# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-26-004539
**Filing Date:** 2026-5
**Character Count:** 158494
**Document Hash:** d3bf2e515f1ff4236314b5dfaddf9f01
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004539.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004539

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 261041936

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT GLOBAL MANAGED VOLATILITY FUND (Series ID: S000010830)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000030063 | CLASS F      | SVTAX           |
| C000036887 | Class I      | SGMIX           |
| C000147396 | Class Y      | SGLYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SIMT Global Managed Volatility Fund

- **b. EDGAR series identifier (if any):** S000010830

- **c. LEI of Series:** 758HSR516L0TPUTIWG96

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $700195771.44

**Total Liabilities:** $885300.29

**Net Assets:** $699310471.15

**Cash Not Reported:** $5658379.66

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036887 | -4.59%               | 4.10%                | 2.19%                |
| Class ID C000030063 | -4.56%               | 4.09%                | 2.19%                |
| Class ID C000147396 | -4.46%               | 4.09%                | 2.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2298942.65              | $-40719353.57                              |
| Month 2  | $4865361.05              | $22770612.04                               |
| Month 3  | $3836790.79              | $13070862.20                               |

**Designated Index Information**

- **Index Name:** MSCI World Index (Net) (USD)

- **Index Identifier:** MSCIWLDNET

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FOX CORPORATION                                         | FOX CORP - CLASS A COMMON STOCK                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     45330 | NS      | $2647272.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Company                           | CENTRAL JAPAN RAILWAY CO COMMON STOCK          | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               |  | JP        |     14503 | NS      | $376182.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WOWOW INC.                                              | WOWOW INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     19124 | NS      | $151290.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CAD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $431.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE-PALMOLIVE CO COMMON STOCK              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |    126002 | NS      | $10739150.46  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KATO SANGYO CO., LTD.                                   | KATO SANGYO CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     22100 | NS      | $937635.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                            | WALMART INC COMMON STOCK                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     44642 | NS      | $5548107.76   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CAD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $263.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIZO Corporation                                        | EIZO CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11200 | NS      | $146411.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCCW LIMITED                                            | PCCW LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               |  | HK        |   2393000 | NS      | $1776402.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                             | KEYSIGHT TECHNOLOGIES IN COMMON STOCK          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |       901 | NS      | $254415.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED             | OVERSEA-CHINESE BANKING CORP COMMON STOCK      | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               |  | SG        |     61454 | NS      | $1048938.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYU CONSTRUCTION CO., LTD.                            | TOKYU CONSTRUCTION CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 529900AF5X5AZCMDF192       | Long             | EC               |  | JP        |     56000 | NS      | $502733.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CHF SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $1536.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: SGD/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $14.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, Sociedad Anonima                                | ENDESA SA COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               |  | ES        |    165904 | NS      | $6896896.32   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                | ALLSTATE CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: OBT0W1ED8G0NWVOLOJ77       | Long             | EC               |  | US        |      1302 | NS      | $269956.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CAD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $99608.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CHF SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $376330.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC COMMON STOCK                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    162070 | NS      | $10694999.30  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/GBP SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $458.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AICHI ELECTRIC CO.,LTD.                                 | AICHI ELECTRIC CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       500 | NS      | $22494.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAES FARMA, S.A.                                        | FAES FARMA SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 959800FXZQY7U3P1G969       | Long             | EC               |  | ES        |     12596 | NS      | $67843.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                               | WR BERKLEY CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: SQOAGCLKBDWNVYV1OV80       | Long             | EC               |  | US        |      2199 | NS      | $145749.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMATO BANK, LTD.                                       | TOMATO BANK LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800J2DTRHELYMU403       | Long             | EC               |  | JP        |      4000 | NS      | $39449.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SEK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $246.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREATE MEDIC CO.,LTD.                                   | CREATE MEDIC CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5677 | NS      | $41459.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAKEN PHARMACEUTICAL CO., LTD.                          | KAKEN PHARMACEUTICAL CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11300 | NS      | $296353.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 SMN                                         | SPAREBANK 1 SMN COMMON STOCK                   | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | EC               |  | NO        |     13153 | NS      | $279512.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                    | DOMINO'S PIZZA INC COMMON STOCK                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      5994 | NS      | $2150587.26   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascom Holding AG                                        | ASCOM HOLDING AG-REG COMMON STOCK              | CUSIP: N/A<br>LEI: 506700ZQR2RU51M31817       | Long             | EC               |  | CH        |     11867 | NS      | $77988.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arisawa Mfg. Co., Ltd.                                  | ARISAWA MFG CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10800 | NS      | $158040.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENOR ASA                                             | TELENOR ASA COMMON STOCK                       | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               |  | NO        |    369020 | NS      | $6472042.59   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                    | HCA HEALTHCARE INC COMMON STOCK                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |      4066 | NS      | $1924193.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC Co.,Ltd.                                           | OBIC CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     65692 | NS      | $1590581.33   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                               | TESCO PLC COMMON STOCK                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               |  | GB        |    488927 | NS      | $3061555.89   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SEK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $672.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA                                                | AGEAS COMMON STOCK                             | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               |  | BE        |      3803 | NS      | $279067.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Isracard Ltd.                                           | ISRACARD LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |         5 | NS      | $24.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS, SGPS, S.A.                                         | NOS SGPS COMMON STOCK                          | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               |  | PT        |     32461 | NS      | $204587.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIWADO CO.,LTD.                                        | HEIWADO CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     61800 | NS      | $1155180.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU ENEX CO., LