samsung Electro-Mechanics Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       466 | NS      | $133513.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                      | Samsung Electronics Co Ltd                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     40305 | NS      | $4714124.92   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Samyang Foods Co Ltd                                            | Samyang Foods Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        37 | NS      | $29995.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Heavy Industries Co Ltd                                 | Samsung Heavy Industries Co Ltd                                 | CUSIP: 000000000<br>LEI: 988400OSK0T9LDTWNC20 | Long             | EC               | CORP              | KR        |      5823 | NS      | $97576.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                                         | Hanwha Aerospace Co Ltd                                         | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |       297 | NS      | $253253.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                      | Samsung Electronics Co Ltd                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      6887 | NS      | $555942.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co Ltd                                                   | Sanrio Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |      5000 | NS      | $31011.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                                      | Santos Ltd                                                      | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |     18781 | NS      | $102046.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohio Valley Banc Corp                                           | Ohio Valley Banc Corp                                           | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $3947.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Ltd                                                       | Sasol Ltd                                                       | CUSIP: 000000000<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |      4033 | NS      | $52586.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil-Dri Corp of America                                         | Oil-Dri Corp of America                                         | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       228 | NS      | $14840.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                                    | Oil States International Inc                                    | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      1300 | NS      | $15132.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co Ltd                                                    | Secom Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      2300 | NS      | $87396.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                                        | Okta Inc                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1061 | NS      | $83511.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                                            | Olaplex Holdings Inc                                            | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3431 | NS      | $6964.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                         | Sekisui Chemical Co Ltd                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      2100 | NS      | $35170.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                               | Sekisui House Ltd                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      3458 | NS      | $77296.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                                   | Old Dominion Freight Line Inc                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1058 | NS      | $206733.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                         | Old National Bancorp/IN                                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      8324 | NS      | $183960.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoprite Holdings Ltd                                           | Shoprite Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 529900Q4O1EYP6NH5150 | Long             | EC               | CORP              | ZA        |      4310 | NS      | $69868.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                 | Old Republic International Corp                                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      1310 | NS      | $52269.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                          | Old Second Bancorp Inc                                          | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      1178 | NS      | $23748.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp                                                   | Shimadzu Corp                                                   | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |      1500 | NS      | $35558.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                                    | Shimizu Corp                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      3200 | NS      | $57272.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                       | Shin-Etsu Chemical Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      9812 | NS      | $398565.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                               | Shionogi & Co Ltd                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      4400 | NS      | $97096.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                                     | Shimano Inc                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       452 | NS      | $47075.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                                 | Shiseido Co Ltd                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      2500 | NS      | $50951.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                                                    | Hulic Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |      2900 | NS      | $33722.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olema Pharmaceuticals Inc                                       | Olema Pharmaceuticals Inc                                       | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1659 | NS      | $24735.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                                       | Olin Corp                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       490 | NS      | $14567.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co Ltd                                                | Sino Land Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |     19480 | NS      | $28548.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                             | Ollie's Bargain Outlet Holdings Inc                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       400 | NS      | $36816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                                          | Singapore Airlines Ltd                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     10200 | NS      | $52416.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omada Health Inc                                                | Omada Health Inc                                                | CUSIP: 68170A108<br>LEI: 5299008WYNYU33NFKF88 | Long             | EC               | CORP              | US        |       790 | NS      | $9930.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Prime Holdings Inc                                           | SM Prime Holdings Inc                                           | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |    101200 | NS      | $34066.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                               | Omnicom Group Inc                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1760 | NS      | $132545.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                                  | Omega Healthcare Investors Inc                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      1536 | NS      | $67307.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc                                                  | Omega Flex Inc                                                  | CUSIP: 682095104<br>LEI: 254900V3UM4PIXLDNU54 | Long             | EC               | CORP              | US        |        90 | NS      | $2793.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                                            | Sonic Healthcare Ltd                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      2622 | NS      | $36982.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicell Inc                                                    | Omnicell Inc                                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1083 | NS      | $36150.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp                                                     | Omeros Corp                                                     | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |      1523 | NS      | $16082.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                 | Sony Group Corp                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     35945 | NS      | $747378.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                            | Washington H Soul Pattinson & Co Ltd                            | CUSIP: 000000000<br>LEI: 254900CV4BQYQLH2KI62 | Long             | EC               | CORP              | AU        |      2208 | NS      | $61597.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                           | ON Semiconductor Corp                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2217 | NS      | $137276.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                                      | OmniAb Inc                                                      | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2629 | NS      | $4127.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                                      | OMNIAB INC                                                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       197 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OMNIAB INC                                                      | OMNIAB INC                                                      | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       197 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ONE Gas Inc                                                     | ONE Gas Inc                                                     | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      1435 | NS      | $123596.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The                                      | Oncology Institute Inc/The                                      | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1910 | NS      | $5863.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                                      | One Liberty Properties Inc                                      | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |       436 | NS      | $9356.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                           | 1-800-Flowers.com Inc                                           | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $1665.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                       | ONEOK Inc                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      3615 | NS      | $326759.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                            | OneMain Holdings Inc                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       600 | NS      | $32094.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                             | OneWater Marine Inc                                             | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $3420.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                                     | OneSpan Inc                                                     | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |       987 | NS      | $10393.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                             | Onto Innovation Inc                                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       290 | NS      | $59470.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                        | ON24 Inc                                                        | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |       889 | NS      | $7200.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                        | Ooma Inc                                                        | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $8162.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAL Fuels Inc                                                  | OPAL Fuels Inc                                                  | CUSIP: 68347P103<br>LEI: 529900ATA8EX6J0VUZ84 | Long             | EC               | CORP              | US        |       502 | NS      | $1265.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                                  | Open Text Corp                                                  | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      1665 | NS      | $36985.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                               | Open Lending Corp                                               | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3050 | NS      | $3812.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                                 | OPKO Health Inc                                                 | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      9774 | NS      | $11142.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                          | Oportun Financial Corp                                          | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       987 | NS      | $4550.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                                       | OppFi Inc                                                       | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $4911.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                     | Oracle Corp                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      9480 | NS      | $1394602.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                                 | OptimizeRx Corp                                                 | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $2468.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                          | Option Care Health Inc                                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      3824 | NS      | $102942.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc                                       | Orange County Bancorp Inc                                       | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $9402.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                       | Stockland                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     15234 | NS      | $45395.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OraSure Technologies Inc                                        | OraSure Technologies Inc                                        | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      1653 | NS      | $4959.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                                       | Orchid Island Capital Inc                                       | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |      4403 | NS      | $30953.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                | Sumitomo Electric Industries Ltd                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      4166 | NS      | $236139.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                                    | Sumitomo Metal Mining Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |      1400 | NS      | $81287.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                            | Sumitomo Realty & Development Co Ltd                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |      3500 | NS      | $99074.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                   | Sumitomo Corp                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      6400 | NS      | $238902.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                     | Sun Hung Kai Properties Ltd                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      8500 | NS      | $141550.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc                                      | Organogenesis Holdings Inc                                      | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      1938 | NS      | $4593.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                              | Origin Bancorp Inc                                              | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       699 | NS      | $28980.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                                        | BARK Inc                                                        | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2237 | NS      | $1133.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                                        | ORIC Pharmaceuticals Inc                                        | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |      1541 | NS      | $19524.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                                    | Organon & Co                                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       990 | NS      | $5930.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                                        | Orion Group Holdings Inc                                        | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |       847 | NS      | $9232.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                               | Suzuki Motor Corp                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      9100 | NS      | $110648.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc                                          | Ormat Technologies Inc                                          | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1451 | NS      | $162395.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                                               | Swire Pacific Ltd                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      2000 | NS      | $21862.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Malaysia Bhd                                            | Telekom Malaysia Bhd                                            | CUSIP: 000000000<br>LEI: 254900SNFPTSDGGVEK77 | Long             | EC               | CORP              | MY        |      5897 | NS      | $10353.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                        | TDK Corp                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     11300 | NS      | $146434.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TCC Group Holdings Co Ltd                                       | TCC Group Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: 529900C56C3PB9X9ZO58 | Long             | EC               | CORP              | TW        |     59595 | NS      | $43408.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                                     | Taisei Corp                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       900 | NS      | $93015.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                    | Takeda Pharmaceutical Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      9311 | NS      | $342074.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                                  | Advantest Corp                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      4500 | NS      | $619526.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orrstown Financial Services Inc                                 | Orrstown Financial Services Inc                                 | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       430 | NS      | $15514.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                                            | OrthoPediatrics Corp                                            | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |       402 | NS      | $6379.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                            | Orthofix Medical Inc                                            | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $10678.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc                                          | Oruka Therapeutics Inc                                          | CUSIP: 687604108<br>LEI: 529900TG7O4ESUDMGI54 | Long             | EC               | CORP              | US        |       907 | NS      | $44488.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                                | Oscar Health Inc                                                | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |      4712 | NS      | $54046.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teco Electric and Machinery Co Ltd                              | Teco Electric and Machinery Co Ltd                              | CUSIP: 000000000<br>LEI: 2549007UWZXDE0Q1MR78 | Long             | EC               | CORP              | TW        |      8000 | NS      | $15710.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                    | Oshkosh Corp                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       400 | NS      | $58884.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                                     | Sysmex Corp                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      2800 | NS      | $24359.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                                     | Terumo Corp                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      7700 | NS      | $103197.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TMBThanachart Bank PCL                                          | TMBThanachart Bank PCL                                          | CUSIP: 000000000<br>LEI: 549300WKGLXEV3DB7I54 | Long             | EC               | CORP              | TH        |    400000 | NS      | $27895.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                | Kasikornbank PCL                                                | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |      3212 | NS      | $18601.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                       | Taiwan Semiconductor Manufacturing Co Ltd                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    210557 | NS      | $12177464.05  | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Bank KSCP                                                  | Gulf Bank KSCP                                                  | CUSIP: 000000000<br>LEI: 254900600P224MZQZD69 | Long             | EC               | CORP              | KW        |     17838 | NS      | $18955.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Kuwait SAKP                                    | National Bank of Kuwait SAKP                                    | CUSIP: 000000000<br>LEI: 549300NB7FE83IH6BW96 | Long             | EC               | CORP              | KW        |     71282 | NS      | $211282.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                             | Otis Worldwide Corp                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2194 | NS      | $169113.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co Ltd/Tokyo                                               | Toho Co Ltd/Tokyo                                               | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |      3000 | NS      | $31435.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                                | Tokyo Gas Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      1800 | NS      | $84567.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                              | Tokyo Electron Ltd                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      2588 | NS      | $641434.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Otter Tail Corp                                                 | Otter Tail Corp                                                 | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $80748.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp                                                      | Tokyu Corp                                                      | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |      3100 | NS      | $36504.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                             | TOPPAN Holdings Inc                                             | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      1300 | NS      | $34204.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc                                            | Toray Industries Inc                                            | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |      8900 | NS      | $63237.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ouster Inc                                                      | Ouster Inc                                                      | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1282 | NS      | $23550.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teads Holding Co                                                | Teads Holding Co                                                | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |       680 | NS      | $447.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                              | Toyota Tsusho Corp                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      4000 | NS      | $154651.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                               | Toyota Motor Corp                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     55461 | NS      | $1150096.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                              | Outfront Media Inc                                              | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      3538 | NS      | $93757.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                                              | Outset Medical Inc                                              | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $2177.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp                              | Tingyi Cayman Islands Holding Corp                              | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | KY        |     20000 | NS      | $33394.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bed Bath & Beyond Inc                                           | Bed Bath & Beyond Inc                                           | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      1845 | NS      | $8560.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaga Nasional Bhd                                             | Tenaga Nasional Bhd                                             | CUSIP: 000000000<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | CORP              | MY        |     25400 | NS      | $87485.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                     | Ovintiv Inc                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      1500 | NS      | $89040.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsingtao Brewery Co Ltd                                         | Tsingtao Brewery Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |      4924 | NS      | $30592.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accendra Health Inc                                             | Accendra Health Inc                                             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1791 | NS      | $4083.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                   | Owens Corning                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       367 | NS      | $39716.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp                                                   | Unicharm Corp                                                   | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |      6200 | NS      | $36263.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangdong Investment Ltd                                        | Guangdong Investment Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     26000 | NS      | $26044.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oxford Industries Inc                                           | Oxford Industries Inc                                           | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       336 | NS      | $12939.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                                    | United Microelectronics Corp                                    | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |     99000 | NS      | $177467.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                        | Mizrahi Tefahot Bank Ltd                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       896 | NS      | $65202.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                        | United Overseas Bank Ltd                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      7300 | NS      | $208247.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PAMT CORP                                                       | PAMT CORP                                                       | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $1656.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                                  | PBF Energy Inc                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      2003 | NS      | $95382.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                               | PC Connection Inc                                               | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       255 | NS      | $14907.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                                     | PCB Bancorp                                                     | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       256 | NS      | $5757.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd                                               | Wan Hai Lines Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7670 | NS      | $18655.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PDF Solutions Inc                                               | PDF Solutions Inc                                               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       747 | NS      | $24434.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                       | PG&E Corp                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     12080 | NS      | $212245.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                                | PJT Partners Inc                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       549 | NS      | $76706.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                            | PNC Financial Services Group Inc/The                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2205 | NS      | $458838.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                                                 | TXNM Energy Inc                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      2415 | NS      | $141180.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                              | PPG Industries Inc                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1181 | NS      | $126225.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                        | PPL Corp                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4260 | NS      | $162732.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                                   | PRA Group Inc                                                   | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       898 | NS      | $15715.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                        | PVH Corp                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       380 | NS      | $26508.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                            | PTC Therapeutics Inc                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1860 | NS      | $126721.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                         | PTC Inc                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       648 | NS      | $92333.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                      | PACCAR Inc                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2785 | NS      | $321667.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ridgepost Capital Inc                                           | Ridgepost Capital Inc                                           | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1388 | NS      | $10076.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                                  | PACS Group Inc                                                  | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $33436.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                           | Pacific Biosciences of California Inc                           | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      6559 | NS      | $8657.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                                  | Wesfarmers Ltd                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      6627 | NS      | $335871.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                                          | Pacira BioSciences Inc                                          | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $21944.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                       | Packaging Corp of America                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       483 | NS      | $102502.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                                   | PagerDuty Inc                                                   | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      2059 | NS      | $12786.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                                           | West Japan Railway Co                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      2600 | NS      | $51120.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                       | Palantir Technologies Inc                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     12299 | NS      | $1799097.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Beer Holdings Co Ltd                            | China Resources Beer Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 254900OH02Y7OS7RNG48 | Long             | EC               | CORP              | HK        |     15500 | NS      | $51302.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                          | Palo Alto Networks Inc                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4548 | NS      | $729135.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                            | Palomar Holdings Inc                                            | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       629 | NS      | $75165.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                        | Pan American Silver Corp                                        | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      2450 | NS      | $133599.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc                                       | Palvella Therapeutics Inc                                       | CUSIP: 697947109<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |       169 | NS      | $21065.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                            | Woolworths Group Ltd                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      7104 | NS      | $178078.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yageo Corp                                                      | Yageo Corp                                                      | CUSIP: 000000000<br>LEI: 5493001P0TOZH7GGNQ21 | Long             | EC               | CORP              | TW        |     14572 | NS      | $115154.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                             | Yamaha Motor Co Ltd                                             | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      5800 | NS      | $41800.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                             | Astellas Pharma Inc                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     10500 | NS      | $170754.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                          | Yokogawa Electric Corp                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      1500 | NS      | $46243.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp                                 | Yang Ming Marine Transport Corp                                 | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |     18000 | NS      | $29616.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Papa John's International Inc                                   | Papa John's International Inc                                   | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       765 | NS      | $24793.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuhan Corp                                                      | Yuhan Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       526 | NS      | $33625.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR Technology Corp                                             | PAR Technology Corp                                             | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |       929 | NS      | $12383.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                        | Par Pacific Holdings Inc                                        | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      1188 | NS      | $74416.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                                             | Park Aerospace Corp                                             | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |       434 | NS      | $11882.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ReposiTrak Inc                                                  | ReposiTrak Inc                                                  | CUSIP: 700215304<br>LEI: 5299008X1VJFCKZ94E34 | Long             | EC               | CORP              | US        |       343 | NS      | $2606.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                                       | Park Hotels & Resorts Inc                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      1200 | NS      | $12636.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                              | Park National Corp                                              | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |       353 | NS      | $57697.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp                                         | Park-Ohio Holdings Corp                                         | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $6803.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                                               | Parke Bancorp Inc                                               | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |       231 | NS      | $6560.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                            | Parker-Hannifin Corp                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       700 | NS      | $626668.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                    | Parsons Corp                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       300 | NS      | $16251.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                              | Deutsche Boerse AG                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1099 | NS      | $320930.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                          | Patrick Industries Inc                                          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       777 | NS      | $86301.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot National Bancorp Inc                                    | Patriot National Bancorp Inc                                    | CUSIP: 70336F203<br>LEI: 549300T1270P6QIGPD23 | Long             | EC               | CORP              | US        |      2165 | NS      | $2792.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                        | Patterson-UTI Energy Inc                                        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      8278 | NS      | $89650.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                     | Paychex Inc                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1718 | NS      | $158262.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                             | Paycom Software Inc                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       325 | NS      | $39500.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                          | Paylocity Holding Corp                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       290 | NS      | $31331.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                             | PayPal Holdings Inc                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5463 | NS      | $247091.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc                                                     | Paysign Inc                                                     | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1138 | NS      | $6714.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                             | Payoneer Global Inc                                             | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      6559 | NS      | $31679.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                             | Peabody Energy Corp                                             | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2926 | NS      | $96411.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                                | Peapack-Gladstone Financial Corp                                | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       380 | NS      | $13379.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                         | Pebblebrook Hotel Trust                                         | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |      2777 | NS      | $35073.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                                 | Pegasystems Inc                                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       700 | NS      | $29792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                         | Peloton Interactive Inc                                         | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      9354 | NS      | $40128.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                       | Sodexo SA                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       489 | NS      | $25022.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                           | Pembina Pipeline Corp                                           | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      3397 | NS      | $151575.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                           | Penguin Solutions Inc                                           | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |      1216 | NS      | $21401.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                                          | Penn Entertainment Inc                                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $10521.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                                           | Pennant Group Inc/The                                           | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |       794 | NS      | $24201.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                          | AXA SA                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      9769 | NS      | $447482.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Mortgage Investment Trust                              | PennyMac Mortgage Investment Trust                              | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |      2042 | NS      | $23809.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                                 | PennyMac Financial Services Inc                                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       696 | NS      | $60830.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                                     | Penske Automotive Group Inc                                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        70 | NS      | $10466.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                     | Groupe Bruxelles Lambert NV                                     | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       518 | NS      | $46970.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra Inc                                                    | Penumbra Inc                                                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       220 | NS      | $72241.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                          | Peoples Bancorp Inc/OH                                          | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       818 | NS      | $26887.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                    | Porsche Automobil Holding SE                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       963 | NS      | $35150.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                     | Novartis AG                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     11132 | NS      | $1700299.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Peoples Bancorp of North Carolina Inc                           | Peoples Bancorp of North Carolina Inc                           | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $5129.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn AG                                                       | Allwyn AG                                                       | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | LU        |      1582 | NS      | $23860.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                         | ABB Ltd                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      9169 | NS      | $741847.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       184 | NS      | $75867.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Peoples Financial Services Corp                                 | Peoples Financial Services Corp                                 | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |       221 | NS      | $11785.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                       | Holcim AG                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      2973 | NS      | $244545.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                       | Nestle SA                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     15085 | NS      | $1472429.02   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                          | LPP SA                                                          | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |         9 | NS      | $54339.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                     | Equinor ASA                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      4458 | NS      | $188798.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                     | PepsiCo Inc                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      7707 | NS      | $1196820.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                         | Perdoceo Education Corp                                         | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1557 | NS      | $57935.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                       | Perella Weinberg Partners                                       | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $26477.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                                       | Performance Food Group Co                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       900 | NS      | $77094.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                                         | Perimeter Solutions Inc                                         | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3323 | NS      | $81147.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                                     | Revvity Inc                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       660 | NS      | $57822.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Services Inc                            | Perma-Fix Environmental Services Inc                            | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |       516 | NS      | $5516.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                      | Skanska AB                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      2192 | NS      | $58920.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                          | Permian Resources Corp                                          | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      4280 | NS      | $91249.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp                                         | Perpetua Resources Corp                                         | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Long             | EC               | CORP              | CA        |      2025 | NS      | $56943.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                        | Enel SpA                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     47537 | NS      | $518072.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                         | Eni SpA                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     11934 | NS      | $338257.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Personalis Inc                                                  | Personalis Inc                                                  | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |      1298 | NS      | $8268.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Polska SA                                        | Santander Bank Polska SA                                        | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |       259 | NS      | $40890.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                               | Sonova Holding AG                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       291 | NS      | $66025.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc                                  | Petco Health & Wellness Co Inc                                  | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      2066 | NS      | $5743.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                      | Pfizer Inc                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     31831 | NS      | $893814.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                                     | Phathom Pharmaceuticals Inc                                     | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       889 | NS      | $9876.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                       | Phibro Animal Health Corp                                       | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       478 | NS      | $26438.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                 | Philip Morris International Inc                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      8750 | NS      | $1446725.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                        | Phillips Edison & Co Inc                                        | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |      3024 | NS      | $113158.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                                             | Swatch Group AG/The                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        65 | NS      | $14278.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                             | Swatch Group AG/The                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       584 | NS      | $25748.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                     | Phillips 66                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2271 | NS      | $413730.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                                      | Phinia Inc                                                      | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |       907 | NS      | $62075.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners Inc                                  | Phoenix Education Partners Inc                                  | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $4498.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                                  | Photronics Inc                                                  | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1354 | NS      | $54715.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                                    | Phreesia Inc                                                    | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      1319 | NS      | $11053.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                                       | Piedmont Realty Trust Inc                                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      2898 | NS      | $19039.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                             | EssilorLuxottica SA                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      1759 | NS      | $408596.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                            | Pilgrim's Pride Corp                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       303 | NS      | $11441.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD Holdings Inc                                                | PDD Holdings Inc                                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      6157 | NS      | $629122.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                                      | Pinnacle West Capital Corp                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       584 | NS      | $58838.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                                 | Pinnacle Financial Partners Inc                                 | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       851 | NS      | $73305.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                                   | Pinterest Inc                                                   | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      3297 | NS      | $60466.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                                          | Pioneer Bancorp Inc/NY                                          | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $4245.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                               | Piper Sandler Cos                                               | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1676 | NS      | $128297.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                                        | JUMBO SA                                                        | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |      1062 | NS      | $26895.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                                | Pitney Bowes Inc                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      3820 | NS      | $42211.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                        | Snam SpA                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     11631 | NS      | $87831.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                              | Credit Agricole SA                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      6134 | NS      | $114125.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corp SA                                            | Public Power Corp SA                                            | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |      1890 | NS      | $39388.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Inc                                              | Planet Fitness Inc                                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       500 | NS      | $37190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                                 | Planet Labs PBC                                                 | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |      6438 | NS      | $179942.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc                                                 | Playstudios Inc                                                 | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2171 | NS      | $1018.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                                           | Playtika Holding Corp                                           | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      1661 | NS      | $4617.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                     | Plexus Corp                                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       632 | NS      | $128005.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                                  | Plug Power Inc                                                  | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     31467 | NS      | $71115.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                                                  | Plumas Bancorp                                                  | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |       143 | NS      | $6981.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Projekt SA                                                   | CD Projekt SA                                                   | CUSIP: 000000000<br>LEI: 259400TYO5Q8SH8TL437 | Long             | EC               | CORP              | PL        |       649 | NS      | $41578.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | BNP Paribas SA                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      5876 | NS      | $558001.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc                                                     | Polaris Inc                                                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1271 | NS      | $69269.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt                                                   | OTP Bank Nyrt                                                   | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      2041 | NS      | $217158.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ponce Financial Group Inc                                       | Ponce Financial Group Inc                                       | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       467 | NS      | $7803.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                       | Pool Corp                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       163 | NS      | $32979.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                                     | Popular Inc                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       352 | NS      | $47227.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                                 | Porch Group Inc                                                 | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |      1999 | NS      | $14332.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                   | Alfa Laval AB                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      1671 | NS      | $90831.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                  | Lonza Group AG                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       409 | NS      | $261091.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Portillo's Inc                                                  | Portillo's Inc                                                  | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $8384.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                                    | Portland General Electric Co                                    | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2715 | NS      | $143270.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                               | Post Holdings Inc                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       290 | NS      | $28669.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                         | Postal Realty Trust Inc                                         | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |       527 | NS      | $9781.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                          | Cie de Saint-Gobain SA                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2593 | NS      | $214007.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries Inc                                           | Powell Industries Inc                                           | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       229 | NS      | $123907.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                                            | Power Corp of Canada                                            | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      3157 | NS      | $151498.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                          | Power Integrations Inc                                          | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      1333 | NS      | $68249.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc NJ                                               | Powerfleet Inc NJ                                               | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |      2952 | NS      | $9092.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc                               | Power Solutions International Inc                               | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       203 | NS      | $12358.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Operating Co                                            | Prairie Operating Co                                            | CUSIP: 739650109<br>LEI: 549300NX50XL5HR17C26 | Long             | EC               | CORP              | US        |      1089 | NS      | $2210.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                                  | Praxis Precision Medicines Inc                                  | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       613 | NS      | $197502.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                                    | Precigen Inc                                                    | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      4127 | NS      | $15971.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                   | Preferred Bank/Los Angeles CA                                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       273 | NS      | $24758.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                                      | Preformed Line Products Co                                      | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        59 | NS      | $15974.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                                | Prestige Consumer Healthcare Inc                                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1141 | NS      | $67627.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                          | T Rowe Price Group Inc                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1157 | NS      | $104291.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                                  | PriceSmart Inc                                                  | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       613 | NS      | $92256.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp                                      | PrimeEnergy Resources Corp                                      | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |        12 | NS      | $2794.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                                               | Primo Brands Corp                                               | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |      1800 | NS      | $33894.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                          | Primoris Services Corp                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      1286 | NS      | $183949.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                                   | Primerica Inc                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       200 | NS      | $50096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                                           | Primis Financial Corp                                           | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       579 | NS      | $7689.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                              | Prime Medicine Inc                                              | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2212 | NS      | $7697.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Princeton Bancorp Inc                                           | Princeton Bancorp Inc                                           | CUSIP: 74179A107<br>LEI: 549300ZWKMVQ4WLNLQ57 | Long             | EC               | CORP              | US        |       127 | NS      | $4288.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                   | Principal Financial Group Inc                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1200 | NS      | $108132.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro-Dex Inc                                                     | Pro-Dex Inc                                                     | CUSIP: 74265M205<br>LEI: 529900EB2AJA079NT411 | Long             | EC               | CORP              | US        |        73 | NS      | $3585.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                               | ProAssurance Corp                                               | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      1201 | NS      | $29688.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                         | Procter & Gamble Co/The                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     13177 | NS      | $1903285.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc                                | Priority Technology Holdings Inc                                | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |       707 | NS      | $3337.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc                                        | Procore Technologies Inc                                        | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |       600 | NS      | $34200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                        | PROCEPT BioRobotics Corp                                        | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1255 | NS      | $31387.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                         | Privia Health Group Inc                                         | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2772 | NS      | $57020.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Proficient Auto Logistics Inc                                   | Proficient Auto Logistics Inc                                   | CUSIP: 74317M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $4068.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                                            | ProFrac Holding Corp                                            | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       625 | NS      | $3875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                               | PROG Holdings Inc                                               | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       926 | NS      | $26566.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                          | Progress Software Corp                                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1014 | NS      | $26009.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                            | Progressive Corp/The                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3337 | NS      | $661526.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                     | Progyny Inc                                                     | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1768 | NS      | $30020.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                    | Prologis Inc                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      5213 | NS      | $689054.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                           | ProPetro Holding Corp                                           | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2330 | NS      | $33575.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                       | Prosperity Bancshares Inc                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $18810.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protalix BioTherapeutics Inc                                    | Protalix BioTherapeutics Inc                                    | CUSIP: 74365A309<br>LEI: 549300SDVB3GP4XDFM60 | Long             | EC               | CORP              | US        |      1735 | NS      | $3764.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protara Therapeutics Inc                                        | Protara Therapeutics Inc                                        | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |      1107 | NS      | $5767.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                    | Protagonist Therapeutics Inc                                    | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1394 | NS      | $146927.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                  | Proto Labs Inc                                                  | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       561 | NS      | $31988.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                           | Swiss Life Holding AG                                           | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       166 | NS      | $179920.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Financial Services Inc                                | Provident Financial Services Inc                                | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      3069 | NS      | $64940.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                        | Prudential Financial Inc                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1892 | NS      | $184829.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                             | Public Service Enterprise Group Inc                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2879 | NS      | $233055.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                  | Public Storage                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       857 | NS      | $232144.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                                    | PubMatic Inc                                                    | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $8147.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                                    | Pulmonx Corp                                                    | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       654 | NS      | $843.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                                  | PulteGroup Inc                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $129135.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc                                           | Pulse Biosciences Inc                                           | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |       388 | NS      | $8376.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PULSE BIOSCIENCES INC                                           | PULSE BIOSCIENCES INC                                           | CUSIP: 74587B143<br>LEI: 529900NJUBI06118FM73 | N/A              | DE               |  | US        |        75 | NS      | $397.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma Biotechnology Inc                                          | Puma Biotechnology Inc                                          | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1023 | NS      | $6536.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                                 | Pure Cycle Corp                                                 | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $6217.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                                      | PureCycle Technologies Inc                                      | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3008 | NS      | $15611.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure Inc                                                    | Everpure Inc                                                    | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      1700 | NS      | $100368.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                                | QCR Holdings Inc                                                | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       390 | NS      | $33325.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                                               | Quad/Graphics Inc                                               | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |       845 | NS      | $5585.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                            | Quaker Chemical Corp                                            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       326 | NS      | $40498.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                       | Qorvo Inc                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       497 | NS      | $38467.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                                 | Q2 Holdings Inc                                                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      1485 | NS      | $70240.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                                           | Qnity Electronics Inc                                           | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      1228 | NS      | $141686.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                    | QUALCOMM Inc                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6001 | NS      | $772808.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                      | Qualys Inc                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       857 | NS      | $75287.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                                   | Quanex Building Products Corp                                   | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      1072 | NS      | $19263.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                             | Quanta Services Inc                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       835 | NS      | $458431.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                                  | Quantum-Si Inc                                                  | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4014 | NS      | $3106.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                                  | Quanterix Corp                                                  | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1243 | NS      | $4375.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                                           | Quantum Computing Inc                                           | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4762 | NS      | $32619.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                               | QuantumScape Corp                                               | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |      2200 | NS      | $14036.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                           | Quest Diagnostics Inc                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       629 | NS      | $123271.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                                  | QuinStreet Inc                                                  | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      1275 | NS      | $15312.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                                     | RBB Bancorp                                                     | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |       386 | NS      | $8248.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                                    | RCI Hospitality Holdings Inc                                    | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       201 | NS      | $4584.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                                   | RB Global Inc                                                   | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      1125 | NS      | $107831.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                                   | RB Global Inc                                                   | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      1117 | NS      | $106781.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCM Technologies Inc                                            | RCM Technologies Inc                                            | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $3100.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc                                               | RGC Resources Inc                                               | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       238 | NS      | $5247.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                        | RLI Corp                                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       400 | NS      | $22816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                               | RLJ Lodging Trust                                               | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      2947 | NS      | $21866.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                         | RPC Inc                                                         | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2123 | NS      | $15030.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                               | RMR Group Inc/The                                               | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       374 | NS      | $5785.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                              | RH                                                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        70 | NS      | $9787.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                           | RPM International Inc                                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       726 | NS      | $72164.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                         | RXO Inc                                                         | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      3869 | NS      | $56564.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                        | Rackspace Technology Inc                                        | CUSIP: 750102105<br>LEI: 529900TFVYSFOO980K68 | Long             | EC               | CORP              | US        |      1848 | NS      | $1810.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                                | Radian Group Inc                                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      3245 | NS      | $107344.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                           | Radiant Logistics Inc                                           | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |       861 | NS      | $6070.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                                      | RadNet Inc                                                      | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      1634 | NS      | $91324.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                      | Rambus Inc                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      2565 | NS      | $220666.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                                   | Ralliant Corp                                                   | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |       676 | NS      | $28114.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                               | Ralph Lauren Corp                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       200 | NS      | $68798.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                            | Ramaco Resources Inc                                            | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |       949 | NS      | $14671.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                            | Range Resources Corp                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      1460 | NS      | $65962.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                                      | Ranger Energy Services Inc                                      | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |       527 | NS      | $9032.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                                            | Ranpak Holdings Corp                                            | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      1376 | NS      | $4912.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                                      | Rapid7 Inc                                                      | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1436 | NS      | $7912.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc                                        | Rapport Therapeutics Inc                                        | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $20682.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                                     | Raymond James Financial Inc                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       982 | NS      | $142183.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                    | Rayonier Inc                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      1883 | NS      | $38827.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                                 | Rayonier Advanced Materials Inc                                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      1481 | NS      | $16394.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                        | RTX Corp                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      7503 | NS      | $1447328.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                                | RBC Bearings Inc                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $103192.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                                             | RE/MAX Holdings Inc                                             | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       431 | NS      | $2482.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                              | Ready Capital Corp                                              | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |      3478 | NS      | $5634.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Brokerage Inc/The                                          | Real Brokerage Inc/The                                          | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |      3504 | NS      | $8760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                              | Realty Income Corp                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      5286 | NS      | $323397.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                                   | Recursion Pharmaceuticals Inc                                   | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10888 | NS      | $33426.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Cat Holdings Inc                                            | Red Cat Holdings Inc                                            | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Long             | EC               | CORP              | US        |      2418 | NS      | $31651.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                                        | Red River Bancshares Inc                                        | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       111 | NS      | $10038.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                            | Red Rock Resorts Inc                                            | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1165 | NS      | $62164.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                                  | Red Violet Inc                                                  | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       268 | NS      | $9272.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                                      | Reddit Inc                                                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       700 | NS      | $94255.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                                    | Redwire Corp                                                    | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2520 | NS      | $21420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                               | Redwood Trust Inc                                               | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |      2932 | NS      | $16448.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                    | Klepierre SA                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |      1391 | NS      | $52056.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                              | Regal Rexnord Corp                                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       367 | NS      | $68724.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                            | Regency Centers Corp                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      1000 | NS      | $75660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                   | Regeneron Pharmaceuticals Inc                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       555 | NS      | $428815.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                                   | REGENXBIO Inc                                                   | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1123 | NS      | $9410.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                        | Regional Management Corp                                        | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       237 | NS      | $7643.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                          | Regions Financial Corp                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      4577 | NS      | $119551.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                                | Reinsurance Group of America Inc                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       390 | NS      | $79622.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                          | Relay Therapeutics Inc                                          | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3316 | NS      | $32994.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                                    | Reliance Inc                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       298 | NS      | $90568.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                              | Remitly Global Inc                                              | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4027 | NS      | $63103.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                                   | Renasant Corp                                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2253 | NS      | $81400.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KORU Medical Systems Inc                                        | KORU Medical Systems Inc                                        | CUSIP: 759910102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $4432.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                                   | Repligen Corp                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       306 | NS      | $36052.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                               | Upbound Group Inc                                               | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      1230 | NS      | $22201.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                         | Republic Bancorp Inc/KY                                         | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $14039.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                             | Repay Holdings Corp                                             | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |      1943 | NS      | $5051.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                             | Replimune Group Inc                                             | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      1701 | NS      | $13012.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                           | Republic Services Inc                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1080 | NS      | $236541.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                      | ResMed Inc                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       789 | NS      | $177114.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                        | Resideo Technologies Inc                                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      3091 | NS      | $104197.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                             | Reservoir Media Inc                                             | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |       481 | NS      | $4708.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                        | Resources Connection Inc                                        | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1001 | NS      | $3733.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                             | Restaurant Brands International Inc                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      2000 | NS      | $147800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                             | Restaurant Brands International Inc                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1876 | NS      | $138379.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc                                | Resolute Holdings Management Inc                                | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $15905.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                                        | Revolution Medicines Inc                                        | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      1000 | NS      | $97250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                               | Revolve Group Inc                                               | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       948 | NS      | $21434.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                                     | REX American Resources Corp                                     | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $30714.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                   | Rexford Industrial Realty Inc                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |      1148 | NS      | $37574.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolute Inc                                                    | Rezolute Inc                                                    | CUSIP: 76200L309<br>LEI: 549300T05L48T72P2G08 | Long             | EC               | CORP              | US        |      2259 | NS      | $6889.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhinebeck Bancorp Inc                                           | Rhinebeck Bancorp Inc                                           | CUSIP: 762093102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $1649.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                      | Rhythm Pharmaceuticals Inc                                      | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      1267 | NS      | $110190.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                                       | Ribbon Communications Inc                                       | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      2228 | NS      | $4723.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd/United States                        | Richardson Electronics Ltd/United States                        | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $3317.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                                       | Telecom Italia SpA/Milano                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     74431 | NS      | $52093.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                       | Telecom Italia SpA/Milano                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EP               | CORP              | IT        |     32033 | NS      | $26371.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                           | EMS-Chemie Holding AG                                           | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |        37 | NS      | $28949.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Richmond Mutual BanCorp Inc                                     | Richmond Mutual BanCorp Inc                                     | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $2659.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richtech Robotics Inc                                           | Richtech Robotics Inc                                           | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4416 | NS      | $9229.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                                       | Rigel Pharmaceuticals Inc                                       | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       400 | NS      | $10816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                           | Rigetti Computing Inc                                           | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |      7654 | NS      | $107462.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                                   | Riley Exploration Permian Inc                                   | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       352 | NS      | $12830.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                                               | Rimini Street Inc                                               | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |      1183 | NS      | $3880.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                              | Riot Platforms Inc                                              | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      8355 | NS      | $103267.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp Inc                                           | Riverview Bancorp Inc                                           | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $3712.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                           | Rivian Automotive Inc                                           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      4880 | NS      | $73444.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                                                 | Robert Half Inc                                                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       575 | NS      | $14605.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                           | Robinhood Markets Inc                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      4321 | NS      | $299445.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                                     | ROBLOX Corp                                                     | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      3497 | NS      | $197790.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                                  | Rocket Cos Inc                                                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $71250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp                                                 | Rocket Lab Corp                                                 | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               | CORP              | US        |      2800 | NS      | $179816.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                                      | Rocket Pharmaceuticals Inc                                      | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      2224 | NS      | $7961.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                         | Rockwell Automation Inc                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       645 | NS      | $231477.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                       | Gecina SA                                                       | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |       231 | NS      | $18168.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocky Brands Inc                                                | Rocky Brands Inc                                                | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       168 | NS      | $6504.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                                               | Covivio SA/France                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |       331 | NS      | $19719.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                       | Rogers Communications Inc                                       | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |      2068 | NS      | $79279.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                          | Yara International ASA                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      1041 | NS      | $60488.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Corp                                                     | Rogers Corp                                                     | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       428 | NS      | $45937.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                                        | Roku Inc                                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       684 | NS      | $64720.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                     | Rollins Inc                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1578 | NS      | $84280.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                                     | Root Inc/OH                                                     | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $12897.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                          | Roper Technologies Inc                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       605 | NS      | $214085.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                                 | Ross Stores Inc                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1775 | NS      | $384518.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                     | Heineken NV                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      1670 | NS      | $128047.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                            | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      8217 | NS      | $1324093.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                                  | Royal Gold Inc                                                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       463 | NS      | $117828.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                                                      | Rubrik Inc                                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |       900 | NS      | $44073.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc                                                      | Rumble Inc                                                      | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2441 | NS      | $12449.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                            | Rush Enterprises Inc                                            | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1462 | NS      | $96652.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                            | Rush Enterprises Inc                                            | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       203 | NS      | $13063.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                                     | Rush Street Interactive Inc                                     | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2171 | NS      | $47219.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                                     | RxSight Inc                                                     | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       952 | NS      | $5864.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                                     | Ryan Specialty Holdings Inc                                     | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $26992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                                | Ryder System Inc                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       194 | NS      | $39713.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                            | Ryerson Holding Corp                                            | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1033 | NS      | $23221.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                                | Ryman Hospitality Properties Inc                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      1481 | NS      | $136651.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                                 | S&T Bancorp Inc                                                 | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $37814.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SB Financial Group Inc                                          | SB Financial Group Inc                                          | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |       199 | NS      | $4179.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                  | S&P Global Inc                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1693 | NS      | $720100.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                         | SBA Communications Corp                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       615 | NS      | $105847.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                              | SEI Investments Co                                              | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       500 | NS      | $39235.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc                                      | SEACOR Marine Holdings Inc                                      | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |       519 | NS      | $3716.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                     | H2O America                                                     | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |       790 | NS      | $46349.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                      | Sezzle Inc                                                      | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |       382 | NS      | $24176.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                            | SL Green Realty Corp                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |      1713 | NS      | $63278.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                        | SLM Corp                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $27833.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                                    | SM Energy Co                                                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      5924 | NS      | $184710.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                | SPS Commerce Inc                                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       906 | NS      | $50437.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio Long Term Corporate Bond ETF        | State Street SPDR Portfolio Long Term Corporate Bond ETF        | CUSIP: 78464A367<br>LEI: 5493005PBSB4DEK8L973 | Long             | EC               | RF                | US        |   1401822 | NS      | $31148484.84  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg International Treasury Bond ETF                  | SPDR Bloomberg International Treasury Bond ETF                  | CUSIP: 78464A516<br>LEI: 549300XTV2KNHC0UDP69 | Long             | EC               | RF                | US        |    943731 | NS      | $20714895.45  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio Aggregate Bond ETF                  | State Street SPDR Portfolio Aggregate Bond ETF                  | CUSIP: 78464A649<br>LEI: 549300E2D1JKWI3P9D54 | Long             | EC               | RF                | US        |   5287151 | NS      | $135456808.62 | 13.22%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio TIPS ETF                            | State Street SPDR Portfolio TIPS ETF                            | CUSIP: 78464A656<br>LEI: 5493005MJ79DAO7AOD07 | Long             | EC               | RF                | US        |   2032824 | NS      | $52873752.24  | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio Long Term Treasury ETF              | State Street SPDR Portfolio Long Term Treasury ETF              | CUSIP: 78464A664<br>LEI: 549300GYQKAMF6JUVI06 | Long             | EC               | RF                | US        |    791657 | NS      | $20820579.10  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                                  | SS&C Technologies Holdings Inc                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1200 | NS      | $81084.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Bloomberg High Yield Bond ETF                 | State Street SPDR Bloomberg High Yield Bond ETF                 | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |    606605 | NS      | $58064230.60  | 5.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYX Platforms Corp                                             | SKYX Platforms Corp                                             | CUSIP: 78471E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1443 | NS      | $1616.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                                  | SSR Mining Inc                                                  | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      4883 | NS      | $143560.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                            | SPX Technologies Inc                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1146 | NS      | $229131.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp                                               | SWK Holdings Corp                                               | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $1990.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                      | Sabra Health Care REIT Inc                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      5922 | NS      | $113880.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                                      | Sabre Corp                                                      | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      8481 | NS      | $12297.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp                                             | Sable Offshore Corp                                             | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               | CORP              | US        |      2958 | NS      | $48866.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                                    | Safehold Inc                                                    | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |      1306 | NS      | $17670.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                                      | Safety Insurance Group Inc                                      | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       346 | NS      | $25133.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                        | Saia Inc                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       136 | NS      | $47774.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                                   | St Joe Co/The                                                   | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       907 | NS      | $56959.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                  | Salesforce Inc                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      5088 | NS      | $949776.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                       | Sally Beauty Holdings Inc                                       | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      2342 | NS      | $32436.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                                     | Samsara Inc                                                     | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Long             | EC               | CORP              | US        |      1600 | NS      | $50704.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                          | Sana Biotechnology Inc                                          | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3766 | NS      | $10846.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanara Medtech Inc                                              | Sanara Medtech Inc                                              | CUSIP: 79957L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $2044.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                                 | Sandisk Corp/DE                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       833 | NS      | $529238.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                            | SandRidge Energy Inc                                            | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |       749 | NS      | $12216.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                                     | John B Sanfilippo & Son Inc                                     | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       178 | NS      | $14120.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                    | Sanmina Corp                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1254 | NS      | $162568.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc                                                      | Saputo Inc                                                      | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |      1526 | NS      | $47522.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANUWAVE Health Inc                                             | SANUWAVE Health Inc                                             | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $3717.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp                                               | Palladyne AI Corp                                               | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $4686.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                                        | Sarepta Therapeutics Inc                                        | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       500 | NS      | $10880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Satellogic Inc                                                  | Satellogic Inc                                                  | CUSIP: 80401C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2059 | NS      | $11200.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                                | Saul Centers Inc                                                | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |       292 | NS      | $9513.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc                                                      | Savara Inc                                                      | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |      3278 | NS      | $17897.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc                                        | Savers Value Village Inc                                        | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $7655.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                                  | ScanSource Inc                                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       508 | NS      | $18440.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                                | Henry Schein Inc                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       552 | NS      | $40682.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                         | SLB Ltd                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      8380 | NS      | $430648.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                                 | Scholastic Corp                                                 | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       469 | NS      | $18319.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                       | Scholar Rock Holding Corp                                       | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      2074 | NS      | $101957.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                                   | Schrodinger Inc/United States                                   | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      1300 | NS      | $14768.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                         | Charles Schwab Corp/The                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      9359 | NS      | $879558.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                              | Mativ Holdings Inc                                              | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      1228 | NS      | $10683.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp                         | Science Applications International Corp                         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       290 | NS      | $27526.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                                       | Scotts Miracle-Gro Co/The                                       | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       262 | NS      | $15932.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                               | EW Scripps Co/The                                               | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      1644 | NS      | $6115.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                         | Sea Ltd                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      2303 | NS      | $190711.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                                   | Seaboard Corp                                                   | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |         1 | NS      | $5654.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                                | Seacoast Banking Corp of Florida                                | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      2309 | NS      | $69939.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                                 | Sealed Air Corp                                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       705 | NS      | $29645.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc                                 | Seaport Entertainment Group Inc                                 | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               | CORP              | US        |       177 | NS      | $3801.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                                      | United Parks & Resorts Inc                                      | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       634 | NS      | $20706.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Security National Financial Corp                                | Security National Financial Corp                                | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       493 | NS      | $4673.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                                      | Select Water Solutions Inc                                      | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      2227 | NS      | $34073.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                                    | Select Medical Holdings Corp                                    | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2545 | NS      | $41458.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics Inc                                      | Cartesian Therapeutics Inc                                      | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |       239 | NS      | $1469.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                                   | Selective Insurance Group Inc                                   | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      1429 | NS      | $107732.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                                 | Selectquote Inc                                                 | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |      4162 | NS      | $2619.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELLAS Life Sciences Group Inc                                  | SELLAS Life Sciences Group Inc                                  | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |      4082 | NS      | $17266.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                            | GeneDx Holdings Corp                                            | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $28834.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                                    | Semtech Corp                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      2213 | NS      | $170157.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                          | Sempra                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3658 | NS      | $355447.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                                            | SEMrush Holdings Inc                                            | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |      1173 | NS      | $14005.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                               | Seneca Foods Corp                                               | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $16169.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                      | Sensient Technologies Corp                                      | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1011 | NS      | $87390.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                                                 | SentinelOne Inc                                                 | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      1820 | NS      | $23441.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc                                                    | Septerna Inc                                                    | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $12207.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                                   | Service Corp International/US                                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       858 | NS      | $70793.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc                                              | Serve Robotics Inc                                              | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1431 | NS      | $12077.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                        | Service Properties Trust                                        | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |      3410 | NS      | $4620.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                  | ServiceNow Inc                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      5850 | NS      | $611617.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                      | ServisFirst Bancshares Inc                                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1234 | NS      | $89872.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Hills Realty Trust                                        | Seven Hills Realty Trust                                        | CUSIP: 81784E101<br>LEI: 549300ESBDZ3SA3OEX38 | Long             | EC               |  | US        |       539 | NS      | $4430.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                                 | Shake Shack Inc                                                 | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       929 | NS      | $82188.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                                | Shenandoah Telecommunications Co                                | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      1176 | NS      | $18133.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                         | Sherwin-Williams Co/The                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1288 | NS      | $412868.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                                             | Shift4 Payments Inc                                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $21865.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                               | Shoe Carnival Inc                                               | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $6236.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                                   | Shoals Technologies Group Inc                                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $25833.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                     | Shopify Inc                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      7153 | NS      | $846027.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                            | Shore Bancshares Inc                                            | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $13692.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundThinking Inc                                               | SoundThinking Inc                                               | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       247 | NS      | $1635.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoulder Innovations Inc                                        | Shoulder Innovations Inc                                        | CUSIP: 82537J108<br>LEI: 529900LTH37ALD2K7437 | Long             | EC               | CORP              | US        |       164 | NS      | $2382.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                                | Shutterstock Inc                                                | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       871 | NS      | $14467.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                                     | SI-BONE Inc                                                     | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |       915 | NS      | $11556.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siebert Financial Corp                                          | Siebert Financial Corp                                          | CUSIP: 826176109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $1461.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                                  | Sierra Bancorp                                                  | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $9735.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                              | Sight Sciences Inc                                              | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $4535.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                           | SIGA Technologies Inc                                           | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1065 | NS      | $5697.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                        | Silicon Laboratories Inc                                        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       775 | NS      | $161316.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                             | Silgan Holdings Inc                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       693 | NS      | $26888.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvaco Group Inc                                               | Silvaco Group Inc                                               | CUSIP: 82728C102<br>LEI: 89450009UUSWTJL6DP68 | Long             | EC               | CORP              | US        |       180 | NS      | $1274.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc                          | Silvercrest Asset Management Group Inc                          | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $3171.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                                         | ARS Pharmaceuticals Inc                                         | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1401 | NS      | $11250.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                                                         | QXO Inc                                                         | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      3800 | NS      | $73796.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                     | Simmons First National Corp                                     | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      3440 | NS      | $66908.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                        | Simon Property Group Inc                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      1853 | NS      | $345640.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                        | Simply Good Foods Co/The                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2043 | NS      | $29317.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                                    | Simpson Manufacturing Co Inc                                    | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       200 | NS      | $34324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                                            | Simulations Plus Inc                                            | CUSIP: 829214105<br>LEI: 529900KYRDJAQ8TJCG93 | Long             | EC               | CORP              | US        |       397 | NS      | $4692.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc                                                    | Sinclair Inc                                                    | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       918 | NS      | $11878.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc                                         | Sionna Therapeutics Inc                                         | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $14632.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                               | SITE Centers Corp                                               | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      1353 | NS      | $7306.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                                    | SiteOne Landscape Supply Inc                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       300 | NS      | $39933.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                                     | SiTime Corp                                                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $184762.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                                          | Sirius XM Holdings Inc                                          | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |       913 | NS      | $21072.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                                    | Six Flags Entertainment Corp                                    | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      2270 | NS      | $40292.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp                                                  | Skillsoft Corp                                                  | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |       231 | NS      | $990.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                              | Champion Homes Inc                                              | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |      1328 | NS      | $98763.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sky Harbour Group Corp                                          | Sky Harbour Group Corp                                          | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $4863.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                                     | SkyWest Inc                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       967 | NS      | $88799.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                          | Skyworks Solutions Inc                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       873 | NS      | $46749.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                                         | SkyWater Technology Inc                                         | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $23106.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc                           | Skyward Specialty Insurance Group Inc                           | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |       930 | NS      | $40622.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                               | Sleep Number Corp                                               | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       428 | NS      | $768.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                                    | Slide Insurance Holdings Inc                                    | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |      1679 | NS      | $30222.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                                       | Smith & Wesson Brands Inc                                       | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      1055 | NS      | $15118.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                                  | A O Smith Corp                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       706 | NS      | $46553.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                              | SmartFinancial Inc                                              | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $14107.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartstop Self Storage REIT Inc                                 | Smartstop Self Storage REIT Inc                                 | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               |  | US        |      1322 | NS      | $40030.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith-Midland Corp                                              | Smith-Midland Corp                                              | CUSIP: 832156103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $3578.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                                            | Smithfield Foods Inc                                            | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |       100 | NS      | $2797.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                              | J M Smucker Co/The                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       611 | NS      | $58924.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                                     | Snap-on Inc                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       275 | NS      | $99885.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                                   | Snowflake Inc                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      1898 | NS      | $286256.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                                           | SoFi Technologies Inc                                           | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      6800 | NS      | $107984.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc                               | Solaris Energy Infrastructure Inc                               | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      1100 | NS      | $62161.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                                         | Soleno Therapeutics Inc                                         | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      1106 | NS      | $37028.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                                           | Solid Biosciences Inc                                           | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1578 | NS      | $11361.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                                 | Solid Power Inc                                                 | CUSIP: 83422N105<br>LEI: 5299001ZPFRA2QBIQK79 | Long             | EC               | CORP              | US        |      3492 | NS      | $10476.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc                                 | Solstice Advanced Materials Inc                                 | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |       856 | NS      | $65192.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                                  | Solventum Corp                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       748 | NS      | $48844.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                            | Sonic Automotive Inc                                            | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       349 | NS      | $23930.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                              | Sonoco Products Co                                              | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       670 | NS      | $36240.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                       | Sonos Inc                                                       | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      2829 | NS      | $37908.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                                | Sotera Health Co                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $24378.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Financial Bancorp Inc                                     | Sound Financial Bancorp Inc                                     | CUSIP: 83607A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $3190.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                                               | SoundHound AI Inc                                               | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8946 | NS      | $61459.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                                      | South Plains Financial Inc                                      | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |       294 | NS      | $12318.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                                              | California BanCorp                                              | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |       534 | NS      | $9462.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                 | Southern Co/The                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      6257 | NS      | $603925.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                                            | Southern Copper Corp                                            | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1289 | NS      | $221785.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                                   | Southern First Bancshares Inc                                   | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $10082.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                                   | Southern Missouri Bancorp Inc                                   | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $14706.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southland Holdings Inc                                          | Southland Holdings Inc                                          | CUSIP: 84445C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $656.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                        | Southside Bancshares Inc                                        | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       673 | NS      | $20923.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                                            | SOUTHSTATE BANK CORP                                            | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       600 | NS      | $55512.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                           | Southwest Airlines Co                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      2462 | NS      | $92497.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                      | Southwest Gas Holdings Inc                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      1633 | NS      | $141907.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                                    | Spectrum Brands Holdings Inc                                    | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       537 | NS      | $39576.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc                                                | Spire Global Inc                                                | CUSIP: 848560306<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |       697 | NS      | $8768.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                       | Spire Inc                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1398 | NS      | $126574.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                                               | Spok Holdings Inc                                               | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |       432 | NS      | $4708.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                                      | Sprouts Farmers Market Inc                                      | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       600 | NS      | $46278.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                                    | Sprinklr Inc                                                    | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |      2589 | NS      | $15534.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                               | Sprout Social Inc                                               | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |      1434 | NS      | $8173.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                       | Block Inc                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      2902 | NS      | $174642.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SR Bancorp Inc                                                  | SR Bancorp Inc                                                  | CUSIP: 85227J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $2920.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                               | STAAR Surgical Co                                               | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       815 | NS      | $15240.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                             | STAG Industrial Inc                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |      1200 | NS      | $43272.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                                    | Stagwell Inc                                                    | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |      2555 | NS      | $16070.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                     | Standard Motor Products Inc                                     | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       490 | NS      | $17022.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                      | Standex International Corp                                      | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       287 | NS      | $73144.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc                                                | StandardAero Inc                                                | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $25830.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                                      | Stanley Black & Decker Inc                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       987 | NS      | $70136.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                                     | Stantec Inc                                                     | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       700 | NS      | $60321.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                                  | Starbucks Corp                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      6325 | NS      | $566656.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                                     | Starwood Property Trust Inc                                     | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |      2200 | NS      | $37884.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp                                        | Starz Entertainment Corp                                        | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       273 | NS      | $3139.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                               | State Street Corp                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1561 | NS      | $197560.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                              | Steel Dynamics Inc                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       802 | NS      | $144360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                       | Stepan Co                                                       | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       504 | NS      | $25189.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                             | Stellar Bancorp Inc                                             | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      1114 | NS      | $40783.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                             | StepStone Group Inc                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1665 | NS      | $79453.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc                                                 | Stereotaxis Inc                                                 | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |      1739 | NS      | $3199.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                                         | Sterling Bancorp Inc/MI                                         | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sterling Infrastructure Inc                                     | Sterling Infrastructure Inc                                     | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       709 | NS      | $288754.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                               | Stewart Information Services Corp                               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       715 | NS      | $44029.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                           | Stifel Financial Corp                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       850 | NS      | $62832.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                                  | Stitch Fix Inc                                                  | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      2987 | NS      | $9886.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                         | Stock Yards Bancorp Inc                                         | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       622 | NS      | $41232.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                          | Stoke Therapeutics Inc                                          | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      1059 | NS      | $34481.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                | StoneX Group Inc                                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1761 | NS      | $142024.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                         | Strategic Education Inc                                         | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       554 | NS      | $45959.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strive Inc                                                      | Strive Inc                                                      | CUSIP: 862945300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1238 | NS      | $12404.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                                          | Strattec Security Corp                                          | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |        96 | NS      | $7520.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                                          | Stratus Properties Inc                                          | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       155 | NS      | $4730.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strawberry Fields REIT Inc                                      | Strawberry Fields REIT Inc                                      | CUSIP: 863182101<br>LEI: N/A                  | Long             | EC               |  | US        |       242 | NS      | $2879.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                      | Stride Inc                                                      | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       994 | NS      | $87640.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                    | Stryker Corp                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1933 | NS      | $635164.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                            | Sturm Ruger & Co Inc                                            | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       321 | NS      | $12868.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                                     | Summit Hotel Properties Inc                                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |      2410 | NS      | $10652.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Corp                                           | Summit Midstream Corp                                           | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $6199.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc                                         | Summit Therapeutics Inc                                         | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $15168.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                             | Sun Communities Inc                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       710 | NS      | $89431.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                               | Sun Country Airlines Holdings Inc                               | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      1189 | NS      | $19642.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                          | Sun Life Financial Inc                                          | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      3184 | NS      | $198836.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                               | Suncor Energy Inc                                               | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      7054 | NS      | $465077.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                              | SunCoke Energy Inc                                              | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      2018 | NS      | $13137.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                                     | SunOpta Inc                                                     | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |      2194 | NS      | $14217.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                      | Sunrun Inc                                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      5327 | NS      | $72234.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                                    | Sunstone Hotel Investors Inc                                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |      4307 | NS      | $38806.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Realty Trust Inc                                        | Sunrise Realty Trust Inc                                        | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               |  | US        |       209 | NS      | $1603.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                        | Super Micro Computer Inc                                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      2820 | NS      | $64211.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                                       | Superior Group of Cos Inc                                       | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |       244 | NS      | $2479.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                    | Supernus Pharmaceuticals Inc                                    | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1286 | NS      | $66473.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                            | Surgery Partners Inc                                            | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      1811 | NS      | $21587.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                                  | Sweetgreen Inc                                                  | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2368 | NS      | $12289.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                                    | Sylvamo Corp                                                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       812 | NS      | $34298.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co                                            | Ascent Industries Co                                            | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |       269 | NS      | $3580.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                                   | Synaptics Inc                                                   | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       927 | NS      | $64927.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                    | Synopsys Inc                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1081 | NS      | $428594.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                                  | TD SYNNEX Corp                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       400 | NS      | $67484.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                                      | Syndax Pharmaceuticals Inc                                      | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      2018 | NS      | $47140.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                             | Synchrony Financial                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2048 | NS      | $139304.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                      | Sysco Corp                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      2598 | NS      | $185315.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                           | TFI International Inc                                           | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       424 | NS      | $46004.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                 | TJX Cos Inc/The                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6313 | NS      | $1008186.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                                          | TKO Group Holdings Inc                                          | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       351 | NS      | $70779.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                 | T-Mobile US Inc                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2705 | NS      | $568131.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                                   | TMX Group Ltd                                                   | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      1786 | NS      | $63131.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                                         | TPG Inc                                                         | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       870 | NS      | $35243.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                            | Tri Pointe Homes Inc                                            | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $94721.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                        | TPG RE Finance Trust Inc                                        | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |      1698 | NS      | $13261.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS Inc/MD                                                      | TSS Inc/MD                                                      | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $7402.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                            | TTM Technologies Inc                                            | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2433 | NS      | $237022.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                                  | Tactile Systems Technology Inc                                  | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |       507 | NS      | $13247.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                               | Take-Two Interactive Software Inc                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1073 | NS      | $211917.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAL Education Group                                             | TAL Education Group                                             | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | KY        |      3800 | NS      | $43206.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                                               | Talen Energy Corp                                               | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |       260 | NS      | $82999.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc                                                   | Talkspace Inc                                                   | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3321 | NS      | $17186.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                                | Talos Energy Inc                                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3090 | NS      | $48698.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                                        | Tandem Diabetes Care Inc                                        | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1601 | NS      | $30691.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                      | Tanger Inc                                                      | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |      2673 | NS      | $90828.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                          | Tango Therapeutics Inc                                          | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2518 | NS      | $52676.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                    | Tapestry Inc                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1174 | NS      | $165663.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                     | Target Corp                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2554 | NS      | $309544.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                            | Targa Resources Corp                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1137 | NS      | $285080.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                         | Target Hospitality Corp                                         | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       837 | NS      | $7767.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                                      | Tarsus Pharmaceuticals Inc                                      | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $65449.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                       | Taylor Morrison Home Corp                                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2302 | NS      | $134068.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                                       | Taysha Gene Therapies Inc                                       | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5157 | NS      | $23051.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                                  | TC Energy Corp                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      6123 | NS      | $382196.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                              | Teck Resources Ltd                                              | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      2610 | NS      | $134843.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                                  | TechTarget Inc                                                  | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       793 | NS      | $3076.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc                                        | Tectonic Therapeutic Inc                                        | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $8623.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                                  | Tejon Ranch Co                                                  | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |       466 | NS      | $8779.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                              | Teladoc Health Inc                                              | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      4145 | NS      | $22590.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                       | Teledyne Technologies Inc                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       268 | NS      | $162142.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                    | Teleflex Inc                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       310 | NS      | $37079.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                                  | Telephone and Data Systems Inc                                  | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |      2382 | NS      | $100282.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                                      | Telos Corp                                                      | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |      1380 | NS      | $5782.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                      | TELUS Corp                                                      | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |      3248 | NS      | $41613.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI Inc                                                   | Tempus AI Inc                                                   | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |       500 | NS      | $22610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                                    | Somnigroup International Inc                                    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      1300 | NS      | $96096.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                            | Tenable Holdings Inc                                            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      2819 | NS      | $47683.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                                | 10X Genomics Inc                                                | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      2627 | NS      | $55771.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                           | Tenet Healthcare Corp                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       500 | NS      | $94355.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                      | Tennant Co                                                      | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       433 | NS      | $28751.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Group                               | Tencent Music Entertainment Group                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      5500 | NS      | $51040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                                   | Teradata Corp                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       600 | NS      | $15378.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                    | Teradyne Inc                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       829 | NS      | $245765.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                      | Terex Corp                                                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2664 | NS      | $157442.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                                    | Terawulf Inc                                                    | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |      7260 | NS      | $104761.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                                       | Terns Pharmaceuticals Inc                                       | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |      2276 | NS      | $119990.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                             | Terreno Realty Corp                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      2431 | NS      | $149312.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                       | Tesla Inc                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     15860 | NS      | $5895955.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                              | Teva Pharmaceutical Industries Ltd                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      6700 | NS      | $201804.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                                          | TETRA Technologies Inc                                          | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      2974 | NS      | $25338.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                  | Tetra Tech Inc                                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      1750 | NS      | $52710.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tevogen Bio Holdings Inc                                        | Tevogen Bio Holdings Inc                                        | CUSIP: 88165K200<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |        18 | NS      | $81.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                                    | Texas Capital Bancshares Inc                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1042 | NS      | $98864.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                           | Texas Instruments Inc                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      5061 | NS      | $982542.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                         | Texas Pacific Land Corp                                         | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       316 | NS      | $149960.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                             | Texas Roadhouse Inc                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       400 | NS      | $66056.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                     | Textron Inc                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1073 | NS      | $93951.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                             | TG Therapeutics Inc                                             | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      3472 | NS      | $115339.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                            | Beauty Health Co/The                                            | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      3414 | NS      | $3038.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                              | Trade Desk Inc/The                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      2781 | NS      | $63100.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                                | RealReal Inc/The                                                | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      2359 | NS      | $21419.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                    | Thermo Fisher Scientific Inc                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2099 | NS      | $1031721.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                                      | Thermon Group Holdings Inc                                      | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       776 | NS      | $39110.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                                      | Third Coast Bancshares Inc                                      | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |       306 | NS      | $11575.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                                          | Third Harmonic Bio Inc                                          | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $17.58        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Thomson Reuters Corp                                            | Thomson Reuters Corp                                            | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       955 | NS      | $85922.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                             | Thor Industries Inc                                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       234 | NS      | $18694.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                                 | 3D Systems Corp                                                 | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      3121 | NS      | $5867.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                                     | ThredUp Inc                                                     | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      2696 | NS      | $8842.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                           | 3M Co                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2972 | NS      | $431623.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                              | Thryv Holdings Inc                                              | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1224 | NS      | $3353.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                                   | Tidewater Inc                                                   | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      1176 | NS      | $98254.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                                       | Timberland Bancorp Inc/WA                                       | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $6979.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                                   | Timken Co/The                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       300 | NS      | $30171.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                                                    | Metallus Inc                                                    | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       843 | NS      | $13774.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                                     | Tiptree Inc                                                     | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |       559 | NS      | $9458.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                         | Titan International Inc                                         | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      1320 | NS      | $9121.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                             | Titan Machinery Inc                                             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       470 | NS      | $7858.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                       | Toast Inc                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      2900 | NS      | $76879.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                               | Toll Brothers Inc                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       515 | NS      | $70282.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                         | Tompkins Financial Corp                                         | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       315 | NS      | $24834.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp                              | Tonix Pharmaceuticals Holding Corp                              | CUSIP: 890260839<br>LEI: 529900ACPKP9QW20GX48 | Long             | EC               | CORP              | US        |       300 | NS      | $4125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                                     | Tootsie Roll Industries Inc                                     | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       432 | NS      | $18465.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                                   | TopBuild Corp                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       170 | NS      | $59721.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                                     | Toro Co/The                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       568 | NS      | $53073.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                         | Toromont Industries Ltd                                         | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |       496 | NS      | $69220.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                       | Toronto-Dominion Bank/The                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      9878 | NS      | $919601.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                             | Torrid Holdings Inc                                             | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $542.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                             | Tourmaline Oil Corp                                             | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |      2122 | NS      | $101238.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                        | Towne Bank/Portsmouth VA                                        | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      2044 | NS      | $68821.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                               | Tractor Supply Co                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      2885 | NS      | $130690.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                            | Tradeweb Markets Inc                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $78008.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                                     | Traeger Inc                                                     | CUSIP: 89269P202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $435.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                                    | Transcat Inc                                                    | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       211 | NS      | $15497.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors Inc                           | Transcontinental Realty Investors Inc                           | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               |  | US        |        36 | NS      | $1255.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                             | TransDigm Group Inc                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       309 | NS      | $358118.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                           | TransMedics Group Inc                                           | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |       804 | NS      | $79925.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                      | TransUnion                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1089 | NS      | $75347.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                             | Travel + Leisure Co                                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       300 | NS      | $20757.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                           | Travelers Cos Inc/The                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1241 | NS      | $361974.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelzoo                                                       | Travelzoo                                                       | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |       249 | NS      | $1474.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                        | Travere Therapeutics Inc                                        | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $58231.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc                                     | Treace Medical Concepts Inc                                     | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $2050.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                                   | Tredegar Corp                                                   | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       662 | NS      | $5262.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                                     | Trex Co Inc                                                     | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $21706.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                                          | Trevi Therapeutics Inc                                          | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2131 | NS      | $25422.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                                | TriCo Bancshares                                                | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $33991.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                                     | TriMas Corp                                                     | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       751 | NS      | $26990.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                     | Trimble Inc                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1232 | NS      | $80363.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                                | TriNet Group Inc                                                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       702 | NS      | $25573.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                          | Trinity Industries Inc                                          | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1915 | NS      | $61624.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                           | Triumph Financial Inc                                           | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       535 | NS      | $31918.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriSalus Life Sciences Inc                                      | TriSalus Life Sciences Inc                                      | CUSIP: 89680M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       666 | NS      | $2664.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                                 | TripAdvisor Inc                                                 | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      2687 | NS      | $28643.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                                    | TrueBlue Inc                                                    | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       887 | NS      | $3468.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                   | Trupanion Inc                                                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       869 | NS      | $22255.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                           | Truist Financial Corp                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      7158 | NS      | $329053.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                            | TrustCo Bank Corp NY                                            | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $18912.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                                  | Trustmark Corp                                                  | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1336 | NS      | $56299.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                               | TTEC Holdings Inc                                               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       439 | NS      | $1097.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                                      | Tucows Inc                                                      | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |       223 | NS      | $3826.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TuHURA Biosciences Inc                                          | TuHURA Biosciences Inc                                          | CUSIP: 898920103<br>LEI: 549300N7OBMRNSOQC133 | Long             | EC               | CORP              | US        |      1361 | NS      | $2436.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                        | Turning Point Brands Inc                                        | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       410 | NS      | $35583.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                               | Turtle Beach Corp                                               | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       477 | NS      | $4836.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                               | Tutor Perini Corp                                               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      1063 | NS      | $82052.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                      | Twilio Inc                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       827 | NS      | $104053.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                           | Twist Bioscience Corp                                           | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      1426 | NS      | $67763.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                                     | Two Harbors Investment Corp                                     | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |      2440 | NS      | $27864.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                                          | Tyler Technologies Inc                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       236 | NS      | $80801.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                            | Tyra Biosciences Inc                                            | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       603 | NS      | $23094.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                                 | Tyson Foods Inc                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1471 | NS      | $94246.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                         | UDR Inc                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |      1647 | NS      | $55635.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                            | UFP Technologies Inc                                            | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       178 | NS      | $34460.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                        | UGI Corp                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1300 | NS      | $47346.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                                       | Udemy Inc                                                       | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      2241 | NS      | $10353.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                              | UMB Financial Corp                                              | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1727 | NS      | $194788.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                              | UFP Industries Inc                                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1394 | NS      | $128415.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Gold Corp                                                    | US Gold Corp                                                    | CUSIP: 90291C201<br>LEI: 5299003C2TFXIV9QAV34 | Long             | EC               | CORP              | US        |       352 | NS      | $5346.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                      | US Bancorp                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      8840 | NS      | $459768.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                              | UMH Properties Inc                                              | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |      1886 | NS      | $27214.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                       | USANA Health Sciences Inc                                       | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       256 | NS      | $4472.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                         | US Physical Therapy Inc                                         | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       354 | NS      | $26535.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                           | Uber Technologies Inc                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     11325 | NS      | $814607.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                                     | USCB Financial Holdings Inc                                     | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $5710.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                                                      | UiPath Inc                                                      | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      1800 | NS      | $19980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                 | Ulta Beauty Inc                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       235 | NS      | $122836.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                        | Ultra Clean Holdings Inc                                        | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1063 | NS      | $66097.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                   | Ultragenyx Pharmaceutical Inc                                   | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       400 | NS      | $8380.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                                | Under Armour Inc                                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      2000 | NS      | $11580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                                | UniFirst Corp/MA                                                | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       350 | NS      | $88056.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Bankshares Inc/Morrisville VT                             | Union Bankshares Inc/Morrisville VT                             | CUSIP: 905400107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $3015.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                              | Union Pacific Corp                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3416 | NS      | $828789.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                                     | Unisys Corp                                                     | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      1566 | NS      | $3241.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                                   | United Community Banks Inc/GA                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2928 | NS      | $92202.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                        | United Bankshares Inc/WV                                        | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      3352 | NS      | $138839.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                    | United Airlines Holdings Inc                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1946 | NS      | $179168.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                           | United Fire Group Inc                                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       488 | NS      | $18085.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corp                                 | American Coastal Insurance Corp                                 | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |       645 | NS      | $7256.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                        | United Natural Foods Inc                                        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1425 | NS      | $64210.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                       | United Parcel Service Inc                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4072 | NS      | $400603.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                              | United Rentals Inc                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       335 | NS      | $244067.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Security Bancshares/Fresno CA                            | United Security Bancshares/Fresno CA                            | CUSIP: 911460103<br>LEI: 549300J2H2JYVXXP3J32 | Long             | EC               | CORP              | US        |       456 | NS      | $4792.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corp                                     | United States Antimony Corp                                     | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2787 | NS      | $24330.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                               | United States Lime & Minerals Inc                               | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       255 | NS      | $33305.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                           | US Foods Holding Corp                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      1300 | NS      | $119873.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                                 | Uniti Group Inc                                                 | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      3938 | NS      | $36938.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                        | United Therapeutics Corp                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       231 | NS      | $136978.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                          | UnitedHealth Group Inc                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5083 | NS      | $1375408.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                     | Unitil Corp                                                     | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       414 | NS      | $21627.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                               | Unity Bancorp Inc                                               | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       162 | NS      | $8396.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                              | Unity Software Inc                                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      1998 | NS      | $43836.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                               | Universal Corp/VA                                               | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       569 | NS      | $29986.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                          | Universal Display Corp                                          | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $26306.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                            | Universal Health Realty Income Trust                            | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |       306 | NS      | $12383.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                                | Universal Insurance Holdings Inc                                | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       592 | NS      | $20222.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                                | Universal Logistics Holdings Inc                                | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $3403.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                                   | Universal Health Services Inc                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       320 | NS      | $57270.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                               | Universal Technical Institute Inc                               | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      1103 | NS      | $39818.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                          | Univest Financial Corp                                          | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       663 | NS      | $22714.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                      | Unum Group                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1009 | NS      | $73687.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc                                                | Upstream Bio Inc                                                | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       779 | NS      | $7011.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                                            | Upstart Holdings Inc                                            | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      2027 | NS      | $51992.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                      | Upwork Inc                                                      | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      2909 | NS      | $31882.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                                             | Uranium Energy Corp                                             | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     11343 | NS      | $153130.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                            | Urban Outfitters Inc                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1552 | NS      | $98319.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                           | Urban Edge Properties                                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |      3030 | NS      | $60539.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth Inc                                              | USA Rare Earth Inc                                              | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4379 | NS      | $66276.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                                       | Utah Medical Products Inc                                       | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        71 | NS      | $4401.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                                  | Utz Brands Inc                                                  | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |      1689 | NS      | $13376.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                                         | VF Corp                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      1900 | NS      | $32281.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                                        | VSE Corp                                                        | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       645 | NS      | $118938.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                               | VAALCO Energy Inc                                               | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      2460 | NS      | $15596.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                                | Vail Resorts Inc                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       200 | NS      | $25664.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                                       | Valhi Inc                                                       | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $858.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                              | Valero Energy Corp                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1666 | NS      | $411635.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                         | Valley National Bancorp                                         | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     11628 | NS      | $142791.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                          | Valmont Industries Inc                                          | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        99 | NS      | $39557.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                                  | Value Line Inc                                                  | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $705.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                                   | Valvoline Inc                                                   | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       600 | NS      | $20208.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                                       | Vanda Pharmaceuticals Inc                                       | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      1250 | NS      | $8637.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                              | Varex Imaging Corp                                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       992 | NS      | $10525.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                                             | Varonis Systems Inc                                             | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      2771 | NS      | $59493.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                           | Veeco Instruments Inc                                           | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1408 | NS      | $47674.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                         | V2X Inc                                                         | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       630 | NS      | $43155.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                     | Vaxcyte Inc                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      2951 | NS      | $171482.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                               | Veeva Systems Inc                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       809 | NS      | $142108.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                                          | Velocity Financial Inc                                          | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $5933.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                      | Ventas Inc                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      2603 | NS      | $212873.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PI Industries Ltd                                               | PI Industries Ltd                                               | CUSIP: 000000000<br>LEI: 335800PEGP94E4CC1D11 | Long             | EC               | CORP              | IN        |       788 | NS      | $22808.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verastem Inc                                                    | Verastem Inc                                                    | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |      1528 | NS      | $8098.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                                    | Veracyte Inc                                                    | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      1867 | NS      | $60136.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                           | Vera Therapeutics Inc                                           | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1469 | NS      | $59097.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                    | Veralto Corp                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1450 | NS      | $128209.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                                    | VeriSign Inc                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       437 | NS      | $108533.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                      | Verizon Communications Inc                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     23814 | NS      | $1195462.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                            | Verisk Analytics Inc                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       826 | NS      | $156733.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                                    | Vericel Corp                                                    | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      1192 | NS      | $38346.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                                    | State Street Institutional US Government Money Market Fund      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     80865 | NS      | $80865.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                                    | State Street Institutional US Government Money Market Fund      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  24505390 | NS      | $24505389.87  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                                             | Verra Mobility Corp                                             | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      3804 | NS      | $54359.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc                                         | Versant Media Group Inc                                         | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |       945 | NS      | $34983.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                      | Vertex Pharmaceuticals Inc                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1419 | NS      | $633640.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                              | Vertiv Holdings Co                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2093 | NS      | $524463.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                                      | Vertex Inc                                                      | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      1643 | NS      | $19535.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc                         | Pursuit Attractions and Hospitality Inc                         | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       492 | NS      | $18021.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                                      | Viasat Inc                                                      | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      2962 | NS      | $135659.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                             | Viavi Solutions Inc                                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      5480 | NS      | $182374.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                     | Viatris Inc                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      6800 | NS      | $91868.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Transportation Inc                                          | Via Transportation Inc                                          | CUSIP: 92556W104<br>LEI: 5493008VI9XI9EV3A861 | Long             | EC               | CORP              | US        |       297 | NS      | $4455.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                            | Viant Technology Inc                                            | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $5208.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                             | VICI Properties Inc                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      6319 | NS      | $172635.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                                      | Vicor Corp                                                      | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       550 | NS      | $88550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                          | Victoria's Secret & Co                                          | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      1655 | NS      | $76725.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                                    | Victory Capital Holdings Inc                                    | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      1056 | NS      | $69146.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                                           | Viemed Healthcare Inc                                           | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       796 | NS      | $7331.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                                         | Viking Therapeutics Inc                                         | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |       800 | NS      | $26032.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                                        | Village Super Market Inc                                        | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       243 | NS      | $10261.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vipshop Holdings Ltd                                            | Vipshop Holdings Ltd                                            | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |      3134 | NS      | $49266.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                           | Vir Biotechnology Inc                                           | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2065 | NS      | $18502.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corp                                                 | Virco Mfg. Corp                                                 | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $2007.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                       | Viridian Therapeutics Inc                                       | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      1899 | NS      | $37144.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia National Bankshares Corp                               | Virginia National Bankshares Corp                               | CUSIP: 928031103<br>LEI: 5493005LXSLNF92BF097 | Long             | EC               | CORP              | US        |       137 | NS      | $5233.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                             | Virtu Financial Inc                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       500 | NS      | $21990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                        | Visa Inc                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9479 | NS      | $2864932.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                  | Virtus Investment Partners Inc                                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       149 | NS      | $20018.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                      | Vishay Intertechnology Inc                                      | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      2876 | NS      | $51768.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                                      | Vishay Precision Group Inc                                      | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       284 | NS      | $12331.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                                    | Visteon Corp                                                    | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       654 | NS      | $59585.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                     | Vistra Corp                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1880 | NS      | $282620.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The                                            | Vita Coco Co Inc/The                                            | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      1134 | NS      | $54329.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                                 | Vital Farms Inc                                                 | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |       798 | NS      | $11267.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc                                              | Vitesse Energy Inc                                              | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $12730.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                                 | Vivid Seats Inc                                                 | CUSIP: 92854T209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $401.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                                    | Vontier Corp                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       799 | NS      | $28340.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc                                        | Voyager Technologies Inc                                        | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |      1138 | NS      | $26617.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                            | Vornado Realty Trust                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |       800 | NS      | $20792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                              | Voya Financial Inc                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       500 | NS      | $34160.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                                        | Voyager Therapeutics Inc                                        | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      1164 | NS      | $4493.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                             | Vulcan Materials Co                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       766 | NS      | $208581.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vox Royalty Corp                                                | Vox Royalty Corp                                                | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1313 | NS      | $6880.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                                      | Vuzix Corp                                                      | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |      1979 | NS      | $4571.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                                | W&T Offshore Inc                                                | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      2358 | NS      | $8040.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                                        | WD-40 Co                                                        | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       325 | NS      | $66280.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                             | WSFS Financial Corp                                             | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1269 | NS      | $83068.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                                    | WP Carey Inc                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      1211 | NS      | $82299.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                                  | WSP Global Inc                                                  | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       781 | NS      | $121161.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                            | WEC Energy Group Inc                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1864 | NS      | $215795.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                            | Wabash National Corp                                            | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       937 | NS      | $8076.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                               | WM Technology Inc                                               | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |      2760 | NS      | $1817.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                        | Westinghouse Air Brake Technologies Corp                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       931 | NS      | $232666.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                     | Walmart Inc                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     24491 | NS      | $3043741.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                             | Walker & Dunlop Inc                                             | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       780 | NS      | $34616.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avenue Supermarts Ltd                                           | Avenue Supermarts Ltd                                           | CUSIP: 000000000<br>LEI: 335800B2ZPJKOU2ZM776 | Long             | EC               | CORP              | IN        |      1195 | NS      | $50301.46     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SD Guthrie Bhd                                                  | SD Guthrie Bhd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     22100 | NS      | $33021.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                                | Warby Parker Inc                                                | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2339 | NS      | $49282.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                       | Warner Bros Discovery Inc                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     13046 | NS      | $358243.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA COM RICH RENE ENE INVEST                                  | CHINA COM RICH RENE ENE INVEST                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     64000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Energy Engineering Corp Ltd                               | China Energy Engineering Corp Ltd                               | CUSIP: 000000000<br>LEI: 30030095F4B9XDN9QY57 | Long             | EC               | CORP              | CN        |     34900 | NS      | $14772.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Ruyi Holdings Ltd                                         | China Ruyi Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 984500976440498D1C06 | Long             | EC               | CORP              | BM        |    108000 | NS      | $21138.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education & Technology Group Inc                   | New Oriental Education & Technology Group Inc                   | CUSIP: 000000000<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |     10700 | NS      | $60615.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warrior Met Coal Inc                                            | Warrior Met Coal Inc                                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1247 | NS      | $116158.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                        | WaFd Inc                                                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1810 | NS      | $56834.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                                    | Washington Trust Bancorp Inc                                    | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       437 | NS      | $14622.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                            | Waste Management Inc                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2089 | NS      | $480031.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                                     | Waters Corp                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       546 | NS      | $162598.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                        | Waterstone Financial Inc                                        | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       361 | NS      | $6508.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                      | Watsco Inc                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       216 | NS      | $78578.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                                    | Watts Water Technologies Inc                                    | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       653 | NS      | $189559.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                                     | Wayfair Inc                                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       600 | NS      | $45126.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc                                      | Climb Global Solutions Inc                                      | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |       424 | NS      | $8403.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                                            | Waystar Holding Corp                                            | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |      2626 | NS      | $63312.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wealthfront Corp                                                | Wealthfront Corp                                                | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |       833 | NS      | $7705.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                        | Weave Communications Inc                                        | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1567 | NS      | $7239.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                          | Webster Financial Corp                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      1042 | NS      | $72335.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webtoon Entertainment Inc                                       | Webtoon Entertainment Inc                                       | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $3914.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                                | Weis Markets Inc                                                | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $21816.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                | Wells Fargo & Co                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     17429 | NS      | $1387522.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                   | Welltower Inc                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      3894 | NS      | $769882.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                          | Werner Enterprises Inc                                          | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1422 | NS      | $41821.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                                    | WesBanco Inc                                                    | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2260 | NS      | $77947.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                                         | WESCO International Inc                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       200 | NS      | $54724.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                                                | West BanCorp Inc                                                | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |       335 | NS      | $7969.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| True Corp PCL                                                   | True Corp PCL                                                   | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |     87240 | NS      | $38387.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                                | West Pharmaceutical Services Inc                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       435 | NS      | $109028.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                             | Westamerica BanCorp                                             | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |       569 | NS      | $29673.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                        | Western Alliance Bancorp                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       700 | NS      | $49595.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND ASCENDAS REIT                                        | CAPITALAND ASCENDAS REIT                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | N/A              | DE               |  | SG        |       711 | NS      | $66.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                            | Western Digital Corp                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1900 | NS      | $513931.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc                                 | Western New England Bancorp Inc                                 | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |       431 | NS      | $5572.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                            | Western Union Co/The                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      1500 | NS      | $13095.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                                   | Westlake Corp                                                   | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       200 | NS      | $23364.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                               | George Weston Ltd                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1058 | NS      | $74508.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Co                                              | Westrock Coffee Co                                              | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       876 | NS      | $3723.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group Inc                                     | Westwood Holdings Group Inc                                     | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       244 | NS      | $4018.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                         | WEX Inc                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       192 | NS      | $29383.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                                                 | Weyco Group Inc                                                 | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       175 | NS      | $5608.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                 | Weyerhaeuser Co                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      4446 | NS      | $108615.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                                    | Wheaton Precious Metals Corp                                    | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      2619 | NS      | $342681.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROGLOBE REP + WRNTY INS TRU                                  | FERROGLOBE REP + WRNTY INS TRU                                  | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | US        |      1316 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Whirlpool Corp                                                  | Whirlpool Corp                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       258 | NS      | $13911.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                          | Whitecap Resources Inc                                          | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |      7000 | NS      | $78750.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUISHAN DAIRY                                                   | HUISHAN DAIRY                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     55000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Whitestone REIT                                                 | Whitestone REIT                                                 | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      1039 | NS      | $16779.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Biologics Cayman Inc                                       | Wuxi Biologics Cayman Inc                                       | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |     27500 | NS      | $118278.60    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| John Wiley & Sons Inc                                           | John Wiley & Sons Inc                                           | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       961 | NS      | $36614.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                               | Willdan Group Inc                                               | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |       330 | NS      | $25264.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                            | Williams Cos Inc/The                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      6887 | NS      | $501235.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                             | Williams-Sonoma Inc                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       600 | NS      | $109398.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corp                                       | Willis Lease Finance Corp                                       | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |        67 | NS      | $11407.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                                          | WillScot Holdings Corp                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      1340 | NS      | $23262.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                    | Wingstop Inc                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       200 | NS      | $30994.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                                    | Winmark Corp                                                    | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $29928.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                        | Winnebago Industries Inc                                        | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       638 | NS      | $19771.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                         | Wintrust Financial Corp                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       390 | NS      | $54186.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                                  | WisdomTree Inc                                                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2938 | NS      | $42777.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                        | Wolverine World Wide Inc                                        | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      1898 | NS      | $30975.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yonyou Network Technology Co Ltd                                | Yonyou Network Technology Co Ltd                                | CUSIP: 000000000<br>LEI: 30030017NBX3U80ANB35 | Long             | EC               | CORP              | CN        |      2600 | NS      | $4436.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Securities Co Ltd                                    | Industrial Securities Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300E1011435000093 | Long             | EC               | CORP              | CN        |      7500 | NS      | $6424.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc                                                    | Woodward Inc                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       300 | NS      | $107376.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                     | Workday Inc                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      1200 | NS      | $155904.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                                     | Workiva Inc                                                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      1200 | NS      | $71556.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                           | World Acceptance Corp                                           | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $7562.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                               | World Kinect Corp                                               | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1276 | NS      | $29437.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                     | Worthington Enterprises Inc                                     | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       744 | NS      | $38792.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                                           | Worthington Steel Inc                                           | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |       773 | NS      | $23460.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                    | Wyndham Hotels & Resorts Inc                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       400 | NS      | $32492.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                                | Wynn Resorts Ltd                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       370 | NS      | $37573.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                         | XPO Inc                                                         | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       600 | NS      | $116730.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                        | XPEL Inc                                                        | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       594 | NS      | $26290.44     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Xcel Energy Inc                                                 | Xcel Energy Inc                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      3353 | NS      | $266362.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XCF Global Inc                                                  | XCF Global Inc                                                  | CUSIP: 98400U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1217 | NS      | $444.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                      | Xenia Hotels & Resorts Inc                                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      2242 | NS      | $33248.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                      | Xencor Inc                                                      | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1632 | NS      | $19681.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corp                                               | XOMA Royalty Corp                                               | CUSIP: 98419J206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $7246.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                    | Xylem Inc/NY                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1433 | NS      | $171243.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                                       | Xenon Pharmaceuticals Inc                                       | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      2053 | NS      | $119381.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                             | Xerox Holdings Corp                                             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      2797 | NS      | $3608.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                                    | Xeris Biopharma Holdings Inc                                    | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3577 | NS      | $20746.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                          | Xponential Fitness Inc                                          | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       683 | NS      | $4111.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                                     | Xometry Inc                                                     | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |      1031 | NS      | $42106.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                                       | Xperi Inc                                                       | CUSIP: 98423J101<br>LEI: 529900I86PYPO1GBLY22 | Long             | EC               | CORP              | US        |      1078 | NS      | $6036.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                        | Yelp Inc                                                        | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1429 | NS      | $35353.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                        | Yext Inc                                                        | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      2313 | NS      | $8881.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                               | YETI Holdings Inc                                               | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       500 | NS      | $18295.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| York Space Systems Inc                                          | York Space Systems Inc                                          | CUSIP: 987084100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $9377.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The                                               | York Water Co/The                                               | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $10413.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                                 | Yum! Brands Inc                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1571 | NS      | $244259.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                         | Zebra Technologies Corp                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       279 | NS      | $58333.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenas Biopharma Inc                                             | Zenas Biopharma Inc                                             | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $8328.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                                | Zillow Group Inc                                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      1100 | NS      | $45518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                                       | Zevia PBC                                                       | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1043 | NS      | $1220.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                                       | Zeta Global Holdings Corp                                       | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |      4998 | NS      | $79568.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                      | Zimmer Biomet Holdings Inc                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1096 | NS      | $99100.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                | Zions Bancorp NA                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       775 | NS      | $44655.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                      | Zoetis Inc                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2482 | NS      | $293397.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                                | ZipRecruiter Inc                                                | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      1833 | NS      | $3372.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                                       | ZoomInfo Technologies Inc                                       | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |      2000 | NS      | $11960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                                     | Zscaler Inc                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       599 | NS      | $84033.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                         | Zoom Communications Inc                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1474 | NS      | $118494.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                                      | Zumiez Inc                                                      | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       310 | NS      | $6869.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                                 | Zurn Elkay Water Solutions Corp                                 | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      3573 | NS      | $160213.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                                   | Zymeworks Inc                                                   | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      1171 | NS      | $29321.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TVS MOTOR COMPANY                                               | TVS Motor Co Ltd                                                | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EP               | CORP              | IN        |     10728 | NS      | $1159.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axia Energia                                                    | Axia Energia                                                    | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EP               | CORP              | BR        |      3897 | NS      | $42268.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegatron Corp                                                   | Pegatron Corp                                                   | CUSIP: 000000000<br>LEI: 529900M87JQS8TUO0L66 | Long             | EC               | CORP              | TW        |     17251 | NS      | $41825.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                         | BASF SE                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      5205 | NS      | $319565.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Estates Projects Ltd                                   | Prestige Estates Projects Ltd                                   | CUSIP: 000000000<br>LEI: 335800HHEBP52VZLTU94 | Long             | EC               | CORP              | IN        |      1456 | NS      | $17450.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd                                                  | Coal India Ltd                                                  | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |     12795 | NS      | $61174.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                      | Airtac International Group                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1364 | NS      | $43444.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                 | D'ieteren Group                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       108 | NS      | $19933.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FF Group                                                        | FF Group                                                        | CUSIP: 000000000<br>LEI: 213800ZMDLVEKZIKFX90 | Long             | EC               | CORP              | GR        |      1860 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Swiss Re AG                                                     | Swiss Re AG                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      1743 | NS      | $291344.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd                                  | Korea Aerospace Industries Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       651 | NS      | $73592.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Passenger Vehicles Limited                          | Tata Motors Passenger Vehicles Limited                          | CUSIP: 000000000<br>LEI: 335800BO2LHWJJ8TZI32 | Long             | EC               | CORP              | IN        |     14891 | NS      | $47173.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Heavy Electricals Ltd                                    | Bharat Heavy Electricals Ltd                                    | CUSIP: 000000000<br>LEI: 3358007X5FQ2R445Z747 | Long             | EC               | CORP              | IN        |      9175 | NS      | $23977.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                          | BKW AG                                                          | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |       125 | NS      | $24523.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                            | Evolution Mining Ltd                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     11755 | NS      | $105075.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cooperative Financial Holding Co Ltd                     | Taiwan Cooperative Financial Holding Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     84073 | NS      | $62199.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                        | Unipol Assicurazioni SpA                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      2322 | NS      | $53770.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                     | Alrosa PJSC                                                     | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |     46308 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                                | Hankook Tire & Technology Co Ltd                                | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       820 | NS      | $30184.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                 | ASML Holding NV                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2274 | NS      | $3014315.23   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                   | Coloplast A/S                                                   | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       814 | NS      | $55276.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                                  | Moscow Exchange MICEX-RTS PJSC                                  | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |     17461 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Evonik Industries AG                                            | Evonik Industries AG                                            | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      1290 | NS      | $25233.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                  | Commerzbank AG                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      4258 | NS      | $154838.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                                     | Suntory Beverage & Food Ltd                                     | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |       800 | NS      | $22537.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                             | Richter Gedeon Nyrt                                             | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |       602 | NS      | $21266.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumber Alfaria Trijaya Tbk PT                                   | Sumber Alfaria Trijaya Tbk PT                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    150100 | NS      | $13171.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanjin Kal Corp                                                 | Hanjin Kal Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       197 | NS      | $14660.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd                                                | Asian Paints Ltd                                                | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |      3173 | NS      | $73171.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                     | Cie Financiere Richemont SA                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      3142 | NS      | $552043.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eneva SA                                                        | Eneva SA                                                        | CUSIP: 000000000<br>LEI: 549300T1AP7HKCABII19 | Long             | EC               | CORP              | BR        |      7000 | NS      | $32895.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Godrej Properties Ltd                                           | Godrej Properties Ltd                                           | CUSIP: 000000000<br>LEI: 335800KM3Y5NZWXOE183 | Long             | EC               | CORP              | IN        |      1176 | NS      | $18412.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                     | Moncler SpA                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      1346 | NS      | $80784.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                              | Vodafone Group PLC                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    108942 | NS      | $163714.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Property Mexico SA de CV                               | Prologis Property Mexico SA de CV                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | MX        |     10701 | NS      | $46424.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                   | Industria de Diseno Textil SA                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      6369 | NS      | $369561.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                                   | Axis Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |     19561 | NS      | $242267.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Havells India Ltd                                               | Havells India Ltd                                               | CUSIP: 000000000<br>LEI: 549300U1LOGHTTNT7D47 | Long             | EC               | CORP              | IN        |      1894 | NS      | $23774.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astral Ltd                                                      | Astral Ltd                                                      | CUSIP: 000000000<br>LEI: 3358007M1SKFTVDRMC40 | Long             | EC               | CORP              | IN        |      1331 | NS      | $22624.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     18567 | NS      | $720431.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                             | State Bank of India                                             | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     14438 | NS      | $150576.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                                | Samsung C&T Corp                                                | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |       742 | NS      | $130041.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Punjab National Bank                                            | Punjab National Bank                                            | CUSIP: 000000000<br>LEI: 335800LE3GBR6I412V82 | Long             | EC               | CORP              | IN        |     18098 | NS      | $19389.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Baroda                                                  | Bank of Baroda                                                  | CUSIP: 000000000<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               | CORP              | IN        |      8996 | NS      | $23715.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                   | Assa Abloy AB                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      5836 | NS      | $209639.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd                                          | Zydus Lifesciences Ltd                                          | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |      2819 | NS      | $26247.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                              | Poste Italiane SpA                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      2624 | NS      | $61570.62     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd                                         | InterGlobe Aviation Ltd                                         | CUSIP: 000000000<br>LEI: 33580079R8SLLO23XD19 | Long             | EC               | CORP              | IN        |      1827 | NS      | $77118.69     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ferrari NV                                                      | Ferrari NV                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       735 | NS      | $248600.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                            | Banca Mediolanum SpA                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      1143 | NS      | $23085.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Financial Group Inc                                    | Yokohama Financial Group Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $58770.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SDIC Capital Co Ltd                                             | SDIC Capital Co Ltd                                             | CUSIP: 000000000<br>LEI: 391200N3TQNVUCU8N039 | Long             | EC               | CORP              | CN        |     14100 | NS      | $14259.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Weiming Environment Protection Co Ltd                  | Zhejiang Weiming Environment Protection Co Ltd                  | CUSIP: 000000000<br>LEI: 300300MI4URDDZP5ZT02 | Long             | EC               | CORP              | CN        |      2300 | NS      | $8409.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guotai Haitong Securities Co Ltd                                | Guotai Haitong Securities Co Ltd                                | CUSIP: 000000000<br>LEI: 300300E1005431000017 | Long             | EC               | CORP              | CN        |      8176 | NS      | $19793.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Nuclear Power Co Ltd                             | China National Nuclear Power Co Ltd                             | CUSIP: 000000000<br>LEI: 3003003YPVL5EMT5LZ97 | Long             | EC               | CORP              | CN        |     16500 | NS      | $21684.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Energy Shipping Co Ltd                          | China Merchants Energy Shipping Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10900 | NS      | $25920.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou First Applied Material Co Ltd                          | Hangzhou First Applied Material Co Ltd                          | CUSIP: 000000000<br>LEI: 8368001FT238FD11Z218 | Long             | EC               | CORP              | CN        |      1920 | NS      | $4929.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar Industries India Ltd                                      | Solar Industries India Ltd                                      | CUSIP: 000000000<br>LEI: 3358002ANWRT2YJ79L60 | Long             | EC               | CORP              | IN        |       242 | NS      | $31019.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie Brasil Energia SA                                         | Engie Brasil Energia SA                                         | CUSIP: 000000000<br>LEI: 52990057Q0EK2Q9YBC07 | Long             | EC               | CORP              | BR        |      2006 | NS      | $12611.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                      | Anheuser-Busch InBev SA/NV                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      5773 | NS      | $398149.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Prudential Life Insurance Co Ltd                          | ICICI Prudential Life Insurance Co Ltd                          | CUSIP: 000000000<br>LEI: 2138006W2MGOSH69C607 | Long             | EC               | CORP              | IN        |      4779 | NS      | $25844.73     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Grasim Industries Ltd                                           | Grasim Industries Ltd                                           | CUSIP: 000000000<br>LEI: 335800WLY7FOIT3ERV21 | Long             | EC               | CORP              | IN        |      2556 | NS      | $69362.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co Ltd                                        | Samsung Biologics Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       101 | NS      | $103511.42    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BSE Ltd                                                         | BSE Ltd                                                         | CUSIP: 000000000<br>LEI: 335800UOTLCPTZQVDA19 | Long             | EC               | CORP              | IN        |      1766 | NS      | $50842.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                                          | Bharat Electronics Ltd                                          | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     29300 | NS      | $125381.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                                      | HD Hyundai Electric Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |       200 | NS      | $113337.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co Ltd                                               | HD Hyundai Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       357 | NS      | $59872.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                | ArcelorMittal SA                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      2472 | NS      | $127796.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                       | Essity AB                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      3484 | NS      | $89230.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AU Small Finance Bank Ltd                                       | AU Small Finance Bank Ltd                                       | CUSIP: 000000000<br>LEI: 3358006J6L5P5MWKCU97 | Long             | EC               | CORP              | IN        |      4104 | NS      | $36747.65     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ICICI Lombard General Insurance Co Ltd                          | ICICI Lombard General Insurance Co Ltd                          | CUSIP: 000000000<br>LEI: 335800ZZITZ7ZZZ2ZX87 | Long             | EC               | CORP              | IN        |      1964 | NS      | $35785.35     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                                      | HDFC Life Insurance Co Ltd                                      | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |      8152 | NS      | $51230.20     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Reinet Investments SCA                                          | Reinet Investments SCA                                          | CUSIP: 000000000<br>LEI: 222100830RQTFVV22S80 | Long             | EC               | CORP              | LU        |      1448 | NS      | $46786.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co Ltd                                   | ASE Technology Holding Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     28000 | NS      | $308172.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                  | BE Semiconductor Industries NV                                  | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       422 | NS      | $90104.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                         | Sika AG                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       885 | NS      | $145763.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Spirits Ltd                                              | United Spirits Ltd                                              | CUSIP: 000000000<br>LEI: 3358004YFWQVX2EZDE82 | Long             | EC               | CORP              | IN        |      1907 | NS      | $24504.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Asset Management Co Ltd                                    | HDFC Asset Management Co Ltd                                    | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |      1698 | NS      | $39678.41     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| National Bank of Greece SA                                      | National Bank of Greece SA                                      | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      7675 | NS      | $118188.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                         | Meituan                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |     43007 | NS      | $469362.70    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                 | Knorr-Bremse AG                                                 | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       469 | NS      | $53414.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Britannia Industries Ltd                                        | Britannia Industries Ltd                                        | CUSIP: 000000000<br>LEI: 335800RRN5EVHNNAXN80 | Long             | EC               | CORP              | IN        |       987 | NS      | $56431.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                        | Alcon AG                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      2910 | NS      | $218886.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                       | Coca-Cola Femsa SAB de CV                                       | CUSIP: 000000000<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |      4665 | NS      | $45172.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Baloise Holding AG                                     | Helvetia Baloise Holding AG                                     | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |       461 | NS      | $118724.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansoh Pharmaceutical Group Co Ltd                              | Hansoh Pharmaceutical Group Co Ltd                              | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | EC               | CORP              | KY        |     12000 | NS      | $54936.35     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                                          | Sibanye Stillwater Ltd                                          | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     21226 | NS      | $64405.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Energy India Ltd                                        | Hitachi Energy India Ltd                                        | CUSIP: 000000000<br>LEI: 549300ASJQYQLII9F213 | Long             | EC               | CORP              | IN        |        96 | NS      | $24826.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Cards & Payment Services Ltd                                | SBI Cards & Payment Services Ltd                                | CUSIP: 000000000<br>LEI: 335800HN4Y9OTCFH4236 | Long             | EC               | CORP              | IN        |       330 | NS      | $2210.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yes Bank Ltd                                                    | Yes Bank Ltd                                                    | CUSIP: 000000000<br>LEI: 335800X6WKDDXJUSFZ86 | Long             | EC               | CORP              | IN        |    126490 | NS      | $23230.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                       | Banque Cantonale Vaudoise                                       | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |       178 | NS      | $28808.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Biopharmaceuticals Co Ltd                                    | SK Biopharmaceuticals Co Ltd                                    | CUSIP: 000000000<br>LEI: 9845004573839986EA59 | Long             | EC               | CORP              | KR        |       359 | NS      | $22616.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                               | Eicher Motors Ltd                                               | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      1323 | NS      | $92634.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                               | Siemens Energy AG                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      4534 | NS      | $779416.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HYBE Co Ltd                                                     | HYBE Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400NYDQI538IJ3K23 | Long             | EC               | CORP              | KR        |       198 | NS      | $40140.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Co RUSAL International PJSC                              | United Co RUSAL International PJSC                              | CUSIP: 000000000<br>LEI: 213800WNO9IQTTI4PG55 | Long             | EC               | CORP              | RU        |     55670 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JD Health International Inc                                     | JD Health International Inc                                     | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | KY        |      9950 | NS      | $60741.43     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eternal Ltd                                                     | Eternal Ltd                                                     | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |     24803 | NS      | $61020.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dixon Technologies India Ltd                                    | Dixon Technologies India Ltd                                    | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |       320 | NS      | $33148.36     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Belimo Holding AG                                               | Belimo Holding AG                                               | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        64 | NS      | $51722.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lodha Developers Ltd                                            | Lodha Developers Ltd                                            | CUSIP: 000000000<br>LEI: 254900B5QCN52ETNU557 | Long             | EC               | CORP              | IN        |      2614 | NS      | $18895.39     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hexagon AB                                                      | Hexagon AB                                                      | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |     12035 | NS      | $116393.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northam Platinum Holdings Ltd                                   | Northam Platinum Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 3789009D0712C7101695 | Long             | EC               | CORP              | ZA        |      3025 | NS      | $61016.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton Inc                                                     | Krafton Inc                                                     | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |       151 | NS      | $25814.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                    | DNB Bank ASA                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      5151 | NS      | $160207.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KakaoBank Corp                                                  | KakaoBank Corp                                                  | CUSIP: 000000000<br>LEI: 988400VAVCFSK6VF9Q87 | Long             | EC               | CORP              | KR        |      2092 | NS      | $34087.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                        | Wise PLC                                                        | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |      4317 | NS      | $51793.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FSN E-Commerce Ventures Ltd                                     | FSN E-Commerce Ventures Ltd                                     | CUSIP: 000000000<br>LEI: 335800X5BJYC18NHDQ91 | Long             | EC               | CORP              | IN        |     10437 | NS      | $26168.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                              | HD Hyundai Heavy Industries Co Ltd                              | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       343 | NS      | $109869.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADNOC Drilling Co PJSC                                          | ADNOC Drilling Co PJSC                                          | CUSIP: 000000000<br>LEI: 254900JPRSQL1PM0JV19 | Long             | EC               | CORP              | AE        |     27997 | NS      | $39593.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PB Fintech Ltd                                                  | PB Fintech Ltd                                                  | CUSIP: 000000000<br>LEI: 98450083AC6B01HF1F87 | Long             | EC               | CORP              | IN        |      2844 | NS      | $43230.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| One 97 Communications Ltd                                       | One 97 Communications Ltd                                       | CUSIP: 000000000<br>LEI: 335800ZRHU5J6GSTMI23 | Long             | EC               | CORP              | IN        |      3584 | NS      | $36601.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                        | Daimler Truck Holding AG                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      2663 | NS      | $130727.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm Co                                                          | Elm Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       212 | NS      | $30499.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Electricity & Water Authority PJSC                        | Dubai Electricity & Water Authority PJSC                        | CUSIP: 000000000<br>LEI: 213800K4OJF8DKATLT41 | Long             | EC               | CORP              | AE        |     53176 | NS      | $39447.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                            | Straumann Holding AG                                            | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       654 | NS      | $68087.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                                   | PHOSAGRO PJSC                                                   | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PhosAgro PJSC                                                   | PhosAgro PJSC                                                   | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      1956 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fastighets AB Balder                                            | Fastighets AB Balder                                            | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |      3671 | NS      | $21365.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                       | Woodside Energy Group Ltd                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     11079 | NS      | $261063.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                             | Banca Monte dei Paschi di Siena SpA                             | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     11408 | NS      | $99226.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Giant Biogene Holding Co ltd                                    | Giant Biogene Holding Co ltd                                    | CUSIP: 000000000<br>LEI: 391200HMPBKVFGL0V252 | Long             | EC               | CORP              | KY        |      3600 | NS      | $12726.10     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                | DSM-Firmenich AG                                                | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       992 | NS      | $70727.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adnoc Gas PLC                                                   | Adnoc Gas PLC                                                   | CUSIP: 000000000<br>LEI: 254900O5NS03BDOOM362 | Long             | EC               | CORP              | AE        |     57042 | NS      | $50304.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                         | America Movil SAB de CV                                         | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |    159200 | NS      | $201013.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                          | SGS SA                                                          | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       958 | NS      | $100466.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                      | Boliden AB                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      1644 | NS      | $85642.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mankind Pharma Ltd                                              | Mankind Pharma Ltd                                              | CUSIP: 000000000<br>LEI: 33580067G8AZ7S8NYA02 | Long             | EC               | CORP              | IN        |      1285 | NS      | $27427.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                    | Ferrovial SE                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      2989 | NS      | $193839.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jio Financial Services Ltd                                      | Jio Financial Services Ltd                                      | CUSIP: 000000000<br>LEI: 3358003O268Q1OGBQR42 | Long             | EC               | CORP              | IN        |     26009 | NS      | $62123.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                 | Sandoz Group AG                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      2432 | NS      | $189612.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                       | Aegon Ltd                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |      7915 | NS      | $57701.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                      | Tenaris SA                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      2199 | NS      | $64078.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                       | Sampo Oyj                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     13954 | NS      | $147947.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Aeronautics Ltd                                       | Hindustan Aeronautics Ltd                                       | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |      1935 | NS      | $71142.02     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SAL Saudi Logistics Services                                    | SAL Saudi Logistics Services                                    | CUSIP: 000000000<br>LEI: 558600FSWKWXDQOMXT65 | Long             | EC               | CORP              | SA        |       271 | NS      | $12073.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle India Ltd                                                | Nestle India Ltd                                                | CUSIP: 000000000<br>LEI: 3358008SYYY9CPWH5D94 | Long             | EC               | CORP              | IN        |      6148 | NS      | $76401.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APR Corp/Korea                                                  | APR Corp/Korea                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       207 | NS      | $47231.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                               | Galderma Group AG                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      1073 | NS      | $209844.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canara Bank                                                     | Canara Bank                                                     | CUSIP: 000000000<br>LEI: 335800E4RH82Z8XC3C30 | Long             | EC               | CORP              | IN        |     19083 | NS      | $25141.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                              | Midea Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |      3700 | NS      | $39824.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiggy Ltd                                                      | Swiggy Ltd                                                      | CUSIP: 000000000<br>LEI: 335800R11DC3QR7KH186 | Long             | EC               | CORP              | IN        |      6945 | NS      | $19271.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor India Ltd                                         | Hyundai Motor India Ltd                                         | CUSIP: 000000000<br>LEI: 335800HWX9HKN9N12M74 | Long             | EC               | CORP              | IN        |      1586 | NS      | $30032.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAAREE Energies Ltd                                             | WAAREE Energies Ltd                                             | CUSIP: 000000000<br>LEI: 335800TCF9YCJG3VRZ10 | Long             | EC               | CORP              | IN        |       613 | NS      | $20098.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishal Mega Mart Ltd                                            | Vishal Mega Mart Ltd                                            | CUSIP: 000000000<br>LEI: 335800AL4QPSIFSU3936 | Long             | EC               | CORP              | IN        |     16034 | NS      | $17990.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Development PCL                                            | Gulf Development PCL                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     11571 | NS      | $20787.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Development PCL                                            | Gulf Development PCL                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     31974 | NS      | $58206.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Info Edge India Ltd                                             | Info Edge India Ltd                                             | CUSIP: 000000000<br>LEI: 335800MXUVHTBF9DEC78 | Long             | EC               | CORP              | IN        |      2540 | NS      | $26249.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                              | Anglo American PLC                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      6525 | NS      | $279117.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Motiva Infraestrutura de Mobilidade SA                          | Motiva Infraestrutura de Mobilidade SA                          | CUSIP: 000000000<br>LEI: 254900H4EUL83CCQ6781 | Long             | EC               | CORP              | BR        |      6500 | NS      | $19679.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest SA                                                 | Grupo Cibest SA                                                 | CUSIP: 000000000<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |      2228 | NS      | $51703.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                          | Contemporary Amperex Technology Co Ltd                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       700 | NS      | $55802.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                 | Grupo Cibest SA                                                 | CUSIP: 000000000<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EP               | CORP              | CO        |      4559 | NS      | $84114.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL CORP BHD WARRANT                                            | YTL CORP BHD WARRANT                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |      4580 | NS      | $214.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YTL POWER INT WARRANTS                                          | YTL POWER INT WARRANTS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |      6160 | NS      | $836.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                     | Aena SME SA                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      4348 | NS      | $127849.20    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Naspers Ltd                                                     | Naspers Ltd                                                     | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |      6612 | NS      | $338097.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Power Ltd                                                 | Adani Power Ltd                                                 | CUSIP: 000000000<br>LEI: 33580074T4XKFXBDG813 | Long             | EC               | CORP              | IN        |     25640 | NS      | $40806.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                    | Unilever PLC                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     12757 | NS      | $697758.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Episholdings Co Ltd                                     | Samsung Episholdings Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        61 | NS      | $20713.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                                 | Piraeus Bank SA                                                 | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |     10654 | NS      | $87256.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                     | Eurobank SA                                                     | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |     24458 | NS      | $97621.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd                                         | Kotak Mahindra Bank Ltd                                         | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |     44034 | NS      | $165759.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                               | InterContinental Hotels Group PLC                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       834 | NS      | $109983.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4114 | NS      | $1633788.86   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA                                                  | TELECOM ITALIA                                                  | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | N/A              | DE               |  | IT        |     92550 | NS      | $1.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                          | MSCI EMGMKT JUN26                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        15 | NC      | $-30980.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                          | MSCI EAFE JUN26                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        14 | NC      | $-12714.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                     | E-MINI RUSS 2000 JUN26                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         3 | NC      | $2310.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                        | S+P/TSX 60 IX FUT JUN26                                         | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |         1 | NC      | $2292.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                     | E-MINI RUSS 1000 JUN26                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        15 | NC      | $-66424.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                               | Banco Bradesco SA                                               | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     46421 | NS      | $170413.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                               | Banco Bradesco SA                                               | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     13567 | NS      | $43413.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QL Resources Bhd                                                | QL Resources Bhd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     20382 | NS      | $18625.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronet LNG Ltd                                                | Petronet LNG Ltd                                                | CUSIP: 000000000<br>LEI: 335800KIIKNA7GRD9351 | Long             | EC               | CORP              | IN        |      6837 | NS      | $17955.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mabanee Co KPSC                                                 | Mabanee Co KPSC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |      8178 | NS      | $23984.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencosud SA                                                     | Cencosud SA                                                     | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |     10731 | NS      | $29063.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Biopharmaceutical Ltd                                      | Sino Biopharmaceutical Ltd                                      | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |     97000 | NS      | $73702.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                                 | Cipla Ltd/India                                                 | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |      4566 | NS      | $59496.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Bank Bhd                                                 | Public Bank Bhd                                                 | CUSIP: 000000000<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |    111100 | NS      | $128997.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Pattana PCL                                             | Central Pattana PCL                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     17200 | NS      | $33033.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services PCL                              | Bangkok Dusit Medical Services PCL                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     90255 | NS      | $51449.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumrungrad Hospital PCL                                         | Bumrungrad Hospital PCL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      5097 | NS      | $25456.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen & Toubro Ltd                                             | Larsen & Toubro Ltd                                             | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |      5536 | NS      | $205815.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Minor International PCL                                         | Minor International PCL                                         | CUSIP: 000000000<br>LEI: 254900T4WB2UF9XPX041 | Long             | EC               | CORP              | TH        |     27566 | NS      | $18374.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                                    | Techtronic Industries Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      8500 | NS      | $112896.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                 | J Sainsbury PLC                                                 | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     11138 | NS      | $49791.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Mengniu Dairy Co Ltd                                      | China Mengniu Dairy Co Ltd                                      | CUSIP: 000000000<br>LEI: 2549005Q343BSJ8RSS21 | Long             | EC               | CORP              | KY        |     27000 | NS      | $59658.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                | Terna - Rete Elettrica Nazionale                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      8124 | NS      | $92624.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                        | Bank Central Asia Tbk PT                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    470900 | NS      | $181899.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                  | ACS Actividades de Construccion y Servicios SA                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      1029 | NS      | $125095.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                         | Ping An Insurance Group Co of China Ltd                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     58000 | NS      | $446031.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| YTL Power International Bhd                                     | YTL Power International Bhd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     30800 | NS      | $23015.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                                            | UltraTech Cement Ltd                                            | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |       919 | NS      | $104967.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Ning Co Ltd                                                  | Li Ning Co Ltd                                                  | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |     21319 | NS      | $58908.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashok Leyland Ltd                                               | Ashok Leyland Ltd                                               | CUSIP: 000000000<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |     29270 | NS      | $48031.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosch Ltd                                                       | Bosch Ltd                                                       | CUSIP: 000000000<br>LEI: 3358008TVK7S8BSVVW82 | Long             | EC               | CORP              | IN        |        68 | NS      | $20747.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                                   | Tata Consultancy Services Ltd                                   | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |      7348 | NS      | $185027.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                           | Emaar Properties PJSC                                           | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     53773 | NS      | $175968.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Enterprises Ltd                                           | Adani Enterprises Ltd                                           | CUSIP: 000000000<br>LEI: 335800OTN96B3M38HC30 | Long             | EC               | CORP              | IN        |      2096 | NS      | $39082.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Display Co Ltd                                               | LG Display Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |      2053 | NS      | $15074.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PJSC                                             | Surgutneftegas PJSC                                             | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |      9978 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Suzano SA                                                       | Suzano SA                                                       | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |      6100 | NS      | $60626.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                               | Admiral Group PLC                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      1494 | NS      | $62256.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc                                                          | M3 Inc                                                          | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |      2300 | NS      | $23550.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                        | Mowi ASA                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      2781 | NS      | $62873.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                                | Singapore Telecommunications Ltd                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     43200 | NS      | $165413.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Power International Development Ltd                       | China Power International Development Ltd                       | CUSIP: 000000000<br>LEI: 529900MDOW3M0UV2ST42 | Long             | EC               | CORP              | HK        |     31000 | NS      | $12553.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd                                         | Standard Bank Group Ltd                                         | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |     11904 | NS      | $213106.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL Energia SA                                                 | CPFL Energia SA                                                 | CUSIP: 000000000<br>LEI: 529900GBWSBDXN8GGM28 | Long             | EC               | CORP              | BR        |      2500 | NS      | $23343.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                    | Centrica PLC                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     26492 | NS      | $74732.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd                                                        | NTPC Ltd                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |     38562 | NS      | $151879.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                        | Itau Unibanco Holding SA                                        | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     46067 | NS      | $383571.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                   | Goodman Group                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     11908 | NS      | $212225.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                                      | Akbank TAS                                                      | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |     32402 | NS      | $48319.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi Ve Ticaret AS                         | Aselsan Elektronik Sanayi Ve Ticaret AS                         | CUSIP: 000000000<br>LEI: 7890008XT4M710MU8714 | Long             | EC               | CORP              | TR        |     12026 | NS      | $86391.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari TAS                           | Eregli Demir ve Celik Fabrikalari TAS                           | CUSIP: 000000000<br>LEI: 789000VYQF5IDGG49908 | Long             | EC               | CORP              | TR        |     27871 | NS      | $17836.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                         | Ford Otomotiv Sanayi AS                                         | CUSIP: 000000000<br>LEI: 7890006XJG6ZE2H34671 | Long             | EC               | CORP              | TR        |      3410 | NS      | $7784.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOC Holding AS                                                  | KOC Holding AS                                                  | CUSIP: 000000000<br>LEI: 7890005U0H950VH19H45 | Long             | EC               | CORP              | TR        |      7366 | NS      | $32417.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                            | Turk Hava Yollari AO                                            | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |      1186 | NS      | $7867.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                 | Turkcell Iletisim Hizmetleri AS                                 | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | EC               | CORP              | TR        |     11613 | NS      | $27741.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi AS                                           | Turkiye Is Bankasi AS                                           | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |     71659 | NS      | $21232.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Petrol Rafinerileri AS                                  | Turkiye Petrol Rafinerileri AS                                  | CUSIP: 000000000<br>LEI: 789000RCNG97UV50EE03 | Long             | EC               | CORP              | TR        |      8733 | NS      | $50688.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                        | Yapi ve Kredi Bankasi AS                                        | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |     23452 | NS      | $17549.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haci Omer Sabanci Holding AS                                    | Haci Omer Sabanci Holding AS                                    | CUSIP: 000000000<br>LEI: 78900090FFOWNLGP0F20 | Long             | EC               | CORP              | TR        |     10499 | NS      | $21221.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                     | Powszechna Kasa Oszczednosci Bank Polski SA                     | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |      6517 | NS      | $153497.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTE Corp                                                        | ZTE Corp                                                        | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |      5000 | NS      | $14132.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Unichip Corp                                             | Global Unichip Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $70838.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                       | Safran SA                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      2080 | NS      | $678487.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Investments Corp                                             | SM Investments Corp                                             | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |      2060 | NS      | $21023.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                       | Neste Oyj                                                       | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      2437 | NS      | $78946.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                | Raiffeisen Bank International AG                                | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |       688 | NS      | $29371.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                       | Bunzl PLC                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      2091 | NS      | $62717.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                  | Recordati Industria Chimica e Farmaceutica SpA                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       723 | NS      | $41267.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                            | Rentokil Initial PLC                                            | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |     14588 | NS      | $90196.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                             | Swiss Prime Site AG                                             | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       462 | NS      | $77840.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                          | Localiza Rent a Car SA                                          | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EC               | CORP              | BR        |      8501 | NS      | $76480.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                                         | Sembcorp Industries Ltd                                         | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |      4500 | NS      | $23288.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                      | CP ALL PCL                                                      | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |     44524 | NS      | $62091.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                             | MTU Aero Engines AG                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       312 | NS      | $113463.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                                      | Ayala Corp                                                      | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |      2100 | NS      | $17554.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                        | Kone Oyj                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      1971 | NS      | $125432.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                | Elia Group SA/NV                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |       241 | NS      | $36900.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                                     | China Shenhua Energy Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |     28490 | NS      | $168658.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambuja Cements Ltd                                              | Ambuja Cements Ltd                                              | CUSIP: 000000000<br>LEI: 335800NT6LQHR1428E20 | Long             | EC               | CORP              | IN        |      6240 | NS      | $26620.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                                  | COSCO SHIPPING Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     19182 | NS      | $36532.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd                                   | Bank of Communications Co Ltd                                   | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |     73127 | NS      | $66100.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China State Construction International Holdings Ltd             | China State Construction International Holdings Ltd             | CUSIP: 000000000<br>LEI: 529900QVUUH13RIZIR85 | Long             | EC               | CORP              | KY        |     20000 | NS      | $21249.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financiere de Tubize SA                                         | Financiere de Tubize SA                                         | CUSIP: 000000000<br>LEI: 549300I1MGC0OK6W8828 | Long             | EC               | CORP              | BE        |       104 | NS      | $25717.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Forge Ltd                                                | Bharat Forge Ltd                                                | CUSIP: 000000000<br>LEI: 3358009U5Z2BU2X3L230 | Long             | EC               | CORP              | IN        |      2331 | NS      | $41781.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                        | Engie SA                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     10660 | NS      | $342459.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Inc                                                   | Celltrion Inc                                                   | CUSIP: 000000000<br>LEI: 988400JFZG785WJX3D68 | Long             | EC               | CORP              | KR        |      1229 | NS      | $164344.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Innolux Corp                                                    | Innolux Corp                                                    | CUSIP: 000000000<br>LEI: 3003007EXL0825P1MJ10 | Long             | EC               | CORP              | TW        |     75293 | NS      | $57784.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                             | Heineken Holding NV                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       834 | NS      | $59165.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Semiconductor Co Ltd                                      | Hanmi Semiconductor Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       387 | NS      | $66865.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                                       | BIM Birlesik Magazalar AS                                       | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |      4120 | NS      | $63449.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                       | Alstom SA                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |      2229 | NS      | $63544.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                    | Leonardo SpA                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      2353 | NS      | $159544.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                                    | Novatek PJSC                                                    | CUSIP: 000000000<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |      1641 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Suzlon Energy Ltd                                               | Suzlon Energy Ltd                                               | CUSIP: 000000000<br>LEI: 724500ZW9AZP283ZN723 | Long             | EC               | CORP              | IN        |    103862 | NS      | $44018.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                | Oversea-Chinese Banking Corp Ltd                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     19730 | NS      | $336764.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                                       | Ultrapar Participacoes SA                                       | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |      8100 | NS      | $44548.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                       | Seven & i Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     12151 | NS      | $163031.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd                                         | Hindalco Industries Ltd                                         | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |     11247 | NS      | $106356.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                                       | Baidu Inc                                                       | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |     18800 | NS      | $262823.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                           | Daiichi Sankyo Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     10514 | NS      | $187647.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                       | Bandai Namco Holdings Inc                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      3400 | NS      | $83676.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                         | ITC Ltd                                                         | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |     21553 | NS      | $65859.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pidilite Industries Ltd                                         | Pidilite Industries Ltd                                         | CUSIP: 000000000<br>LEI: 335800APXGEBZ349GN74 | Long             | EC               | CORP              | IN        |      2454 | NS      | $33246.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                  | Mitsubishi Chemical Group Corp                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      7700 | NS      | $44906.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Ltd                                                         | UPL Ltd                                                         | CUSIP: 000000000<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |      4421 | NS      | $26817.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sundaram Finance Ltd                                            | Sundaram Finance Ltd                                            | CUSIP: 000000000<br>LEI: 335800QM6HEH82BEJY45 | Long             | EC               | CORP              | IN        |       575 | NS      | $26525.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlam Ltd                                                      | Sanlam Ltd                                                      | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |     13418 | NS      | $69749.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indutrade AB                                                    | Indutrade AB                                                    | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |      1718 | NS      | $39145.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                                    | China Construction Bank Corp                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    818000 | NS      | $882909.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                           | Aldar Properties PJSC                                           | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |     35099 | NS      | $75863.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                                            | Tsuruha Holdings Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $21828.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatar Gas Transport Co Ltd                                      | Qatar Gas Transport Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |     26847 | NS      | $30902.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhou International Group Holdings Ltd                       | Shenzhou International Group Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |      5900 | NS      | $36054.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                       | Link REIT                                                       | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |     15068 | NS      | $69846.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                        | Ipsen SA                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       245 | NS      | $45641.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                       | Avolta AG                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       451 | NS      | $26907.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                        | Hana Financial Group Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2541 | NS      | $185230.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                          | Novolipetsk Steel PJSC                                          | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |      2290 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| London Stock Exchange Group PLC                                 | London Stock Exchange Group PLC                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      2674 | NS      | $314597.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Mills Ltd/The                                           | Phoenix Mills Ltd/The                                           | CUSIP: 000000000<br>LEI: 33580037PCXCE5PNQU51 | Long             | EC               | CORP              | IN        |      2078 | NS      | $33305.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                           | Hyundai Glovis Co Ltd                                           | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       310 | NS      | $44029.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coromandel International Ltd                                    | Coromandel International Ltd                                    | CUSIP: 000000000<br>LEI: 335800U73K3HJSQKT249 | Long             | EC               | CORP              | IN        |      1085 | NS      | $22095.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rayan Bank                                                   | Al Rayan Bank                                                   | CUSIP: 000000000<br>LEI: 254900KFL51VLXABR231 | Long             | EC               | CORP              | QA        |     59930 | NS      | $35979.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Torrent Pharmaceuticals Ltd                                     | Torrent Pharmaceuticals Ltd                                     | CUSIP: 000000000<br>LEI: 335800NA6HK275RIJE13 | Long             | EC               | CORP              | IN        |       992 | NS      | $44255.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Co Ltd                         | China National Building Material Co Ltd                         | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |     30990 | NS      | $19013.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                      | Grupo Aeroportuario del Pacifico SAB de CV                      | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      3650 | NS      | $89451.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTVS SA                                                        | TOTVS SA                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      4838 | NS      | $32371.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                      | Inpex Corp                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      5100 | NS      | $150490.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                       | Partners Group Holding AG                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       132 | NS      | $141575.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                 | Norsk Hydro ASA                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      7969 | NS      | $84430.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                            | Schindler Holding AG                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       235 | NS      | $77026.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                            | Schindler Holding AG                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       152 | NS      | $47637.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                      | Legrand SA                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      1528 | NS      | $236632.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Co                                 | Yanbu National Petrochemical Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2034 | NS      | $19097.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Co                                              | Jarir Marketing Co                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      5358 | NS      | $20193.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Co for Cooperative Insurance/The                                | Co for Cooperative Insurance/The                                | CUSIP: 000000000<br>LEI: 549300J2GTNKWJRJ8581 | Long             | EC               | CORP              | SA        |       979 | NS      | $33683.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equatorial SA                                                   | Equatorial SA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     11213 | NS      | $87544.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Life Insurance Co Ltd                                   | Samsung Life Insurance Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |       679 | NS      | $97903.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Makkah Construction & Development Co                            | Makkah Construction & Development Co                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       893 | NS      | $20217.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                              | Etihad Etisalat Co                                              | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |      3808 | NS      | $66315.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                | Saudi Awwal Bank                                                | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      8530 | NS      | $85254.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                   | Al Rajhi Bank                                                   | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     16071 | NS      | $458131.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                              | Arab National Bank                                              | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |      8992 | NS      | $51630.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank AlBilad                                                    | Bank AlBilad                                                    | CUSIP: 000000000<br>LEI: 558600YCBMF3KW9QH647 | Long             | EC               | CORP              | SA        |      6798 | NS      | $49688.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Al-Jazira                                                  | Bank Al-Jazira                                                  | CUSIP: 000000000<br>LEI: 558600FGNP3JML7WY215 | Long             | EC               | CORP              | SA        |      6106 | NS      | $19246.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                                             | Banque Saudi Fransi                                             | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |     12239 | NS      | $65288.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                                      | Riyad Bank                                                      | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     11123 | NS      | $88109.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Investment Bank/The                                       | Saudi Investment Bank/The                                       | CUSIP: 000000000<br>LEI: 558600V3J4M5TUY9HR70 | Long             | EC               | CORP              | SA        |      5604 | NS      | $19864.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                                | Saudi Telecom Co                                                | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |     17657 | NS      | $200121.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co                                         | SABIC Agri-Nutrients Co                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2118 | NS      | $81338.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp                                     | Saudi Basic Industries Corp                                     | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |      6954 | NS      | $111115.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Energy Co                                                 | Saudi Energy Co                                                 | CUSIP: 000000000<br>LEI: 549300FXO4ZXUIAXGP41 | Long             | EC               | CORP              | SA        |      6652 | NS      | $30257.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                                | PTT Exploration & Production PCL                                | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     15850 | NS      | $76365.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Almarai Co JSC                                                  | Almarai Co JSC                                                  | CUSIP: 000000000<br>LEI: 549300B4EDUXYD2G6098 | Long             | EC               | CORP              | SA        |      4315 | NS      | $50262.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                      | Eiffage SA                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       402 | NS      | $61459.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                 | Kuehne + Nagel International AG                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       310 | NS      | $70642.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                               | Bank of China Ltd                                               | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |    592868 | NS      | $378615.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                | TotalEnergies SE                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     11622 | NS      | $1063230.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Boubyan Bank KSCP                                               | Boubyan Bank KSCP                                               | CUSIP: 000000000<br>LEI: 254900D1UAYOAUPGL280 | Long             | EC               | CORP              | KW        |     13021 | NS      | $28809.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amorepacific Corp                                               | Amorepacific Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       233 | NS      | $21479.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Ltd                                                     | Siemens Ltd                                                     | CUSIP: 000000000<br>LEI: 335800HJQJFZ3CJLJ709 | Long             | EC               | CORP              | IN        |       695 | NS      | $21715.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                           | Aeroports de Paris SA                                           | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |       174 | NS      | $21189.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                        | Wilmar International Ltd                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      9806 | NS      | $29359.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                       | Orion Oyj                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       707 | NS      | $56963.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                       | Logitech International SA                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       880 | NS      | $81319.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMR Airports Ltd                                                | GMR Airports Ltd                                                | CUSIP: 000000000<br>LEI: 3358008S2MTRWZ255P70 | Long             | EC               | CORP              | IN        |     28137 | NS      | $25360.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                    | Experian PLC                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      5339 | NS      | $184016.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CG Power & Industrial Solutions Ltd                             | CG Power & Industrial Solutions Ltd                             | CUSIP: 000000000<br>LEI: 335800KN5UTZKUZN2703 | Long             | EC               | CORP              | IN        |      7135 | NS      | $49684.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Godrej Consumer Products Ltd                                    | Godrej Consumer Products Ltd                                    | CUSIP: 000000000<br>LEI: 335800P4GUWLGZFK2D63 | Long             | EC               | CORP              | IN        |      3332 | NS      | $34904.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                     | Swedish Orphan Biovitrum AB                                     | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      1272 | NS      | $52976.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd                                     | China Merchants Bank Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |     32000 | NS      | $203361.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltas Ltd                                                      | Voltas Ltd                                                      | CUSIP: 000000000<br>LEI: 335800VVTQSSZ7NV7F51 | Long             | EC               | CORP              | IN        |      2396 | NS      | $32450.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                           | Idemitsu Kosan Co Ltd                                           | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      4900 | NS      | $47989.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                                    | Impala Platinum Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      7900 | NS      | $111065.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                                | Severn Trent PLC                                                | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |      1555 | NS      | $63540.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                    | Brambles Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7871 | NS      | $122625.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                       | Metso Oyj                                                       | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      3807 | NS      | $65768.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Hotels Co Ltd/The                                        | Indian Hotels Co Ltd/The                                        | CUSIP: 000000000<br>LEI: 33580076CH5SBY5HWA22 | Long             | EC               | CORP              | IN        |      6335 | NS      | $38593.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                            | Galp Energia SGPS SA                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      2445 | NS      | $58440.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                       | Industrial & Commercial Bank of China Ltd                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    547505 | NS      | $482658.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                       | Mapfre SA                                                       | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |      4674 | NS      | $20763.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                                   | Severstal PAO                                                   | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      3070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MonotaRO Co Ltd                                                 | MonotaRO Co Ltd                                                 | CUSIP: 000000000<br>LEI: 5299005JUER5ANXWTC33 | Long             | EC               | CORP              | JP        |      1500 | NS      | $16219.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotes Co Ltd                                                    | Lotes Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $66737.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhaojin Mining Industry Co Ltd                                  | Zhaojin Mining Industry Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003007KU2DRDX06PN04 | Long             | EC               | CORP              | CN        |     13500 | NS      | $56093.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                      | Symrise AG                                                      | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       762 | NS      | $64863.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Torrent Power Ltd                                               | Torrent Power Ltd                                               | CUSIP: 000000000<br>LEI: 335800DJYYJQGAH3OX89 | Long             | EC               | CORP              | IN        |      1639 | NS      | $22768.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Coal Energy Co Ltd                                        | China Coal Energy Co Ltd                                        | CUSIP: 000000000<br>LEI: 529900KRC89344UI3Z10 | Long             | EC               | CORP              | CN        |     15000 | NS      | $25283.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                  | Grupo Aeroportuario del Centro Norte SAB de CV                  | CUSIP: 000000000<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |      2300 | NS      | $32750.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread PLC                                                   | Whitbread PLC                                                   | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |       883 | NS      | $27047.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haitian International Holdings Ltd                              | Haitian International Holdings Ltd                              | CUSIP: 000000000<br>LEI: 30030093DDRS825TVP62 | Long             | EC               | CORP              | KY        |      3655 | NS      | $9498.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhuzhou CRRC Times Electric Co Ltd                              | Zhuzhou CRRC Times Electric Co Ltd                              | CUSIP: 000000000<br>LEI: 529900PLNH7NQLN00B53 | Long             | EC               | CORP              | CN        |      3800 | NS      | $17771.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                     | Aker BP ASA                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      1813 | NS      | $66625.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Idea Ltd                                               | Vodafone Idea Ltd                                               | CUSIP: 000000000<br>LEI: 335800UBBFAK7HCF3209 | Long             | EC               | CORP              | IN        |    327703 | NS      | $29711.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                          | SKF AB                                                          | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      2203 | NS      | $52773.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                        | Volvo AB                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      2388 | NS      | $77729.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                        | Volvo AB                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      6883 | NS      | $224892.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marico Ltd                                                      | Marico Ltd                                                      | CUSIP: 000000000<br>LEI: 3358003SFDQFGJPC5O84 | Long             | EC               | CORP              | IN        |      5303 | NS      | $41393.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                          | Power Finance Corp Ltd                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | EC               | CORP              | IN        |     11686 | NS      | $47236.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Page Industries Ltd                                             | Page Industries Ltd                                             | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |        55 | NS      | $18615.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                        | Rexel SA                                                        | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      1434 | NS      | $56644.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                      | Sandvik AB                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      6212 | NS      | $237306.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                                                      | Keppel Ltd                                                      | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |      8400 | NS      | $77115.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                       | Orkla ASA                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      4525 | NS      | $56606.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                                  | CMOC Group Ltd                                                  | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     33000 | NS      | $69413.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                               | Industrivarden AB                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       611 | NS      | $30241.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                               | Industrivarden AB                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      1010 | NS      | $49751.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                           | Yangzijiang Shipbuilding Holdings Ltd                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     16700 | NS      | $49434.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                        | Svenska Cellulosa AB SCA                                        | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      3945 | NS      | $45453.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corp Ltd                                       | China CITIC Bank Corp Ltd                                       | CUSIP: 000000000<br>LEI: 300300C1030211000384 | Long             | EC               | CORP              | CN        |     63881 | NS      | $64714.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                    | Prysmian SpA                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      1638 | NS      | $192822.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                      | Salmar ASA                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       391 | NS      | $22679.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                      | Geberit AG                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       197 | NS      | $132327.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                         | DSV A/S                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      1192 | NS      | $286980.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                | Smiths Group PLC                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      2039 | NS      | $61992.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                            | Banco de Sabadell SA                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     29046 | NS      | $103722.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Healthcare Ltd                                           | Fortis Healthcare Ltd                                           | CUSIP: 000000000<br>LEI: 3358001Q5ZJC4M83WH02 | Long             | EC               | CORP              | IN        |      4586 | NS      | $38832.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabal Omar Development Co                                       | Jabal Omar Development Co                                       | CUSIP: 000000000<br>LEI: 558600N159FYHBGJD214 | Long             | EC               | CORP              | SA        |      5164 | NS      | $22092.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                        | Vinci SA                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2889 | NS      | $432267.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                        | Jeronimo Martins SGPS SA                                        | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      1582 | NS      | $37708.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IOI Corp Bhd                                                    | IOI Corp Bhd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     19900 | NS      | $20832.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB India Ltd                                                   | ABB India Ltd                                                   | CUSIP: 000000000<br>LEI: 5493001BUNB8WEF9JI21 | Long             | EC               | CORP              | IN        |       503 | NS      | $31796.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                       | Danone SA                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      3776 | NS      | $300776.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                                  | Cia Energetica de Minas Gerais                                  | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |     17707 | NS      | $42758.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunny Optical Technology Group Co Ltd                           | Sunny Optical Technology Group Co Ltd                           | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | KY        |      7100 | NS      | $49509.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP          | Cia de Saneamento Basico do Estado de Sao Paulo SABESP          | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |      4258 | NS      | $129030.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DLF Ltd                                                         | DLF Ltd                                                         | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |      4972 | NS      | $26728.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd                                        | ANTA Sports Products Ltd                                        | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | KY        |     12076 | NS      | $118066.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                    | 3i Group PLC                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      5785 | NS      | $187840.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                  | Air Liquide SA                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      3388 | NS      | $698082.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Innovation Co Ltd                                            | SK Innovation Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |       609 | NS      | $44692.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd                                    | Power Grid Corp of India Ltd                                    | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |     39823 | NS      | $125374.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NHPC Ltd                                                        | NHPC Ltd                                                        | CUSIP: 000000000<br>LEI: 3358003ZPPTGWT595J46 | Long             | EC               | CORP              | IN        |     30539 | NS      | $23922.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopro Co Ltd                                                   | Ecopro Co Ltd                                                   | CUSIP: 000000000<br>LEI: 9884006OCHPD0V2O6P20 | Long             | EC               | CORP              | KR        |       831 | NS      | $80228.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manila Electric Co                                              | Manila Electric Co                                              | CUSIP: 000000000<br>LEI: 254900RDFLCM12O8SK69 | Long             | EC               | CORP              | PH        |      2390 | NS      | $24293.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                                          | MatsukiyoCocokara & Co                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $26992.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group Inc                                        | Sony Financial Group Inc                                        | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |     34045 | NS      | $31111.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosideng International Holdings Ltd                             | Bosideng International Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |     30000 | NS      | $15443.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingsoft Corp Ltd                                               | Kingsoft Corp Ltd                                               | CUSIP: 000000000<br>LEI: 529900UVT35D3Q7YQY41 | Long             | EC               | CORP              | KY        |      9800 | NS      | $28557.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                    | CaixaBank SA                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     22524 | NS      | $269157.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                    | Iberdrola SA                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     37644 | NS      | $859105.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                               | Bureau Veritas SA                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      2186 | NS      | $65223.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                          | Emirates NBD Bank PJSC                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     16052 | NS      | $120934.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GCL Technology Holdings Ltd                                     | GCL Technology Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 529900O1QCZWP5IWVY66 | Long             | EC               | CORP              | KY        |    275000 | NS      | $30549.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd                         | Adani Ports & Special Economic Zone Ltd                         | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | EC               | CORP              | IN        |      4336 | NS      | $60652.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                             | Macquarie Group Ltd                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      2112 | NS      | $297827.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                      | Getlink SE                                                      | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      1672 | NS      | $35965.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                        | ZOZO Inc                                                        | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      2400 | NS      | $16766.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotruk Hong Kong Ltd                                          | Sinotruk Hong Kong Ltd                                          | CUSIP: 000000000<br>LEI: 529900BB4WA4W576X724 | Long             | EC               | CORP              | HK        |      8000 | NS      | $39918.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                                         | China Railway Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |     43000 | NS      | $22333.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic International Co Ltd                             | BYD Electronic International Co Ltd                             | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | HK        |      6520 | NS      | $23455.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                        | RELX PLC                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     10630 | NS      | $346974.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dar Al Arkan Real Estate Development Co                         | Dar Al Arkan Real Estate Development Co                         | CUSIP: 000000000<br>LEI: 558600USX20EGH6LVQ89 | Long             | EC               | CORP              | SA        |      6049 | NS      | $29287.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eMemory Technology Inc                                          | eMemory Technology Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $85146.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Want Want China Holdings Ltd                                    | Want Want China Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299005HZCEKX4O1J230 | Long             | EC               | CORP              | KY        |     46000 | NS      | $27223.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                                         | TIS Inc                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      1200 | NS      | $25595.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                              | MS&AD Insurance Group Holdings Inc                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      7500 | NS      | $195243.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                            | China Pacific Insurance Group Co Ltd                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     21089 | NS      | $86383.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REC Ltd                                                         | REC Ltd                                                         | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | EC               | CORP              | IN        |     11447 | NS      | $37279.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Auto Ltd                                                  | Bajaj Auto Ltd                                                  | CUSIP: 000000000<br>LEI: 335800DLAO5NCNN8G863 | Long             | EC               | CORP              | IN        |       558 | NS      | $52133.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                   | Fresnillo PLC                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      1420 | NS      | $62709.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiata Group Bhd                                                | Axiata Group Bhd                                                | CUSIP: 000000000<br>LEI: 254900DM0V7OCPDUUC55 | Long             | EC               | CORP              | MY        |     36600 | NS      | $20068.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRRC Corp Ltd                                                   | CRRC Corp Ltd                                                   | CUSIP: 000000000<br>LEI: 30030099HATQH2XC0B72 | Long             | EC               | CORP              | CN        |     33000 | NS      | $21498.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bupa Arabia for Cooperative Insurance Co                        | Bupa Arabia for Cooperative Insurance Co                        | CUSIP: 000000000<br>LEI: 558600B2WJHD5P31XS68 | Long             | EC               | CORP              | SA        |       763 | NS      | $36349.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                               | EDP Renovaveis SA                                               | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |      1654 | NS      | $26426.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                      | United Utilities Group PLC                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      3918 | NS      | $68061.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chandra Asri Pacific Tbk PT                                     | Chandra Asri Pacific Tbk PT                                     | CUSIP: 000000000<br>LEI: 254900146Z996100HK31 | Long             | EC               | CORP              | ID        |     76300 | NS      | $21437.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Bank                                                     | Alinma Bank                                                     | CUSIP: 000000000<br>LEI: 558600HPAUTN6XSVBK93 | Long             | EC               | CORP              | SA        |     12239 | NS      | $94777.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Inc                                                          | SK Inc                                                          | CUSIP: 000000000<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |       337 | NS      | $69285.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co                                         | Saudi Arabian Mining Co                                         | CUSIP: 000000000<br>LEI: 254900R4HAVLB4GY9713 | Long             | EC               | CORP              | SA        |     12040 | NS      | $208088.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                          | KB Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      3042 | NS      | $298634.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jentech Precision Industrial Co Ltd                             | Jentech Precision Industrial Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $125738.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                             | Amadeus IT Group SA                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      2616 | NS      | $149112.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumi Resources Minerals Tbk PT                                  | Bumi Resources Minerals Tbk PT                                  | CUSIP: 000000000<br>LEI: 529900KOJVEVTZ5IRE24 | Long             | EC               | CORP              | ID        |    416700 | NS      | $18218.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co Ltd                                          | Sinopharm Group Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     11600 | NS      | $30098.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mouwasat Medical Services Co                                    | Mouwasat Medical Services Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       678 | NS      | $13126.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil India Ltd                                                   | Oil India Ltd                                                   | CUSIP: 000000000<br>LEI: 335800XXEP14XISP1A16 | Long             | EC               | CORP              | IN        |      4087 | NS      | $20516.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                             | Muthoot Finance Ltd                                             | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      1041 | NS      | $34958.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                     | Pandora A/S                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       497 | NS      | $35411.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                        | China Hongqiao Group Ltd                                        | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     27500 | NS      | $124239.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Comercial Chedraui SA de CV                               | Grupo Comercial Chedraui SA de CV                               | CUSIP: 000000000<br>LEI: 4469000001BRXSV0JO96 | Long             | EC               | CORP              | MX        |      2700 | NS      | $15758.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oberoi Realty Ltd                                               | Oberoi Realty Ltd                                               | CUSIP: 000000000<br>LEI: 335800TCKG1XQXN51L44 | Long             | EC               | CORP              | IN        |      1266 | NS      | $19167.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Rural Commercial Bank Co Ltd                          | Chongqing Rural Commercial Bank Co Ltd                          | CUSIP: 000000000<br>LEI: 300300C1126750000027 | Long             | EC               | CORP              | CN        |     25000 | NS      | $21651.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                       | Gjensidige Forsikring ASA                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      1136 | NS      | $29539.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Longyuan Power Group Corp Ltd                             | China Longyuan Power Group Corp Ltd                             | CUSIP: 000000000<br>LEI: 5299008UYLF3O6V9T464 | Long             | EC               | CORP              | CN        |     26000 | NS      | $23802.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                           | Julius Baer Group Ltd                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      1189 | NS      | $87025.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                               | Chow Tai Fook Jewellery Group Ltd                               | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |     17800 | NS      | $25022.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                    | Glencore PLC                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     58258 | NS      | $439604.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alchip Technologies Ltd                                         | Alchip Technologies Ltd                                         | CUSIP: 000000000<br>LEI: 529900HKE9RIY07SLX84 | Long             | EC               | CORP              | KY        |      1000 | NS      | $81551.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                   | AIA Group Ltd                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     61389 | NS      | $682199.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                             | HKT Trust & HKT Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20815 | NS      | $32531.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc                                      | Meritz Financial Group Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       739 | NS      | $56038.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW Energy Ltd                                                  | JSW Energy Ltd                                                  | CUSIP: 000000000<br>LEI: 3358001ZFBW2VIMBMI85 | Long             | EC               | CORP              | IN        |      2945 | NS      | $14755.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                     | Brenntag SE                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       772 | NS      | $52128.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dian Swastatika Sentosa Tbk PT                                  | Dian Swastatika Sentosa Tbk PT                                  | CUSIP: 000000000<br>LEI: 529900446D0A6MP4PP55 | Long             | EC               | CORP              | ID        |      7000 | NS      | $27185.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA                    | International Consolidated Airlines Group SA                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |      7432 | NS      | $35163.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxis Bhd                                                       | Maxis Bhd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     22600 | NS      | $20141.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VK IPJSC                                                        | VK IPJSC                                                        | CUSIP: 560317208<br>LEI: 2138009IXUP41SPL5B50 | Long             | EC               | CORP              | RU        |      1600 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                                | PGE Polska Grupa Energetyczna SA                                | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |     10086 | NS      | $28488.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Longfor Group Holdings Ltd                                      | Longfor Group Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | KY        |     15498 | NS      | $15090.22     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Energisa S/A                                                    | Energisa S/A                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      2713 | NS      | $27254.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New China Life Insurance Co Ltd                                 | New China Life Insurance Co Ltd                                 | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      8900 | NS      | $52992.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp Ltd                                 | China Minsheng Banking Corp Ltd                                 | CUSIP: 000000000<br>LEI: 549300HBUGSQD1VCXG94 | Long             | EC               | CORP              | CN        |     65700 | NS      | $30902.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                     | Polyus PJSC                                                     | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      1220 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chailease Holding Co Ltd                                        | Chailease Holding Co Ltd                                        | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | KY        |     13196 | NS      | $45729.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                                    | Tatneft PJSC                                                    | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |      4926 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novolipetsk Steel PJSC                                          | Novolipetsk Steel PJSC                                          | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |      4980 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mobile TeleSystems PJSC                                         | Mobile TeleSystems PJSC                                         | CUSIP: 000000000<br>LEI: 2534008FX8EXH1FMJA74 | Long             | EC               | CORP              | RU        |      3970 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gazprom PJSC                                                    | Gazprom PJSC                                                    | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     56590 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUKOIL PJSC                                                     | LUKOIL PJSC                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      7480 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rosneft Oil Co PJSC                                             | Rosneft Oil Co PJSC                                             | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     20586 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VTB Bank PJSC                                                   | VTB Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 253400V1H6ART1UQ0N98 | Long             | EC               | CORP              | RU        |     14053 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                        | GMK Norilskiy Nickel PAO                                        | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |     30500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sands China Ltd                                                 | Sands China Ltd                                                 | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |     12800 | NS      | $27284.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                              | Inter RAO UES PJSC                                              | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |    467243 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Severstal PAO                                                   | Severstal PAO                                                   | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       695 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Surgutneftegas PAO                                              | Surgutneftegas PAO                                              | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |     31000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Surgutneftegas PAO                                              | Surgutneftegas PAO                                              | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |    115200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petronas Chemicals Group Bhd                                    | Petronas Chemicals Group Bhd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     16900 | NS      | $25406.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                          | Otsuka Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $176997.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd                                               | Azrieli Group Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       267 | NS      | $35666.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bizlink Holding Inc                                             | Bizlink Holding Inc                                             | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      1000 | NS      | $57421.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                                 | BDO Unibank Inc                                                 | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |     20539 | NS      | $38641.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                      | Entain PLC                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |      3492 | NS      | $26136.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                       | Segro PLC                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |      7396 | NS      | $63167.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                      | Dai-ichi Life Holdings Inc                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     20500 | NS      | $188593.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gold International Resources Corp Ltd                     | China Gold International Resources Corp Ltd                     | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |      1500 | NS      | $29704.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd                                  | Agricultural Bank of China Ltd                                  | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |    224717 | NS      | $160761.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                              | SITC International Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |      8000 | NS      | $35032.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                              | ENEOS Holdings Inc                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     15700 | NS      | $141116.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                              | Sompo Holdings Inc                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      5200 | NS      | $201936.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                | Powszechny Zaklad Ubezpieczen SA                                | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |      4144 | NS      | $71827.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd                                            | Far East Horizon Ltd                                            | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | EC               | CORP              | HK        |     23000 | NS      | $20796.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                        | Rolls-Royce Holdings PLC                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     49132 | NS      | $743670.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                                    | Nexon Co Ltd                                                    | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      2400 | NS      | $45098.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                               | Vodacom Group Ltd                                               | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |      5825 | NS      | $49111.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibra Uno Administracion SA de CV                               | Fibra Uno Administracion SA de CV                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | MX        |     24600 | NS      | $39773.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Securities Co Ltd                                         | CITIC Securities Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300E1006744000068 | Long             | EC               | CORP              | CN        |     13925 | NS      | $42646.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunway Bhd                                                      | Sunway Bhd                                                      | CUSIP: 000000000<br>LEI: 254900IFSF5T1D6JKU83 | Long             | EC               | CORP              | MY        |     19200 | NS      | $22999.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Brasil SA                                            | Telefonica Brasil SA                                            | CUSIP: 000000000<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |      7060 | NS      | $55742.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Power Co Ltd/The                                           | Tata Power Co Ltd/The                                           | CUSIP: 000000000<br>LEI: 335800H5R3TGTJ7LQ663 | Long             | EC               | CORP              | IN        |     14815 | NS      | $59639.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd                                | Zhen Ding Technology Holding Ltd                                | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |      5665 | NS      | $37858.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                           | Novonesis Novozymes B                                           | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      2039 | NS      | $120762.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                                | Raia Drogasil SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      9998 | NS      | $45050.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Commercial & Savings Bank Ltd/The                      | Shanghai Commercial & Savings Bank Ltd/The                      | CUSIP: 000000000<br>LEI: 549300TLB5ALPCGBHN23 | Long             | EC               | CORP              | TW        |     26565 | NS      | $32562.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                                      | Astra International Tbk PT                                      | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    183000 | NS      | $67556.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHH Healthcare Bhd                                              | IHH Healthcare Bhd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     22100 | NS      | $49204.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings Inc                                   | AAC Technologies Holdings Inc                                   | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | KY        |      6000 | NS      | $25738.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                     | Ageas SA/NV                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       874 | NS      | $64134.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Nonferrous Mining Corp Ltd                                | China Nonferrous Mining Corp Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     10000 | NS      | $15009.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                                           | Japan Airlines Co Ltd                                           | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |       814 | NS      | $13257.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                              | Sage Group PLC/The                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      5594 | NS      | $62450.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                       | Talanx AG                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       418 | NS      | $51704.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                        | Xero Ltd                                                        | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      1095 | NS      | $57446.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of China Ltd/The                    | People's Insurance Co Group of China Ltd/The                    | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |     66000 | NS      | $45970.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan America SA                                                | Titan America SA                                                | CUSIP: 000000000<br>LEI: 9845007APCB6462D6C46 | Long             | EC               | CORP              | BE        |       657 | NS      | $9841.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Galaxy Securities Co Ltd                                  | China Galaxy Securities Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |     39500 | NS      | $40272.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd                                                | Indus Towers Ltd                                                | CUSIP: 000000000<br>LEI: 335800L6DI4VHODGDK41 | Long             | EC               | CORP              | IN        |     11772 | NS      | $52408.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                        | Tele2 AB                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      3141 | NS      | $64604.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                | Coca-Cola HBC AG                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      1255 | NS      | $70431.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                               | LEG Immobilien SE                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       428 | NS      | $27869.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                        | Sagax AB                                                        | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |      1105 | NS      | $20262.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                                  | BB Seguridade Participacoes SA                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      2903 | NS      | $19351.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                      | Vonovia SE                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      4425 | NS      | $110330.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                   | Koninklijke Ahold Delhaize NV                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      5194 | NS      | $241116.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dino Polska SA                                                  | Dino Polska SA                                                  | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |      3060 | NS      | $27537.25     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                       | Bank of Ireland Group PLC                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      5507 | NS      | $99599.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                                     | Italgas SpA                                                     | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      3833 | NS      | $44509.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneta Money Bank AS                                            | Moneta Money Bank AS                                            | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |      2917 | NS      | $25321.89     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tube Investments of India Ltd                                   | Tube Investments of India Ltd                                   | CUSIP: 000000000<br>LEI: 335800Z8CKZ11SGVKE64 | Long             | EC               | CORP              | IN        |      1021 | NS      | $27307.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guotai Haitong Securities Co Ltd                                | Guotai Haitong Securities Co Ltd                                | CUSIP: 000000000<br>LEI: 300300E1005431000017 | Long             | EC               | CORP              | CN        |     18920 | NS      | $32450.59     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                                 | Telkom Indonesia Persero Tbk PT                                 | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    411200 | NS      | $74039.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                         | Siemens Healthineers AG                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      1951 | NS      | $82978.60     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eve Energy Co Ltd                                               | Eve Energy Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300FTCIO530XV7T38 | Long             | EC               | CORP              | CN        |       100 | NS      | $917.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                                    | Ganfeng Lithium Group Co Ltd                                    | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |      2000 | NS      | $23078.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Aluminium Co Ltd                                         | Yunnan Aluminium Co Ltd                                         | CUSIP: 000000000<br>LEI: 3003008AXWSVMLG3MX37 | Long             | EC               | CORP              | CN        |      4900 | NS      | $22363.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuang-Chi Technologies Co Ltd                                   | Kuang-Chi Technologies Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       400 | NS      | $2240.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unisplendour Corp Ltd                                           | Unisplendour Corp Ltd                                           | CUSIP: 000000000<br>LEI: 300300Z3RHZRXCNTRC53 | Long             | EC               | CORP              | CN        |      3100 | NS      | $11383.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Changchun High-Tech Industry Group Co Ltd                       | Changchun High-Tech Industry Group Co Ltd                       | CUSIP: 000000000<br>LEI: 300300X04OTKZG18WD66 | Long             | EC               | CORP              | CN        |       300 | NS      | $3759.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mango Excellent Media Co Ltd                                    | Mango Excellent Media Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300JPUGO17MZHPP76 | Long             | EC               | CORP              | CN        |      1600 | NS      | $4807.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Dian Tou Energy Corp Ltd                         | Inner Mongolia Dian Tou Energy Corp Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3800 | NS      | $16631.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co Ltd                                     | Sungrow Power Supply Co Ltd                                     | CUSIP: 000000000<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |       660 | NS      | $14683.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuhan Guide Infrared Co Ltd                                     | Wuhan Guide Infrared Co Ltd                                     | CUSIP: 000000000<br>LEI: 3003008240B1DJP5FT46 | Long             | EC               | CORP              | CN        |      4550 | NS      | $8445.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang NHU Co Ltd                                             | Zhejiang NHU Co Ltd                                             | CUSIP: 000000000<br>LEI: 655600NJSJADB39G3P54 | Long             | EC               | CORP              | CN        |      2592 | NS      | $13040.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing New Building Materials PLC                              | Beijing New Building Materials PLC                              | CUSIP: 000000000<br>LEI: 3003000VY5ALEC09Q824 | Long             | EC               | CORP              | CN        |      1600 | NS      | $6072.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Haid Group Co Ltd                                     | Guangdong Haid Group Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300Y7LIHH4R4TWD50 | Long             | EC               | CORP              | CN        |      1000 | NS      | $7211.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Yuyue Medical Equipment & Supply Co Ltd                 | Jiangsu Yuyue Medical Equipment & Supply Co Ltd                 | CUSIP: 000000000<br>LEI: 8368009VDA1C3G87FP95 | Long             | EC               | CORP              | CN        |       600 | NS      | $2966.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muyuan Foods Co Ltd                                             | Muyuan Foods Co Ltd                                             | CUSIP: 000000000<br>LEI: 3003006NCTDQW4KZR676 | Long             | EC               | CORP              | CN        |      2120 | NS      | $12802.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chongqing Zhifei Biological Products Co Ltd                     | Chongqing Zhifei Biological Products Co Ltd                     | CUSIP: 000000000<br>LEI: 300300DRZD9P8L2NA467 | Long             | EC               | CORP              | CN        |      3150 | NS      | $6891.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rongsheng Petrochemical Co Ltd                                  | Rongsheng Petrochemical Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       850 | NS      | $1489.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Sanjiu Medical & Pharmaceutical Co Ltd          | China Resources Sanjiu Medical & Pharmaceutical Co Ltd          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2704 | NS      | $10984.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unigroup Guoxin Microelectronics Co Ltd                         | Unigroup Guoxin Microelectronics Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       419 | NS      | $4082.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IEIT Systems Co Ltd                                             | IEIT Systems Co Ltd                                             | CUSIP: 000000000<br>LEI: 3003002K6ZLEBRGRI729 | Long             | EC               | CORP              | CN        |       300 | NS      | $2496.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aier Eye Hospital Group Co Ltd                                  | Aier Eye Hospital Group Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1782 | NS      | $2470.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chaozhou Three-Circle Group Co Ltd                              | Chaozhou Three-Circle Group Co Ltd                              | CUSIP: 000000000<br>LEI: 655600NIG229WUTGM382 | Long             | EC               | CORP              | CN        |      2200 | NS      | $17263.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCMG Construction Machinery Co Ltd                              | XCMG Construction Machinery Co Ltd                              | CUSIP: 000000000<br>LEI: 300300QGG1VFJ0WTJE78 | Long             | EC               | CORP              | CN        |      9300 | NS      | $13694.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huadong Medicine Co Ltd                                         | Huadong Medicine Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300WEZ30P69YUQZ42 | Long             | EC               | CORP              | CN        |      1700 | NS      | $8760.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yantai Jereh Oilfield Services Group Co Ltd                     | Yantai Jereh Oilfield Services Group Co Ltd                     | CUSIP: 000000000<br>LEI: 300300QPHWK638H2EU20 | Long             | EC               | CORP              | CN        |       500 | NS      | $7137.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongling Nonferrous Metals Group Co Ltd                         | Tongling Nonferrous Metals Group Co Ltd                         | CUSIP: 000000000<br>LEI: 300300JWM4636VG5A986 | Long             | EC               | CORP              | CN        |      7200 | NS      | $6192.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 Interactive Entertainment Network Technology Group Co Ltd    | 37 Interactive Entertainment Network Technology Group Co Ltd    | CUSIP: 000000000<br>LEI: 300300BE4IFCPHCUMI94 | Long             | EC               | CORP              | CN        |      3000 | NS      | $9439.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzhou Laojiao Co Ltd                                           | Luzhou Laojiao Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       600 | NS      | $9148.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Inovance Technology Co Ltd                             | Shenzhen Inovance Technology Co Ltd                             | CUSIP: 000000000<br>LEI: 836800KA53998FUTIA85 | Long             | EC               | CORP              | CN        |        50 | NS      | $489.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hithink RoyalFlush Information Network Co Ltd                   | Hithink RoyalFlush Information Network Co Ltd                   | CUSIP: 000000000<br>LEI: 300300TIQA4R0NPLQE78 | Long             | EC               | CORP              | CN        |       500 | NS      | $21864.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxshare Precision Industry Co Ltd                              | Luxshare Precision Industry Co Ltd                              | CUSIP: 000000000<br>LEI: 300300QLLDUELXN16530 | Long             | EC               | CORP              | CN        |      5600 | NS      | $41148.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qinghai Salt Lake Industry Co Ltd                               | Qinghai Salt Lake Industry Co Ltd                               | CUSIP: 000000000<br>LEI: 300300Q8WSV1OODU9092 | Long             | EC               | CORP              | CN        |      3300 | NS      | $17980.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Media Information Technology Co Ltd                       | Focus Media Information Technology Co Ltd                       | CUSIP: 000000000<br>LEI: 300300V7WGZW0LZKTD06 | Long             | EC               | CORP              | CN        |     10900 | NS      | $10408.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Liuhe Co Ltd                                           | New Hope Liuhe Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300F28XODWP5GJF78 | Long             | EC               | CORP              | CN        |      3200 | NS      | $3815.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Dahua Technology Co Ltd                                | Zhejiang Dahua Technology Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2800 | NS      | $6920.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iflytek Co Ltd                                                  | Iflytek Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003000T23C63KVWOH32 | Long             | EC               | CORP              | CN        |      1500 | NS      | $10189.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoerTek Inc                                                     | GoerTek Inc                                                     | CUSIP: 000000000<br>LEI: 300300FEEFS8BQPXIV57 | Long             | EC               | CORP              | CN        |      2448 | NS      | $8154.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ningbo Co Ltd                                           | Bank of Ningbo Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300C1092133000091 | Long             | EC               | CORP              | CN        |      3556 | NS      | $15677.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lens Technology Co Ltd                                          | Lens Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4960 | NS      | $20627.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Technology Group Corp                                       | TCL Technology Group Corp                                       | CUSIP: 000000000<br>LEI: 300300K9RLEXIIDB1U19 | Long             | EC               | CORP              | CN        |     14329 | NS      | $8935.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Changan Automobile Co Ltd                             | Chongqing Changan Automobile Co Ltd                             | CUSIP: 000000000<br>LEI: 300300WKFSBX9P5ZOM25 | Long             | EC               | CORP              | CN        |      2714 | NS      | $3956.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henan Shuanghui Investment & Development Co Ltd                 | Henan Shuanghui Investment & Development Co Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3185 | NS      | $13150.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Baiyao Group Co Ltd                                      | Yunnan Baiyao Group Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1400 | NS      | $11166.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East Money Information Co Ltd                                   | East Money Information Co Ltd                                   | CUSIP: 000000000<br>LEI: 836800ZFB0ZEK3KKW487 | Long             | EC               | CORP              | CN        |     10388 | NS      | $28720.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co Ltd                                          | Wuliangye Yibin Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2300 | NS      | $34546.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOE Technology Group Co Ltd                                     | BOE Technology Group Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28600 | NS      | $16325.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Shekou Industrial Zone Holdings Co Ltd          | China Merchants Shekou Industrial Zone Holdings Co Ltd          | CUSIP: 000000000<br>LEI: 300300T3ACALX7NIPW13 | Long             | EC               | CORP              | CN        |     11200 | NS      | $13732.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances Inc of Zhuhai                          | Gree Electric Appliances Inc of Zhuhai                          | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |      1500 | NS      | $8258.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                              | Midea Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |      1500 | NS      | $16711.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co Ltd                                             | Ping An Bank Co Ltd                                             | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |      9900 | NS      | $15942.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTE Corp                                                        | ZTE Corp                                                        | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |      2700 | NS      | $12884.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoomlion Heavy Industry Science and Technology Co Ltd           | Zoomlion Heavy Industry Science and Technology Co Ltd           | CUSIP: 000000000<br>LEI: 529900QZ3EMAU0QKFK85 | Long             | EC               | CORP              | CN        |      8700 | NS      | $10934.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co Ltd                                            | GF Securities Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003007E0Y3ZJ5HNA936 | Long             | EC               | CORP              | CN        |      3200 | NS      | $8414.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldwind Science & Technology Co Ltd                            | Goldwind Science & Technology Co Ltd                            | CUSIP: 000000000<br>LEI: 3003008X6GR2ZPYM2V54 | Long             | EC               | CORP              | CN        |      2800 | NS      | $10840.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                      | BYD Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      3000 | NS      | $46368.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lingyi iTech Guangdong Co                                       | Lingyi iTech Guangdong Co                                       | CUSIP: 000000000<br>LEI: 300300NKC44D46I52N38 | Long             | EC               | CORP              | CN        |      8000 | NS      | $15191.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Tinci Materials Technology Co Ltd                     | Guangzhou Tinci Materials Technology Co Ltd                     | CUSIP: 000000000<br>LEI: 836800Y28XV3QK34CB65 | Long             | EC               | CORP              | CN        |      1860 | NS      | $12491.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LB Group Co Ltd                                                 | LB Group Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003006O3YJY5SGWGQ13 | Long             | EC               | CORP              | CN        |      2100 | NS      | $5322.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Eastern Shenghong Co Ltd                                | Jiangsu Eastern Shenghong Co Ltd                                | CUSIP: 000000000<br>LEI: 3003003WRWKC1GZHMH20 | Long             | EC               | CORP              | CN        |      4600 | NS      | $7160.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAURA Technology Group Co Ltd                                   | NAURA Technology Group Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300JI5I0B95GO5C39 | Long             | EC               | CORP              | CN        |       540 | NS      | $35519.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Gujing Distillery Co Ltd                                  | Anhui Gujing Distillery Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       400 | NS      | $5987.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                                     | MOL Hungarian Oil & Gas PLC                                     | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |      3942 | NS      | $46861.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LTIMindtree Ltd                                                 | LTIMindtree Ltd                                                 | CUSIP: 000000000<br>LEI: 335800DY1I1WFHVV6T22 | Long             | EC               | CORP              | IN        |       618 | NS      | $26600.22     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Redeia Corp SA                                                  | Redeia Corp SA                                                  | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      2552 | NS      | $43120.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                               | Compass Group PLC                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      9917 | NS      | $275668.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Henan Shenhuo Coal Industry & Electricity Power Co Ltd          | Henan Shenhuo Coal Industry & Electricity Power Co Ltd          | CUSIP: 000000000<br>LEI: 300300GF8XK44CSHXV64 | Long             | EC               | CORP              | CN        |      4000 | NS      | $18046.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SF Holding Co Ltd                                               | SF Holding Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3300 | NS      | $18285.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingenic Semiconductor Co Ltd                                    | Ingenic Semiconductor Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       600 | NS      | $9283.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Victory Giant Technology Huizhou Co Ltd                         | Victory Giant Technology Huizhou Co Ltd                         | CUSIP: 000000000<br>LEI: 836800LBU3EF5U7ECE87 | Long             | EC               | CORP              | CN        |       500 | NS      | $18704.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eoptolink Technology Inc Ltd                                    | Eoptolink Technology Inc Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       600 | NS      | $39827.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyosung Heavy Industries Corp                                   | Hyosung Heavy Industries Corp                                   | CUSIP: 000000000<br>LEI: 988400IDLF9EQ95M0928 | Long             | EC               | CORP              | KR        |        52 | NS      | $87805.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Postal Savings Bank of China Co Ltd                             | Postal Savings Bank of China Co Ltd                             | CUSIP: 000000000<br>LEI: 300300C1040311005298 | Long             | EC               | CORP              | CN        |     75675 | NS      | $47545.79     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank of Shanghai Co Ltd                                         | Bank of Shanghai Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300C1091231000098 | Long             | EC               | CORP              | CN        |      9900 | NS      | $14204.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                                | ASR Nederland NV                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       919 | NS      | $63070.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genscript Biotech Corp                                          | Genscript Biotech Corp                                          | CUSIP: 000000000<br>LEI: 529900YIYUOJOXSAE372 | Long             | EC               | CORP              | KY        |     10000 | NS      | $14184.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trent Ltd                                                       | Trent Ltd                                                       | CUSIP: 000000000<br>LEI: 335800IYA8EHI7MW7G59 | Long             | EC               | CORP              | IN        |      1375 | NS      | $48423.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 Security Technology Inc                                     | 360 Security Technology Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4700 | NS      | $7364.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of China Ltd/The                    | People's Insurance Co Group of China Ltd/The                    | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |      5200 | NS      | $5533.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecovacs Robotics Co Ltd                                         | Ecovacs Robotics Co Ltd                                         | CUSIP: 000000000<br>LEI: 836800LJ92X4OLLS2612 | Long             | EC               | CORP              | CN        |       400 | NS      | $3580.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLDT Inc                                                        | PLDT Inc                                                        | CUSIP: 000000000<br>LEI: 254900ADE8GQHM5P2648 | Long             | EC               | CORP              | PH        |       960 | NS      | $20555.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                       | Holmen AB                                                       | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |       344 | NS      | $12258.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                               | National Grid PLC                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     29038 | NS      | $488349.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Financial Co Ltd                                            | CSC Financial Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003006CDEBNKXHOI130 | Long             | EC               | CORP              | CN        |      4000 | NS      | $12533.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                                       | Ayvens SA                                                       | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |      1875 | NS      | $22036.64     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                             | Wharf Real Estate Investment Co Ltd                             | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |      9000 | NS      | $26194.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                   | AIB Group PLC                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     12391 | NS      | $131857.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                      | BioMerieux                                                      | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       229 | NS      | $24387.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Putailai New Energy Technology Group Co Ltd            | Shanghai Putailai New Energy Technology Group Co Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1798 | NS      | $8452.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                       | Unibail-Rodamco-Westfield                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |       702 | NS      | $77203.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corp                                                     | Wiwynn Corp                                                     | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |      1000 | NS      | $107605.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                          | Emaar Development PJSC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      9565 | NS      | $36207.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                   | SoftBank Corp                                                   | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    167500 | NS      | $223593.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hengli Petrochemical Co Ltd                                     | Hengli Petrochemical Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7500 | NS      | $23728.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Satellite Chemical Co Ltd                                       | Satellite Chemical Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300EB6R0AX600R053 | Long             | EC               | CORP              | CN        |      3525 | NS      | $14246.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yealink Network Technology Corp Ltd                             | Yealink Network Technology Corp Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1540 | NS      | $7383.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Gold Mining Co Ltd                                     | Shandong Gold Mining Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300KC2K8BC07OSV77 | Long             | EC               | CORP              | CN        |      8500 | NS      | $35855.54     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zhejiang Huayou Cobalt Co Ltd                                   | Zhejiang Huayou Cobalt Co Ltd                                   | CUSIP: 000000000<br>LEI: 30030099QFLNMEGP7M05 | Long             | EC               | CORP              | CN        |      1530 | NS      | $13318.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                                        | Zhongji Innolight Co Ltd                                        | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |       700 | NS      | $59981.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                 | Nordea Bank Abp                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      4462 | NS      | $76589.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co Ltd                                            | Hyundai Rotem Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       656 | NS      | $75542.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd                                                  | Absa Group Ltd                                                  | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |      7354 | NS      | $104719.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepkor Holdings Ltd                                             | Pepkor Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 3789006D677C34F69875 | Long             | EC               | CORP              | ZA        |     20792 | NS      | $27632.87     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Shennan Circuits Co Ltd                                         | Shennan Circuits Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300VRJEDEV10SPJ55 | Long             | EC               | CORP              | CN        |       340 | NS      | $11104.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huizhou Desay Sv Automotive Co Ltd                              | Huizhou Desay Sv Automotive Co Ltd                              | CUSIP: 000000000<br>LEI: 655600CCT6YFPT86LA32 | Long             | EC               | CORP              | CN        |       200 | NS      | $3048.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Chengdu Co Ltd                                          | Bank of Chengdu Co Ltd                                          | CUSIP: 000000000<br>LEI: 30030030JPOKGL9K5418 | Long             | EC               | CORP              | CN        |      2100 | NS      | $5215.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                     | Xiaomi Corp                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |    146400 | NS      | $604805.62    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Foxconn Industrial Internet Co Ltd                              | Foxconn Industrial Internet Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5500 | NS      | $42461.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                     | B3 SA - Brasil Bolsa Balcao                                     | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     43000 | NS      | $151514.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                                        | Ambev SA                                                        | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     40800 | NS      | $119150.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WuXi AppTec Co Ltd                                              | WuXi AppTec Co Ltd                                              | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      2608 | NS      | $39947.77     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Woori Financial Group Inc                                       | Woori Financial Group Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5721 | NS      | $125414.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongcheng Travel Holdings Ltd                                   | Tongcheng Travel Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 2549004WGGNOPL8NUL61 | Long             | EC               | CORP              | KY        |     12400 | NS      | $28692.34     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Haidilao International Holding Ltd                              | Haidilao International Holding Ltd                              | CUSIP: 000000000<br>LEI: 3003009Q8GV4VNKZWI24 | Long             | EC               | CORP              | KY        |     14000 | NS      | $25774.94     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Xinyi Solar Holdings Ltd                                        | Xinyi Solar Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 529900QF7VIH03SB7Q08 | Long             | EC               | CORP              | KY        |     66870 | NS      | $25065.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovent Biologics Inc                                          | Innovent Biologics Inc                                          | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | KY        |     13500 | NS      | $148512.98    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Standard Life PLC                                               | Standard Life PLC                                               | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      4430 | NS      | $39971.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polycab India Ltd                                               | Polycab India Ltd                                               | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |       418 | NS      | $30586.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co Ltd                 | Shenzhen Mindray Bio-Medical Electronics Co Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       600 | NS      | $14449.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Micro Corp                                                   | SG Micro Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       253 | NS      | $2511.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                          | Contemporary Amperex Technology Co Ltd                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      2400 | NS      | $142029.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GigaDevice Semiconductor Inc                                    | GigaDevice Semiconductor Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       560 | NS      | $19931.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                              | WuXi AppTec Co Ltd                                              | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      1520 | NS      | $22054.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isracard Ltd                                                    | Isracard Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         0 | NS      | $1.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin SA                                                       | Klabin SA                                                       | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |      7494 | NS      | $27998.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                   | Akzo Nobel NV                                                   | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      1099 | NS      | $62976.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopro BM Co Ltd                                                | Ecopro BM Co Ltd                                                | CUSIP: 000000000<br>LEI: 988400KB3FIHJINXCS55 | Long             | EC               | CORP              | KR        |       456 | NS      | $59741.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                          | EQT AB                                                          | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |      2849 | NS      | $87844.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cholamandalam Investment and Finance Co Ltd                     | Cholamandalam Investment and Finance Co Ltd                     | CUSIP: 000000000<br>LEI: 3358008DNPV45O4EII52 | Long             | EC               | CORP              | IN        |      3448 | NS      | $49851.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                       | Prosus NV                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      7640 | NS      | $352580.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rail Vikas Nigam Ltd                                            | Rail Vikas Nigam Ltd                                            | CUSIP: 000000000<br>LEI: 8945004J7EIKTCOWI620 | Long             | EC               | CORP              | IN        |      4468 | NS      | $11886.13     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zhejiang Leapmotor Technology Co Ltd                            | Zhejiang Leapmotor Technology Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4400 | NS      | $26835.06     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hanwha Systems Co Ltd                                           | Hanwha Systems Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       678 | NS      | $53087.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salik Co PJSC                                                   | Salik Co PJSC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     16929 | NS      | $23806.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                          | Dr Ing hc F Porsche AG                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |       647 | NS      | $29380.57     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PharmaEssentia Corp                                             | PharmaEssentia Corp                                             | CUSIP: 000000000<br>LEI: 54930001GNQLDIFASK68 | Long             | EC               | CORP              | TW        |      2329 | NS      | $44666.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                            | Saudi Arabian Oil Co                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |     51123 | NS      | $370089.49    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evolution AB                                                    | Evolution AB                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       861 | NS      | $53773.95     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China Feihe Ltd                                                 | China Feihe Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29568 | NS      | $13218.01     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TCS Group Holding PLC                                           | TCS Group Holding PLC                                           | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | RU        |       500 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HDFC Bank Ltd                                                   | HDFC Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     94730 | NS      | $742023.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wingtech Technology Co Ltd                                      | Wingtech Technology Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1200 | NS      | $5448.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ningxia Baofeng Energy Group Co Ltd                             | Ningxia Baofeng Energy Group Co Ltd                             | CUSIP: 000000000<br>LEI: 300300G6CBIVJWQ4IC71 | Long             | EC               | CORP              | CN        |      3200 | NS      | $13464.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesaieed Petrochemical Holding Co                               | Mesaieed Petrochemical Holding Co                               | CUSIP: 000000000<br>LEI: 2763NLQLXUEYYXDUAV36 | Long             | EC               | CORP              | QA        |     65734 | NS      | $19709.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                       | Alibaba Group Holding Ltd                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    146800 | NS      | $2301307.85   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro-Fabrication Equipment Inc China                  | Advanced Micro-Fabrication Equipment Inc China                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       339 | NS      | $15325.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co Ltd                                       | Montage Technology Co Ltd                                       | CUSIP: 000000000<br>LEI: 836800ZMWT5PAN574D81 | Long             | EC               | CORP              | CN        |       361 | NS      | $6716.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniVision Integrated Circuits Group Inc                        | OmniVision Integrated Circuits Group Inc                        | CUSIP: 000000000<br>LEI: 8368000MFHXX01GPND38 | Long             | EC               | CORP              | CN        |       740 | NS      | $10320.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Zheshang Bank Co Ltd                                      | China Zheshang Bank Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300C1031633000208 | Long             | EC               | CORP              | CN        |     23140 | NS      | $10079.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avary Holding Shenzhen Co Ltd                                   | Avary Holding Shenzhen Co Ltd                                   | CUSIP: 000000000<br>LEI: 30030067AGXAJK5FRS12 | Long             | EC               | CORP              | CN        |      2900 | NS      | $22411.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                               | Airtel Africa PLC                                               | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |      4847 | NS      | $22268.40     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| M&G PLC                                                         | M&G PLC                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     14762 | NS      | $53423.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                                      | JD.com Inc                                                      | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     19476 | NS      | $287122.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smoore International Holdings Ltd                               | Smoore International Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16000 | NS      | $18262.83     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Auckland International Airport Ltd                              | Auckland International Airport Ltd                              | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     10948 | NS      | $49774.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings Inc                                              | Seibu Holdings Inc                                              | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |      1100 | NS      | $30658.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing-Shanghai High Speed Railway Co Ltd                      | Beijing-Shanghai High Speed Railway Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     33600 | NS      | $24708.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goneo Group Co Ltd                                              | Goneo Group Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       812 | NS      | $4949.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzhou TFC Optical Communication Co Ltd                         | Suzhou TFC Optical Communication Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       400 | NS      | $18002.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Postal Savings Bank of China Co Ltd                             | Postal Savings Bank of China Co Ltd                             | CUSIP: 000000000<br>LEI: 300300C1040311005298 | Long             | EC               | CORP              | CN        |     12000 | NS      | $8931.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                            | Endeavour Mining PLC                                            | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      1238 | NS      | $74313.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                        | Lifco AB                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      1512 | NS      | $45455.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd                                          | Persistent Systems Ltd                                          | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |       997 | NS      | $52341.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                             | Kuaishou Technology                                             | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |     23000 | NS      | $135494.77    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                                         | Haier Smart Home Co Ltd                                         | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     15800 | NS      | $42332.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                  | Atlas Copco AB                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     15665 | NS      | $274707.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                  | Atlas Copco AB                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      9060 | NS      | $140742.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili Inc                                                    | Bilibili Inc                                                    | CUSIP: 000000000<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |      2180 | NS      | $49145.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEPI Rockcastle NV                                              | NEPI Rockcastle NV                                              | CUSIP: 000000000<br>LEI: 549300FMWM53K9ULYT15 | Long             | EC               | CORP              | NL        |      4920 | NS      | $39026.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akeso Inc                                                       | Akeso Inc                                                       | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Long             | EC               | CORP              | KY        |      6000 | NS      | $102174.47    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dr Sulaiman Al Habib Medical Services Group Co                  | Dr Sulaiman Al Habib Medical Services Group Co                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       883 | NS      | $60680.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                       | Tesco PLC                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     37213 | NS      | $233018.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                    | WH Group Ltd                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     53666 | NS      | $70549.51     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AddTech AB                                                      | AddTech AB                                                      | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |      1678 | NS      | $57220.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                                   | Scentre Group                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     30026 | NS      | $68772.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                            | Dassault Systemes SE                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      3864 | NS      | $77976.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                               | NatWest Group PLC                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     46688 | NS      | $344581.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                           | JD Sports Fashion PLC                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |     15353 | NS      | $14507.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACWA Power Co                                                   | ACWA Power Co                                                   | CUSIP: 000000000<br>LEI: 558600Y0TFKRV2QZ1A74 | Long             | EC               | CORP              | SA        |      1095 | NS      | $50784.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                                     | NetEase Inc                                                     | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     14870 | NS      | $332309.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Healthcare Institute Ltd                                    | Max Healthcare Institute Ltd                                    | CUSIP: 000000000<br>LEI: 3358005LALYV4GZOYF67 | Long             | EC               | CORP              | IN        |      6580 | NS      | $67516.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                                   | Allegro.eu SA                                                   | CUSIP: 000000000<br>LEI: 222100VRLXV3FPMG4982 | Long             | EC               | CORP              | LU        |      7461 | NS      | $53327.09     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Remegen Co Ltd                                                  | Remegen Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300M9HCX4TFAD4I10 | Long             | EC               | CORP              | CN        |      2000 | NS      | $24929.02     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Epiroc AB                                                       | Epiroc AB                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      3807 | NS      | $93129.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                       | Epiroc AB                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      2516 | NS      | $53559.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                   | Stellantis NV                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     11607 | NS      | $83625.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pony AI Inc                                                     | Pony AI Inc                                                     | CUSIP: 000000000<br>LEI: 9845006P7613D2A61368 | Long             | EC               | CORP              | KY        |      1500 | NS      | $13307.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixa Seguridade Participacoes S/A                              | Caixa Seguridade Participacoes S/A                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3900 | NS      | $13704.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co Ltd                                                | SK Square Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       774 | NS      | $254841.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GDS Holdings Ltd                                                | GDS Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 391200MGV8DDCHTN2R77 | Long             | EC               | CORP              | KY        |      9600 | NS      | $48584.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co Ltd                                            | Nongfu Spring Co Ltd                                            | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |     19400 | NS      | $117327.51    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                            | Kioxia Holdings Corp                                            | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      1100 | NS      | $143312.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                         | EXOR NV                                                         | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       606 | NS      | $46241.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                     | Informa PLC                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      7409 | NS      | $74138.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                            | Tencent Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     54475 | NS      | $3436303.84   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                        | Davide Campari-Milano NV                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |      3097 | NS      | $22057.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                            | Dassault Aviation SA                                            | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       127 | NS      | $47120.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finserv Ltd                                               | Bajaj Finserv Ltd                                               | CUSIP: 000000000<br>LEI: 3358001EH4I4IDMGQ326 | Long             | EC               | CORP              | IN        |      3489 | NS      | $60603.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                     | Investor AB                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     10640 | NS      | $400465.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JA Solar Technology Co Ltd                                      | JA Solar Technology Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4268 | NS      | $6830.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arabian Internet & Communications Services Co                   | Arabian Internet & Communications Services Co                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       136 | NS      | $7130.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto Inc                                                     | Li Auto Inc                                                     | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |     10400 | NS      | $91809.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                      | Haleon PLC                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     51925 | NS      | $256024.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen New Industries Biomedical Engineering Co Ltd           | Shenzhen New Industries Biomedical Engineering Co Ltd           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       800 | NS      | $5722.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Mixc Lifestyle Services Ltd                     | China Resources Mixc Lifestyle Services Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7400 | NS      | $44720.14     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kalyan Jewellers India Ltd                                      | Kalyan Jewellers India Ltd                                      | CUSIP: 000000000<br>LEI: 335800EP35CO1QHM9P33 | Long             | EC               | CORP              | IN        |      4585 | NS      | $18412.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO Express Cayman Inc                                          | ZTO Express Cayman Inc                                          | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |      3809 | NS      | $93762.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Tadawul Group Holding Co                                  | Saudi Tadawul Group Holding Co                                  | CUSIP: 000000000<br>LEI: 894500BXFAWZK686TP37 | Long             | EC               | CORP              | SA        |       423 | NS      | $15663.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                     | Hensoldt AG                                                     | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |       355 | NS      | $31406.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                          | Yum China Holdings Inc                                          | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      3050 | NS      | $151516.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MR DIY Group M Bhd                                              | MR DIY Group M Bhd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     42900 | NS      | $16297.36     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                         | Vestas Wind Systems A/S                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      5861 | NS      | $176280.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                                       | InPost SA                                                       | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |      1333 | NS      | $23524.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai United Imaging Healthcare Co Ltd                       | Shanghai United Imaging Healthcare Co Ltd                       | CUSIP: 000000000<br>LEI: 300300YFLW1ZZPRAZ467 | Long             | EC               | CORP              | CN        |       832 | NS      | $13577.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                                | Pop Mart International Group Ltd                                | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |      4800 | NS      | $89307.48     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OUTsurance Group Ltd                                            | OUTsurance Group Ltd                                            | CUSIP: 000000000<br>LEI: 984500AC307E8L2D9X52 | Long             | EC               | CORP              | ZA        |      7391 | NS      | $30051.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA/Brazil                                                   | TIM SA/Brazil                                                   | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |      7300 | NS      | $38387.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nibe Industrier AB                                              | Nibe Industrier AB                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |      8621 | NS      | $35796.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                         | GSK PLC                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     23830 | NS      | $653978.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                                                 | KE Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |     18600 | NS      | $92126.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                     | Euronext NV                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       447 | NS      | $71553.38     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                                          | Eurofins Scientific SE                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       764 | NS      | $55572.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                           | Rede D'Or Sao Luiz SA                                           | CUSIP: 000000000<br>LEI: 9269004BEA774D836A73 | Long             | EC               | CORP              | BR        |      7000 | NS      | $52239.11     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| APL Apollo Tubes Ltd                                            | APL Apollo Tubes Ltd                                            | CUSIP: 000000000<br>LEI: 335800ZU4GXSB7Q4IU95 | Long             | EC               | CORP              | IN        |      1395 | NS      | $28803.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                     | NN Group NV                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1524 | NS      | $118642.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dukhan Bank                                                     | Dukhan Bank                                                     | CUSIP: 000000000<br>LEI: 254900QN4LRSP4RV8D17 | Long             | EC               | CORP              | QA        |     19912 | NS      | $18933.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                          | Melrose Industries PLC                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |      8109 | NS      | $54744.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                     | FinecoBank Banca Fineco SpA                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      3521 | NS      | $78090.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                       | Argenx SE                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       361 | NS      | $261164.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jinko Solar Co Ltd                                              | Jinko Solar Co Ltd                                              | CUSIP: 000000000<br>LEI: 300300RHCPJNG9KTKT10 | Long             | EC               | CORP              | CN        |     15683 | NS      | $15011.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cambricon Technologies Corp Ltd                                 | Cambricon Technologies Corp Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       173 | NS      | $25157.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                             | CapitaLand Investment Ltd/Singapore                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |     12000 | NS      | $25455.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Logistics Inc                                                | JD Logistics Inc                                                | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | KY        |     14000 | NS      | $24717.30     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Imeik Technology Development Co Ltd                             | Imeik Technology Development Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       420 | NS      | $7172.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Transsion Holdings Co Ltd                              | Shenzhen Transsion Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 300300PDJRSNMVF0VJ83 | Long             | EC               | CORP              | CN        |       725 | NS      | $5856.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Kingsoft Office Software Inc                            | Beijing Kingsoft Office Software Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       441 | NS      | $15094.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Silicon Industry Group Co Ltd                          | National Silicon Industry Group Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5161 | NS      | $12845.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                            | Lottery Corp Ltd/The                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14397 | NS      | $53372.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                                          | LG Energy Solution Ltd                                          | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | EC               | CORP              | KR        |       383 | NS      | $104777.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jubilant Foodworks Ltd                                          | Jubilant Foodworks Ltd                                          | CUSIP: 000000000<br>LEI: 9845000D3B99893F5B14 | Long             | EC               | CORP              | IN        |      5059 | NS      | $23401.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                              | Trip.com Group Ltd                                              | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |      5250 | NS      | $259481.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                        | Universal Music Group NV                                        | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      6377 | NS      | $123391.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                   | Beijer Ref AB                                                   | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |      2572 | NS      | $35432.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Cloud Music Inc                                         | NetEase Cloud Music Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       650 | NS      | $10799.84     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PetroChina Co Ltd                                               | PetroChina Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     11800 | NS      | $20638.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                       | Industrial & Commercial Bank of China Ltd                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |     33600 | NS      | $37160.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd                                  | Agricultural Bank of China Ltd                                  | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |     45447 | NS      | $44086.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Ltd                                               | Bank of China Ltd                                               | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |     17494 | NS      | $14875.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Petroleum & Chemical Corp                                 | China Petroleum & Chemical Corp                                 | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |     14300 | NS      | $12137.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                                     | China Shenhua Energy Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |      3300 | NS      | $22337.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Bank Co Ltd                                     | China Merchants Bank Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |      8800 | NS      | $50298.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                         | Ping An Insurance Group Co of China Ltd                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      5700 | NS      | $47239.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank Co Ltd                                          | Industrial Bank Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300C1030935001303 | Long             | EC               | CORP              | CN        |     12500 | NS      | $34061.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Pudong Development Bank Co Ltd                         | Shanghai Pudong Development Bank Co Ltd                         | CUSIP: 000000000<br>LEI: 300300C1031031001330 | Long             | EC               | CORP              | CN        |     14400 | NS      | $21224.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Minsheng Banking Corp Ltd                                 | China Minsheng Banking Corp Ltd                                 | CUSIP: 000000000<br>LEI: 549300HBUGSQD1VCXG94 | Long             | EC               | CORP              | CN        |     14500 | NS      | $7970.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp Ltd                                             | SAIC Motor Corp Ltd                                             | CUSIP: 000000000<br>LEI: 30030001QBC7EXJJGT71 | Long             | EC               | CORP              | CN        |      6300 | NS      | $13460.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd                                          | Kweichow Moutai Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       700 | NS      | $147441.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd                                   | Bank of Communications Co Ltd                                   | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |     65200 | NS      | $66122.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Securities Co Ltd                                         | CITIC Securities Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300E1006744000068 | Long             | EC               | CORP              | CN        |      5990 | NS      | $21025.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                            | China Pacific Insurance Group Co Ltd                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      4000 | NS      | $21677.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co Ltd                                      | China Yangtze Power Co Ltd                                      | CUSIP: 000000000<br>LEI: 3003008VX8JFJXA6QP74 | Long             | EC               | CORP              | CN        |     16600 | NS      | $65092.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daqin Railway Co Ltd                                            | Daqin Railway Co Ltd                                            | CUSIP: 000000000<br>LEI: 30030098LARO7YWJL882 | Long             | EC               | CORP              | CN        |     12900 | NS      | $10011.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Everbright Bank Co Ltd                                    | China Everbright Bank Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |     34220 | NS      | $15954.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China State Construction Engineering Corp Ltd                   | China State Construction Engineering Corp Ltd                   | CUSIP: 000000000<br>LEI: 300300CWW8WOEV3BR645 | Long             | EC               | CORP              | CN        |     19800 | NS      | $14432.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaxia Bank Co Ltd                                              | Huaxia Bank Co Ltd                                              | CUSIP: 000000000<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |      7000 | NS      | $7432.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co Ltd                     | Inner Mongolia Yili Industrial Group Co Ltd                     | CUSIP: 000000000<br>LEI: 3003002Q2A863JPQFH06 | Long             | EC               | CORP              | CN        |      3700 | NS      | $14172.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Beijing Co Ltd                                          | Bank of Beijing Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300C1080211000042 | Long             | EC               | CORP              | CN        |     12200 | NS      | $9732.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China United Network Communications Ltd                         | China United Network Communications Ltd                         | CUSIP: 000000000<br>LEI: 300300UTFDNZL9GJRR78 | Long             | EC               | CORP              | CN        |     13600 | NS      | $8811.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co Ltd                                     | Baoshan Iron & Steel Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300PYAP4PEHORZT21 | Long             | EC               | CORP              | CN        |     10200 | NS      | $9535.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd                                       | Anhui Conch Cement Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |      2769 | NS      | $9334.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Securities Co Ltd                               | China Merchants Securities Co Ltd                               | CUSIP: 000000000<br>LEI: 30030060IEIMX476KH87 | Long             | EC               | CORP              | CN        |      5600 | NS      | $12615.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaneng Power International Inc                                 | Huaneng Power International Inc                                 | CUSIP: 000000000<br>LEI: 529900WU0SMVKMPG4V21 | Long             | EC               | CORP              | CN        |      7700 | NS      | $7860.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRRC Corp Ltd                                                   | CRRC Corp Ltd                                                   | CUSIP: 000000000<br>LEI: 30030099HATQH2XC0B72 | Long             | EC               | CORP              | CN        |     13000 | NS      | $12005.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd                          | Jiangsu Hengrui Pharmaceuticals Co Ltd                          | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |      4020 | NS      | $32492.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Northern Rare Earth Group High-Tech Co Ltd                | China Northern Rare Earth Group High-Tech Co Ltd                | CUSIP: 000000000<br>LEI: 300300CY5TYMU38UDM49 | Long             | EC               | CORP              | CN        |      2000 | NS      | $13943.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                                        | Huatai Securities Co Ltd                                        | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |      4600 | NS      | $12001.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                                         | China Railway Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |      5800 | NS      | $4586.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                                 | New China Life Insurance Co Ltd                                 | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      1600 | NS      | $14439.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                                         | Haier Smart Home Co Ltd                                         | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |      5200 | NS      | $16263.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sany Heavy Industry Co Ltd                                      | Sany Heavy Industry Co Ltd                                      | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |      5300 | NS      | $14889.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GD Power Development Co Ltd                                     | GD Power Development Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300BVGPH64Z7BNK97 | Long             | EC               | CORP              | CN        |     10800 | NS      | $7590.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                                    | China Construction Bank Corp                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     23400 | NS      | $32734.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanan Optoelectronics Co Ltd                                    | Sanan Optoelectronics Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300ENZJGEMR41WW12 | Long             | EC               | CORP              | CN        |       400 | NS      | $682.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wanhua Chemical Group Co Ltd                                    | Wanhua Chemical Group Co Ltd                                    | CUSIP: 000000000<br>LEI: 3003002H0G2KDG6CR124 | Long             | EC               | CORP              | CN        |      1400 | NS      | $16275.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Electric Group Co Ltd                                  | Shanghai Electric Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900WHVV4GODE91T37 | Long             | EC               | CORP              | CN        |      1100 | NS      | $1284.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                       | Zijin Mining Group Co Ltd                                       | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |      6300 | NS      | $30602.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SDIC Power Holdings Co Ltd                                      | SDIC Power Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300LQJ91PHBNFC721 | Long             | EC               | CORP              | CN        |      5600 | NS      | $11503.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NARI Technology Co Ltd                                          | NARI Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: 3003006IGH1W58MAQM05 | Long             | EC               | CORP              | CN        |      6355 | NS      | $24103.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd                          | China Tourism Group Duty Free Corp Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       400 | NS      | $4111.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Automobile Group Co Ltd                               | Guangzhou Automobile Group Co Ltd                               | CUSIP: 000000000<br>LEI: 5299005KY9BJO3ZE6A37 | Long             | EC               | CORP              | CN        |     10000 | NS      | $10538.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia BaoTou Steel Union Co Ltd                        | Inner Mongolia BaoTou Steel Union Co Ltd                        | CUSIP: 000000000<br>LEI: 3003005DKNZILXCEDH07 | Long             | EC               | CORP              | CN        |     42400 | NS      | $15603.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsingtao Brewery Co Ltd                                         | Tsingtao Brewery Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |       800 | NS      | $7195.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp of China Ltd                                      | Aluminum Corp of China Ltd                                      | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |      4300 | NS      | $7233.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air China Ltd                                                   | Air China Ltd                                                   | CUSIP: 000000000<br>LEI: 213800I9TWC9K22N4502 | Long             | EC               | CORP              | CN        |     12700 | NS      | $12489.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBEA Co Ltd                                                     | TBEA Co Ltd                                                     | CUSIP: 000000000<br>LEI: 300300NIEBMOQ4DNLE36 | Long             | EC               | CORP              | CN        |      5460 | NS      | $21353.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Chemical Engineering Co Ltd                      | China National Chemical Engineering Co Ltd                      | CUSIP: 000000000<br>LEI: 300300PQKHJ03AUIIX32 | Long             | EC               | CORP              | CN        |     10700 | NS      | $13711.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metallurgical Corp of China Ltd                                 | Metallurgical Corp of China Ltd                                 | CUSIP: 000000000<br>LEI: 3003002HS6H57JTIFW38 | Long             | EC               | CORP              | CN        |     24100 | NS      | $10605.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Construction Corp of China Ltd                            | Power Construction Corp of China Ltd                            | CUSIP: 000000000<br>LEI: 300300MX911UESD4EH33 | Long             | EC               | CORP              | CN        |     12000 | NS      | $10042.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China CSSC Holdings Ltd                                         | China CSSC Holdings Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4000 | NS      | $17996.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huayu Automotive Systems Co Ltd                                 | Huayu Automotive Systems Co Ltd                                 | CUSIP: 000000000<br>LEI: 3003001J2BNVV78BOT83 | Long             | EC               | CORP              | CN        |      1768 | NS      | $4952.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECC Aviation Power Co Ltd                                      | AECC Aviation Power Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2100 | NS      | $14708.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nanjing Co Ltd                                          | Bank of Nanjing Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300C1086932000062 | Long             | EC               | CORP              | CN        |      8300 | NS      | $13687.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                                  | COSCO SHIPPING Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |      6010 | NS      | $13123.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                                  | CMOC Group Ltd                                                  | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     14500 | NS      | $36982.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongjin Gold Corp Ltd                                          | Zhongjin Gold Corp Ltd                                          | CUSIP: 000000000<br>LEI: 300300Q0ZK8HFP814Z87 | Long             | EC               | CORP              | CN        |      4900 | NS      | $19390.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Tong Ren Tang Co Ltd                                    | Beijing Tong Ren Tang Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1700 | NS      | $6862.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Chint Electrics Co Ltd                                 | Zhejiang Chint Electrics Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1800 | NS      | $8596.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Co Ltd                                    | Yankuang Energy Group Co Ltd                                    | CUSIP: 000000000<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |      4485 | NS      | $12565.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Eastern Airlines Corp Ltd                                 | China Eastern Airlines Corp Ltd                                 | CUSIP: 000000000<br>LEI: 3003000KIOQE39Q7Y685 | Long             | EC               | CORP              | CN        |     12400 | NS      | $7705.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfang Electric Corp Ltd                                      | Dongfang Electric Corp Ltd                                      | CUSIP: 000000000<br>LEI: 529900ISAW6T566F0R12 | Long             | EC               | CORP              | CN        |      4000 | NS      | $20617.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Lu'an Environmental Energy Development Co Ltd            | Shanxi Lu'an Environmental Energy Development Co Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5200 | NS      | $10201.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundsun Technologies Inc                                        | Hundsun Technologies Inc                                        | CUSIP: 000000000<br>LEI: 3003003LS77D1DRDDE25 | Long             | EC               | CORP              | CN        |      1456 | NS      | $5465.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Southern Airlines Co Ltd                                  | China Southern Airlines Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900AJQ1Q18ABYVX84 | Long             | EC               | CORP              | CN        |     11600 | NS      | $9556.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co Ltd                               | Fuyao Glass Industry Group Co Ltd                               | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |       900 | NS      | $7508.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang China Commodities City Group Co Ltd                    | Zhejiang China Commodities City Group Co Ltd                    | CUSIP: 000000000<br>LEI: 300300UELW04DCUGGZ27 | Long             | EC               | CORP              | CN        |      1400 | NS      | $2649.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Mining Co Ltd                                           | Western Mining Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300QBV4A9N1NDK519 | Long             | EC               | CORP              | CN        |      1400 | NS      | $5177.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhangzhou Pientzehuang Pharmaceutical Co Ltd                    | Zhangzhou Pientzehuang Pharmaceutical Co Ltd                    | CUSIP: 000000000<br>LEI: 836800HTWRBAQJRAQ344 | Long             | EC               | CORP              | CN        |       400 | NS      | $8772.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Xinghuacun Fen Wine Factory Co Ltd                       | Shanxi Xinghuacun Fen Wine Factory Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       440 | NS      | $9159.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Juhua Co Ltd                                           | Zhejiang Juhua Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       500 | NS      | $2502.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Nanshan Aluminum Co Ltd                                | Shandong Nanshan Aluminum Co Ltd                                | CUSIP: 000000000<br>LEI: 836800YU5J3RT2VPUO65 | Long             | EC               | CORP              | CN        |     14700 | NS      | $13188.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Zhongtian Technology Co Ltd                             | Jiangsu Zhongtian Technology Co Ltd                             | CUSIP: 000000000<br>LEI: 3003006LG5TV3D5D3508 | Long             | EC               | CORP              | CN        |      4400 | NS      | $19510.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Energy Transportation Co Ltd                     | COSCO SHIPPING Energy Transportation Co Ltd                     | CUSIP: 000000000<br>LEI: 529900IGB8FVHRCR1W95 | Long             | EC               | CORP              | CN        |      3600 | NS      | $11547.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan Road and Bridge Group Co Ltd                            | Sichuan Road and Bridge Group Co Ltd                            | CUSIP: 000000000<br>LEI: 3003007YDF25LKX9OI30 | Long             | EC               | CORP              | CN        |      9800 | NS      | $14288.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shengyi Technology Co Ltd                                       | Shengyi Technology Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1400 | NS      | $11244.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co Ltd                                                  | Tongwei Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003009CW4QYMCG0BH89 | Long             | EC               | CORP              | CN        |      3300 | NS      | $8036.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Baosight Software Co Ltd                               | Shanghai Baosight Software Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2246 | NS      | $7542.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JCET Group Co Ltd                                               | JCET Group Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030032VVBWZTNDSQ81 | Long             | EC               | CORP              | CN        |      2000 | NS      | $11465.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Hualu Hengsheng Chemical Co Ltd                        | Shandong Hualu Hengsheng Chemical Co Ltd                        | CUSIP: 000000000<br>LEI: 655600R2WZ4EKICFE373 | Long             | EC               | CORP              | CN        |      2470 | NS      | $12945.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Jushi Co Ltd                                              | China Jushi Co Ltd                                              | CUSIP: 000000000<br>LEI: 300300JZBQ0FKI1TDH04 | Long             | EC               | CORP              | CN        |      4114 | NS      | $14708.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengli Hydraulic Co Ltd                                 | Jiangsu Hengli Hydraulic Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       900 | NS      | $12688.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sailun Group Co Ltd                                             | Sailun Group Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300GF13IPLVWINQ61 | Long             | EC               | CORP              | CN        |      2300 | NS      | $4336.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng Inc                                                       | XPeng Inc                                                       | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | KY        |     11400 | NS      | $97454.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                | Novo Nordisk A/S                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     18836 | NS      | $687146.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                       | Shell PLC                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     33369 | NS      | $1539764.37   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CNGR Advanced Material Co Ltd                                   | CNGR Advanced Material Co Ltd                                   | CUSIP: 000000000<br>LEI: 213800FP1O8DBRF5AI17 | Long             | EC               | CORP              | CN        |       280 | NS      | $2025.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Deye Technology Co Ltd                                   | Ningbo Deye Technology Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       705 | NS      | $13564.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                                   | Eastroc Beverage Group Co Ltd                                   | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |       130 | NS      | $3863.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Microelectronics Ltd                            | China Resources Microelectronics Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1955 | NS      | $12781.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trina Solar Co Ltd                                              | Trina Solar Co Ltd                                              | CUSIP: 000000000<br>LEI: 30030040IFQ4UMZDUU48 | Long             | EC               | CORP              | CN        |      1600 | NS      | $3850.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                                   | Schroders PLC                                                   | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      3789 | NS      | $29065.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                                                | Vibra Energia SA                                                | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |     11353 | NS      | $68744.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                    | Cie Generale des Etablissements Michelin SCA                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      3788 | NS      | $129362.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caliway Biopharmaceuticals Co Ltd                               | Caliway Biopharmaceuticals Co Ltd                               | CUSIP: 000000000<br>LEI: 984500D2D587B98A7B13 | Long             | EC               | CORP              | TW        |      9000 | NS      | $25198.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                                       | SCB X PCL                                                       | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |     10310 | NS      | $45322.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SenseTime Group Inc                                             | SenseTime Group Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    222000 | NS      | $52880.69     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tata Steel Ltd                                                  | Tata Steel Ltd                                                  | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |     50470 | NS      | $103552.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                       | Aviva PLC                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     17759 | NS      | $141995.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                                         | NIO Inc                                                         | CUSIP: 000000000<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |     14033 | NS      | $85280.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                                      | Syensqo SA                                                      | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |       373 | NS      | $21674.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan Kelun-Biotech Biopharmaceutical Co Ltd                  | Sichuan Kelun-Biotech Biopharmaceutical Co Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       400 | NS      | $23727.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                         | Saab AB                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      1859 | NS      | $120909.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                                     | Dr Reddy's Laboratories Ltd                                     | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |      4942 | NS      | $66236.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Gojek Tokopedia Tbk PT                                     | GoTo Gojek Tokopedia Tbk PT                                     | CUSIP: 000000000<br>LEI: 254900MT2CH1Y5Y7OX69 | Long             | EC               | CORP              | ID        |   6447100 | NS      | $19405.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Rural Commercial Bank Co Ltd                           | Shanghai Rural Commercial Bank Co Ltd                           | CUSIP: 000000000<br>LEI: 300300C1122131000095 | Long             | EC               | CORP              | CN        |      5400 | NS      | $7122.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPCON Technology Co Ltd                                        | SUPCON Technology Co Ltd                                        | CUSIP: 000000000<br>LEI: 836800CSSWUYIZYJGO52 | Long             | EC               | CORP              | CN        |      1570 | NS      | $14863.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd                                             | Varun Beverages Ltd                                             | CUSIP: 000000000<br>LEI: 33580058NWEMWBDNMD48 | Long             | EC               | CORP              | IN        |     12171 | NS      | $49783.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi XDC Cayman Inc                                             | WuXi XDC Cayman Inc                                             | CUSIP: 000000000<br>LEI: 549300BV0TP5RVPBYO24 | Long             | EC               | CORP              | KY        |      3000 | NS      | $22758.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                         | Recruit Holdings Co Ltd                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      8237 | NS      | $358017.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                      | Zalando SE                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |      1412 | NS      | $34387.27     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Petrindo Jaya Kreasi Tbk PT                                     | Petrindo Jaya Kreasi Tbk PT                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    150000 | NS      | $9338.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hygon Information Technology Co Ltd                             | Hygon Information Technology Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1504 | NS      | $46983.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barito Renewables Energy Tbk PT                                 | Barito Renewables Energy Tbk PT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     43900 | NS      | $13561.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XtalPi Holdings Ltd                                             | XtalPi Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 8368004IS42UJ5SVEV76 | Long             | EC               | CORP              | KY        |     19000 | NS      | $22234.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBTech Robotics Corp Ltd                                        | UBTech Robotics Corp Ltd                                        | CUSIP: 000000000<br>LEI: 836800LIVMBW69Z2WT05 | Long             | EC               | CORP              | CN        |      1600 | NS      | $17809.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ades Holding Co                                                 | Ades Holding Co                                                 | CUSIP: 000000000<br>LEI: 98450075A96DF4FE9813 | Long             | EC               | CORP              | SA        |      3430 | NS      | $16516.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGH Ltd                                                         | SGH Ltd                                                         | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |      1280 | NS      | $36150.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Hong Semiconductor Ltd                                      | Hua Hong Semiconductor Ltd                                      | CUSIP: 000000000<br>LEI: 529900OXH3ZYLIMGB907 | Long             | EC               | CORP              | HK        |      6000 | NS      | $60550.01     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| J&T Global Express Ltd                                          | J&T Global Express Ltd                                          | CUSIP: 000000000<br>LEI: 2549009MQXHGQY558V11 | Long             | EC               | CORP              | KY        |     24400 | NS      | $31463.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                                           | Anglogold Ashanti Plc                                           | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      4263 | NS      | $420619.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                    | ROCKWOOL A/S                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       557 | NS      | $15422.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amman Mineral Internasional PT                                  | Amman Mineral Internasional PT                                  | CUSIP: 000000000<br>LEI: 5493006TJMVRZEVWCG37 | Long             | EC               | CORP              | ID        |    119600 | NS      | $34549.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDS Co Ltd                                              | Samsung SDS Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400G19T2TB4CAWX91 | Long             | EC               | CORP              | KR        |       385 | NS      | $39007.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGi Green Energy Technology Co Ltd                            | LONGi Green Energy Technology Co Ltd                            | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |      7836 | NS      | $20107.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                                | Medibank Pvt Ltd                                                | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     17816 | NS      | $53512.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                                        | CVC Capital Partners PLC                                        | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |      1259 | NS      | $16384.70     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alibaba Health Information Technology Ltd                       | Alibaba Health Information Technology Ltd                       | CUSIP: 000000000<br>LEI: 529900GE9653COPX1I86 | Long             | EC               | CORP              | BM        |     38000 | NS      | $22917.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zabka Group SA                                                  | Zabka Group SA                                                  | CUSIP: 000000000<br>LEI: 549300TU2RZ35E4ET914 | Long             | EC               | CORP              | LU        |      3460 | NS      | $20618.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                                             | Shriram Finance Ltd                                             | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     11586 | NS      | $107794.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Robotics                                                | Horizon Robotics                                                | CUSIP: 000000000<br>LEI: 6556007NGGE745XQ6B52 | Long             | EC               | CORP              | KY        |     37800 | NS      | $32741.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Globalwafers Co Ltd                                             | Globalwafers Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |      2000 | NS      | $27280.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Changzhou Xingyu Automotive Lighting Systems Co Ltd             | Changzhou Xingyu Automotive Lighting Systems Co Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       300 | NS      | $5351.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Zheneng Electric Power Co Ltd                          | Zhejiang Zheneng Electric Power Co Ltd                          | CUSIP: 000000000<br>LEI: 3003007BB94AW2PBWC09 | Long             | EC               | CORP              | CN        |     11500 | NS      | $9097.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaanxi Coal Industry Co Ltd                                    | Shaanxi Coal Industry Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3600 | NS      | $13338.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laopu Gold Co Ltd                                               | Laopu Gold Co Ltd                                               | CUSIP: 000000000<br>LEI: 2549003X1NWK88OCWI97 | Long             | EC               | CORP              | CN        |       300 | NS      | $24289.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CGN Power Co Ltd                                                | CGN Power Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900D2UINCGWQYBK45 | Long             | EC               | CORP              | CN        |     59000 | NS      | $26560.85     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Yangtze Optical Fibre & Cable Joint Stock Ltd Co                | Yangtze Optical Fibre & Cable Joint Stock Ltd Co                | CUSIP: 000000000<br>LEI: 836800VT7MZILX431W47 | Long             | EC               | CORP              | CN        |      3500 | NS      | $84588.28     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zijin Gold International Co Ltd                                 | Zijin Gold International Co Ltd                                 | CUSIP: 000000000<br>LEI: 254900FINUJR4MZ8A417 | Long             | EC               | CORP              | HK        |      2000 | NS      | $45523.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                         | Saudi National Bank/The                                         | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     22889 | NS      | $258389.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Precision Inc                                               | Hon Precision Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $110646.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                      | Magnum Ice Cream Co NV/The                                      | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |       491 | NS      | $7190.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Motors Ltd /new                                            | Tata Motors Ltd /new                                            | CUSIP: 000000000<br>LEI: 335800ZFUZ3FBKQASV25 | Long             | EC               | CORP              | IN        |     16069 | NS      | $68628.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alteogen Inc                                                    | Alteogen Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       348 | NS      | $78931.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                           | Kongsberg Gruppen ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      2546 | NS      | $107880.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                                                  | ICICI Bank Ltd                                                  | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     45363 | NS      | $582336.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                     | Reckitt Benckiser Group PLC                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      3761 | NS      | $251954.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                               | Bajaj Finance Ltd                                               | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     22664 | NS      | $193928.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Foshan Haitian Flavouring & Food Co Ltd                         | Foshan Haitian Flavouring & Food Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1484 | NS      | $8848.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu King's Luck Brewery JSC Ltd                             | Jiangsu King's Luck Brewery JSC Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1400 | NS      | $5398.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                                   | Alpha Bank SA                                                   | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |     10624 | NS      | $39283.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSG NV                                                          | CSG NV                                                          | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |      1258 | NS      | $33830.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                                      | Embraer SA                                                      | CUSIP: 000000000<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      6100 | NS      | $89888.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tower Corp Ltd                                            | China Tower Corp Ltd                                            | CUSIP: 000000000<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | CORP              | CN        |     31400 | NS      | $42939.15     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| QIAGEN NV                                                       | QIAGEN NV                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1333 | NS      | $53828.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MBRF Global Foods Co SA                                         | MBRF Global Foods Co SA                                         | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |      3237 | NS      | $13414.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axia Energia                                                    | Axia Energia                                                    | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     11827 | NS      | $132630.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BeOne Medicines Ltd                                             | BeOne Medicines Ltd                                             | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CH        |      7500 | NS      | $168264.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hesai Group                                                     | Hesai Group                                                     | CUSIP: 000000000<br>LEI: 836800KOYHURQT1JZY11 | Long             | EC               | CORP              | KY        |       880 | NS      | $16727.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure PLC                                                    | Verisure PLC                                                    | CUSIP: 000000000<br>LEI: 636700ZY9PP0NGXTA943 | Long             | EC               | CORP              | GB        |      1374 | NS      | $14217.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autotrader Group PLC                                            | Autotrader Group PLC                                            | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      4436 | NS      | $27662.49     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                      | Magnum Ice Cream Co NV/The                                      | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      2589 | NS      | $37862.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR Group Ltd                                                   | CAR Group Ltd                                                   | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |      2380 | NS      | $37714.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                    | Wal-Mart de Mexico SAB de CV                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     44486 | NS      | $143507.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunbelt Rentals Holdings Inc                                    | Sunbelt Rentals Holdings Inc                                    | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |      2420 | NS      | $153803.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                       | CK Hutchison Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     15500 | NS      | $118993.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                             | Meridian Energy Ltd                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      6954 | NS      | $22097.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Mahindra Ltd                                               | Tech Mahindra Ltd                                               | CUSIP: 000000000<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |      4908 | NS      | $72905.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                | Spirax Group PLC                                                | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |       478 | NS      | $42724.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co Ltd                               | Fuyao Glass Industry Group Co Ltd                               | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |      4956 | NS      | $37286.04     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| South32 Ltd                                                     | South32 Ltd                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     25824 | NS      | $77622.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                                        | Huatai Securities Co Ltd                                        | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |     10400 | NS      | $19861.50     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cellnex Telecom SA                                              | Cellnex Telecom SA                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      2758 | NS      | $88402.69     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tryg A/S                                                        | Tryg A/S                                                        | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      2178 | NS      | $51751.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                        | Svenska Handelsbanken AB                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      8456 | NS      | $110784.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                                    | Vicinity Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     24589 | NS      | $39820.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3SBio Inc                                                       | 3SBio Inc                                                       | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | KY        |     17000 | NS      | $50121.68     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco BPM SpA                                                   | Banco BPM SpA                                                   | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |      6558 | NS      | $90936.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                   | Enel Chile SA                                                   | CUSIP: 000000000<br>LEI: 549300YM5CWCAUVOPB53 | Long             | EC               | CORP              | CL        |    255380 | NS      | $19553.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                   | UniCredit SpA                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      8197 | NS      | $586226.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Financial Asset Management Co Ltd                   | China CITIC Financial Asset Management Co Ltd                   | CUSIP: 000000000<br>LEI: 300300D2000111000062 | Long             | EC               | CORP              | CN        |    146000 | NS      | $14840.35     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China Literature Ltd                                            | China Literature Ltd                                            | CUSIP: 000000000<br>LEI: 529900YXWIZUFHMK8W28 | Long             | EC               | CORP              | KY        |      4000 | NS      | $13114.10     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ningbo Tuopu Group Co Ltd                                       | Ningbo Tuopu Group Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1160 | NS      | $9775.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                | ABN AMRO Bank NV                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      3374 | NS      | $106620.74    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                         | MMC Norilsk Nickel PJSC                                         | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |      8131 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Orsted AS                                                       | Orsted AS                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |      3035 | NS      | $75030.57     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                      | Japan Post Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     10300 | NS      | $118640.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                                     | Japan Post Insurance Co Ltd                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      3000 | NS      | $30183.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                          | Japan Post Bank Co Ltd                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     10400 | NS      | $169215.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                      | Scout24 SE                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       472 | NS      | $36303.73     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                            | Ryanair Holdings PLC                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      4873 | NS      | $136750.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seres Group Co Ltd                                              | Seres Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 3003002LTJSDNVNIPU58 | Long             | EC               | CORP              | CN        |       600 | NS      | $7958.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi National Oil Co for Distribution PJSC                 | Abu Dhabi National Oil Co for Distribution PJSC                 | CUSIP: 000000000<br>LEI: 213800YI1ZIOJB3HLB11 | Long             | EC               | CORP              | AE        |     26028 | NS      | $27009.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                                  | CK Infrastructure Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |      3500 | NS      | $28070.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plaza SA                                                        | Plaza SA                                                        | CUSIP: 000000000<br>LEI: 254900IOKBBI6NWAPK83 | Long             | EC               | CORP              | CL        |      6519 | NS      | $27522.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                       | Land Securities Group PLC                                       | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |      3910 | NS      | $28734.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co Ltd                                          | Bank of Jiangsu Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300C1086832000046 | Long             | EC               | CORP              | CN        |      9100 | NS      | $14387.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hangzhou Co Ltd                                         | Bank of Hangzhou Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300C1092033000075 | Long             | EC               | CORP              | CN        |      5547 | NS      | $13478.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YTO Express Group Co Ltd                                        | YTO Express Group Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2700 | NS      | $7930.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd                                  | China Galaxy Securities Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |      2700 | NS      | $5045.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                 | Coles Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      7772 | NS      | $116997.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDFC First Bank Ltd                                             | IDFC First Bank Ltd                                             | CUSIP: 000000000<br>LEI: 335800SBNAPYVT1D2K13 | Long             | EC               | CORP              | IN        |     32400 | NS      | $20279.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                     | Polyus PJSC                                                     | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |       977 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rumo SA                                                         | Rumo SA                                                         | CUSIP: 000000000<br>LEI: 254900TXQFP7CJCGYM66 | Long             | EC               | CORP              | BR        |     13300 | NS      | $41387.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIO SA/Brazil                                                  | PRIO SA/Brazil                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      8100 | NS      | $102701.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkem Laboratories Ltd                                          | Alkem Laboratories Ltd                                          | CUSIP: 000000000<br>LEI: 335800GCAE5WIF4PSG69 | Long             | EC               | CORP              | IN        |       346 | NS      | $19395.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                                    | Tatneft PJSC                                                    | CUSIP: 876629205<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |      3383 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Grifols SA                                                      | Grifols SA                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      1767 | NS      | $18428.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meitu Inc                                                       | Meitu Inc                                                       | CUSIP: 000000000<br>LEI: 529900P2POH56W116T02 | Long             | EC               | CORP              | KY        |     32000 | NS      | $17830.24     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                        | Sartorius Stedim Biotech                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       184 | NS      | $35723.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                 | Nordea Bank Abp                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     13573 | NS      | $231360.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd                                                | BOC Aviation Ltd                                                | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | EC               | CORP              | SG        |       700 | NS      | $6986.68      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                           | CK Asset Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     11086 | NS      | $63439.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                       | Amundi SA                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       389 | NS      | $33324.22     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VAT Group AG                                                    | VAT Group AG                                                    | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |       156 | NS      | $96840.84     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Demant A/S                                                      | Demant A/S                                                      | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |       524 | NS      | $15829.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd                                        | Yadea Group Holdings Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6753 | NS      | $11483.94     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Orient Securities Co Ltd/China                                  | Orient Securities Co Ltd/China                                  | CUSIP: 000000000<br>LEI: 300300E1005131000066 | Long             | EC               | CORP              | CN        |      8192 | NS      | $10825.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Airlines Co Ltd                                          | Spring Airlines Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300EPVZRXQONKPM53 | Long             | EC               | CORP              | CN        |       600 | NS      | $4037.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everbright Securities Co Ltd                                    | Everbright Securities Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300631H57L451WO11 | Long             | EC               | CORP              | CN        |      3600 | NS      | $8008.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIG Nex1 Co Ltd                                                 | LIG Nex1 Co Ltd                                                 | CUSIP: 000000000<br>LEI: 988400VTP0QVY3OIY652 | Long             | EC               | CORP              | KR        |       129 | NS      | $53231.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China International Capital Corp Ltd                            | China International Capital Corp Ltd                            | CUSIP: 000000000<br>LEI: 529900OS3SVVTT56QN67 | Long             | EC               | CORP              | CN        |     12800 | NS      | $28421.67     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAWAG Group AG                                                  | BAWAG Group AG                                                  | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |       442 | NS      | $66983.96     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Adyen NV                                                        | Adyen NV                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       146 | NS      | $145662.67    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Investment AB Latour                                            | Investment AB Latour                                            | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |       877 | NS      | $18787.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                    | ING Groep NV                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     17061 | NS      | $441448.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                                       | SBI Life Insurance Co Ltd                                       | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |      4108 | NS      | $77707.18     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WiseTech Global Ltd                                             | WiseTech Global Ltd                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      1268 | NS      | $33960.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                                    | Ganfeng Lithium Group Co Ltd                                    | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |      3400 | NS      | $32245.67     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bid Corp Ltd                                                    | Bid Corp Ltd                                                    | CUSIP: 000000000<br>LEI: 529900UO8SUMYHI6QJ53 | Long             | EC               | CORP              | ZA        |      1882 | NS      | $44811.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C&D International Investment Group Ltd                          | C&D International Investment Group Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5393 | NS      | $8725.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW Steel Ltd                                                   | JSW Steel Ltd                                                   | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |      4661 | NS      | $55881.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                            | Banco BTG Pactual SA                                            | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |     11208 | NS      | $120816.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                                | Delivery Hero SE                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      1116 | NS      | $20671.08     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                    | Banco Comercial Portugues SA                                    | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |     39791 | NS      | $38632.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                  | Constellium SE                                                  | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      3278 | NS      | $80573.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                      | Adient PLC                                                      | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      1930 | NS      | $39005.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                    | Alkermes PLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3881 | NS      | $137232.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                    | Allegion plc                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       456 | NS      | $66252.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                       | Amcor PLC                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      2696 | NS      | $107166.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                                      | Amdocs Ltd                                                      | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       467 | NS      | $30476.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                                                 | Amer Sports Inc                                                 | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | KY        |      1000 | NS      | $32920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                                           | Anglogold Ashanti Plc                                           | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      2800 | NS      | $272608.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                                   | Ambarella Inc                                                   | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |       968 | NS      | $49827.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                         | Aon PLC                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1164 | NS      | $375715.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                          | Arch Capital Group Ltd                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1990 | NS      | $191020.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                            | Assured Guaranty Ltd                                            | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       200 | NS      | $16296.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                       | Axis Capital Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       400 | NS      | $40564.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                      | Axalta Coating Systems Ltd                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      1500 | NS      | $41550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                            | Bank of NT Butterfield & Son Ltd/The                            | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       991 | NS      | $52007.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                                    | Biohaven Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      2792 | NS      | $23620.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                                      | Bitdeer Technologies Group                                      | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | EC               | CORP              | KY        |      2909 | NS      | $25162.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital Inc                                                 | Bit Digital Inc                                                 | CUSIP: 000000000<br>LEI: 2549005XLPRWS7HWCM31 | Long             | EC               | CORP              | KY        |      7242 | NS      | $9487.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                   | Accenture PLC                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      3461 | NS      | $686281.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                               | Borr Drilling Ltd                                               | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |      6285 | NS      | $36264.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                                       | Caledonia Mining Corp PLC                                       | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |       439 | NS      | $9917.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                                             | Burford Capital Ltd                                             | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |      4759 | NS      | $21510.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                              | Capri Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      2764 | NS      | $48701.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                                    | Cimpress PLC                                                    | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |       409 | NS      | $29857.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                                   | Clarivate PLC                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |      3112 | NS      | $7873.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                                       | Consolidated Water Co Ltd                                       | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |       359 | NS      | $11890.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                                                   | Credicorp Ltd                                                   | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |       600 | NS      | $203508.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                              | Credo Technology Group Holding Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3837 | NS      | $360179.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                         | CRH PLC                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      3770 | NS      | $396302.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                              | Coca-Cola Europacific Partners PLC                              | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      1200 | NS      | $108804.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Metals Corp                                            | Critical Metals Corp                                            | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | VG        |      1295 | NS      | $10282.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                                         | Cushman & Wakefield Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5523 | NS      | $67711.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                                                        | Dole PLC                                                        | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |      1595 | NS      | $22792.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                  | Eaton Corp PLC                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2198 | NS      | $786158.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                                | Essent Group Ltd                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      2209 | NS      | $129093.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                               | Everest Group Ltd                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       254 | NS      | $83019.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                       | Aptiv PLC                                                       | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |      1291 | NS      | $89647.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                        | Fabrinet                                                        | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       859 | NS      | $447985.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                                  | Ferroglobe PLC                                                  | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |      2839 | NS      | $11696.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                                  | Fidelis Insurance Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |      1309 | NS      | $25014.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                                    | FLEX LNG Ltd                                                    | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |       729 | NS      | $21658.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                       | Flutter Entertainment PLC                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       880 | NS      | $89716.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                                     | Fresh Del Monte Produce Inc                                     | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       783 | NS      | $31523.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                                               | FTAI Aviation Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       600 | NS      | $147000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                                        | GigaCloud Technology Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       573 | NS      | $26002.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                                       | Gates Industrial Corp PLC                                       | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |      1600 | NS      | $36176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                                     | Genpact Ltd                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       770 | NS      | $28682.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                                               | Genius Sports Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |      5146 | NS      | $22796.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                                             | GLOBALFOUNDRIES Inc                                             | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |       500 | NS      | $22240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Ltd                                          | Gambling.com Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |       681 | NS      | $2642.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                                       | Greenlight Capital Re Ltd                                       | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |       622 | NS      | $10754.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd                                               | Grab Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | KY        |     15300 | NS      | $55998.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                     | James Hardie Industries PLC                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       723 | NS      | $13693.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                                    | Hamilton Insurance Group Ltd                                    | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      1057 | NS      | $31530.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                               | Helen of Troy Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       544 | NS      | $7844.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                                   | Herbalife Ltd                                                   | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      2420 | NS      | $35622.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                       | Janus Henderson Group PLC                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       700 | NS      | $35959.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Himalaya Shipping Ltd                                           | Himalaya Shipping Ltd                                           | CUSIP: 000000000<br>LEI: 984500D86FFE5EYE7988 | Long             | EC               | CORP              | BM        |       622 | NS      | $8272.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                               | IBEX Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |       238 | NS      | $6383.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                              | Ichor Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |       803 | NS      | $37427.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                                          | Brightstar Lottery PLC                                          | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      2475 | NS      | $31531.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                                   | Weatherford International PLC                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |       400 | NS      | $37832.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                     | Invesco Ltd                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      2100 | NS      | $51009.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                        | Jazz Pharmaceuticals PLC                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       325 | NS      | $61441.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                              | Johnson Controls International plc                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      3465 | NS      | $453741.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestra Medical Technologies Ltd                                 | Kestra Medical Technologies Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       566 | NS      | $11280.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestrel Group Ltd                                               | Kestrel Group Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        30 | NS      | $324.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                       | Linde PLC                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      2639 | NS      | $1308310.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                                    | LivaNova PLC                                                    | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      1302 | NS      | $82755.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifezone Metals Ltd                                             | Lifezone Metals Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |       965 | NS      | $3242.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                             | Luxfer Holdings PLC                                             | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |       717 | NS      | $8733.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chaince Digital Holdings Inc                                    | Chaince Digital Holdings Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1038 | NS      | $4131.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                   | Medtronic PLC                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      7151 | NS      | $619634.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                           | MeiraGTx Holdings plc                                           | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |      1074 | NS      | $9300.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group PLC                                                 | Marex Group PLC                                                 | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |      1308 | NS      | $58310.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                                              | Liberty Global Ltd                                              | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |      1600 | NS      | $18768.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                                 | Alpha & Omega Semiconductor Ltd                                 | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       601 | NS      | $13318.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                           | Nabors Industries Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       332 | NS      | $28571.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp                          | National Energy Services Reunited Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1436 | NS      | $30830.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                               | Joby Aviation Inc                                               | CUSIP: 000000000<br>LEI: 254900NMVFUM8FO88E56 | Long             | EC               | CORP              | US        |     13920 | NS      | $114979.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                                  | Noble Corp PLC                                                  | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      3027 | NS      | $148534.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                                     | Nordic American Tankers Ltd                                     | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |      4810 | NS      | $28186.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                              | Norwegian Cruise Line Holdings Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2720 | NS      | $50864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                                    | Novocure Ltd                                                    | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |      2396 | NS      | $26116.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                  | NU Holdings Ltd/Cayman Islands                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     47900 | NS      | $688323.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                              | nVent Electric PLC                                              | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |       900 | NS      | $106452.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                                           | Pagseguro Digital Ltd                                           | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |      4245 | NS      | $42534.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd                                 | Pangaea Logistics Solutions Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       754 | NS      | $5338.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Ltd                                          | Patria Investments Ltd                                          | CUSIP: 000000000<br>LEI: 254900MZMZN2NNVXYO82 | Long             | EC               | CORP              | KY        |      1535 | NS      | $19341.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                                                     | Paysafe Ltd                                                     | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |       747 | NS      | $5087.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                               | Prothena Corp PLC                                               | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      1110 | NS      | $10789.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                      | RenaissanceRe Holdings Ltd                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       190 | NS      | $56473.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolve AI PLC                                                  | Rezolve AI PLC                                                  | CUSIP: 000000000<br>LEI: 2138007EPO6C1AEMWX44 | Long             | EC               | CORP              | GB        |      5129 | NS      | $13130.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                                            | Roivant Sciences Ltd                                            | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |      2500 | NS      | $69250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                              | Royalty Pharma PLC                                              | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      2300 | NS      | $110331.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                                    | SFL Corp Ltd                                                    | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |      2855 | NS      | $30805.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                                                    | Seadrill Ltd                                                    | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |      1497 | NS      | $68113.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                     | Pentair PLC                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       880 | NS      | $76656.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                                   | Sapiens International Corp NV                                   | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |       923 | NS      | $40150.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding PLC                                | Sensata Technologies Holding PLC                                | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      1000 | NS      | $35220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc                                                  | SharkNinja Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       500 | NS      | $52950.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                             | Signet Jewelers Ltd                                             | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       941 | NS      | $79646.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                                 | SiriusPoint Ltd                                                 | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      2435 | NS      | $52449.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock PLC                                            | Smurfit Westrock PLC                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      3070 | NS      | $122339.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                      | STERIS PLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       560 | NS      | $123832.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                                     | StoneCo Ltd                                                     | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |      8099 | NS      | $114357.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                                            | Super Group SGHC Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |      3772 | NS      | $40737.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                  | TechnipFMC PLC                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      2400 | NS      | $165912.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                                  | Tecnoglass Inc                                                  | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |       637 | NS      | $28378.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                                 | Teekay Corp Ltd                                                 | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      1223 | NS      | $14932.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                              | Teekay Tankers Ltd                                              | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |       569 | NS      | $41719.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                        | Theravance Biopharma Inc                                        | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |       911 | NS      | $14785.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                          | Trane Technologies PLC                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1266 | NS      | $527592.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                       | Liberty Latin America Ltd                                       | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       694 | NS      | $5996.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                       | Liberty Latin America Ltd                                       | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      2966 | NS      | $26160.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                             | Tronox Holdings PLC                                             | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      2779 | NS      | $27150.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                             | Viking Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |       900 | NS      | $66132.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                                   | Golar LNG Ltd                                                   | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      2338 | NS      | $126509.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                                     | Valaris Ltd                                                     | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |      1496 | NS      | $146667.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VTEX                                                            | VTEX                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1471 | NS      | $5884.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waldencast plc                                                  | Waldencast plc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       874 | NS      | $830.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corp                                                     | Webull Corp                                                     | CUSIP: 000000000<br>LEI: 213800YKAMJ8BY75D995 | Long             | EC               | CORP              | KY        |      6450 | NS      | $30960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitefiber Inc                                                  | Whitefiber Inc                                                  | CUSIP: 000000000<br>LEI: 254900VTG8XTRF3IQN65 | Long             | EC               | CORP              | KY        |       315 | NS      | $3751.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd                             | White Mountains Insurance Group Ltd                             | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |        14 | NS      | $30757.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                        | Willis Towers Watson PLC                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       542 | NS      | $157559.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                                  | Perrigo Co PLC                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |       950 | NS      | $10203.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                          | XP Inc                                                          | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      6300 | NS      | $119952.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                                             | ADC Therapeutics SA                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2357 | NS      | $8838.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                                         | Aebi Schmidt Holding AG                                         | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |       844 | NS      | $8195.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                 | Bunge Global SA                                                 | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |       717 | NS      | $91202.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                       | Chubb Ltd                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2072 | NS      | $675326.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                          | CRISPR Therapeutics AG                                          | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |      2169 | NS      | $103179.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                      | Garmin Ltd                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       874 | NS      | $202776.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                                                   | On Holding AG                                                   | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |      1200 | NS      | $40824.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                                  | Transocean Ltd                                                  | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     22264 | NS      | $147610.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                                       | Ardagh Metal Packaging SA                                       | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |      3202 | NS      | $12968.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                                      | Globant SA                                                      | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |       200 | NS      | $9222.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                              | Millicom International Cellular SA                              | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |       500 | NS      | $37470.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                                        | Orion SA                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      1390 | NS      | $9035.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                           | Spotify Technology SA                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1777 | NS      | $861685.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding Plc                                         | Birkenstock Holding Plc                                         | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |       400 | NS      | $14332.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd                           | Check Point Software Technologies Ltd                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       524 | NS      | $74853.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CYBERARK SOFTWA                                          | CONTRA CYBERARK SOFTWA                                          | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       288 | NS      | $12960.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MediWound Ltd                                                   | MediWound Ltd                                                   | CUSIP: 000000000<br>LEI: 549300LJKCS74GRYKF90 | Long             | EC               | CORP              | IL        |       198 | NS      | $3189.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                              | Nano-X Imaging Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1647 | NS      | $3738.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                                  | Monday.com Ltd                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       232 | NS      | $16033.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                                         | Pagaya Technologies Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1169 | NS      | $13618.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                                        | Nexxen International Ltd                                        | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |       735 | NS      | $4792.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd                                               | UroGen Pharma Ltd                                               | CUSIP: 000000000<br>LEI: 549300C0YCX7CG2G5D50 | Long             | EC               | CORP              | IL        |       852 | NS      | $15318.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                              | AerCap Holdings NV                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       966 | NS      | $132515.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                                      | Elastic NV                                                      | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |       600 | NS      | $29994.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                               | CNH Industrial NV                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      5000 | NS      | $55000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                            | Ermenegildo Zegna NV                                            | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |      1420 | NS      | $14796.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                         | Expro Group Holdings NV                                         | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      1947 | NS      | $33897.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                                          | JBS NV                                                          | CUSIP: 000000000<br>LEI: 254900JSFON4WL81TW77 | Long             | EC               | CORP              | NL        |      3300 | NS      | $59268.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                    | LyondellBasell Industries NV                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1434 | NS      | $115523.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                       | QIAGEN NV                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1113 | NS      | $44564.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                                                 | Nebius Group NV                                                 | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |      1200 | NS      | $124512.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                   | Banco Latinoamericano de Comercio Exterior SA                   | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |       664 | NS      | $33917.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                                        | OneSpaWorld Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |      2373 | NS      | $54460.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Russian Ruble                                                   | Russian Ruble                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | RU        |  48322343 | NS      | $594370.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                     | Royal Caribbean Cruises Ltd                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1450 | NS      | $399011.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forafric Global PLC                                             | Forafric Global PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GI        |       183 | NS      | $1765.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                                           | Ardmore Shipping Corp                                           | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |       786 | NS      | $11986.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                                   | Costamare Inc                                                   | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      1023 | NS      | $17288.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd                                  | Costamare Bulkers Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |       200 | NS      | $3094.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                                | DHT Holdings Inc                                                | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      3220 | NS      | $58829.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                                  | Dorian LPG Ltd                                                  | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |       875 | NS      | $29925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                                        | Flex Ltd                                                        | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      2100 | NS      | $137466.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                                    | Genco Shipping & Trading Ltd                                    | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |       731 | NS      | $16484.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                       | International Seaways Inc                                       | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |       959 | NS      | $69891.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd                                          | Navigator Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | MH        |       726 | NS      | $14033.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                                | Safe Bulkers Inc                                                | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |      1221 | NS      | $7728.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                             | Scorpio Tankers Inc                                             | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      1078 | NS      | $80483.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd                                          | WaVe Life Sciences Ltd                                          | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |      3319 | NS      | $24062.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer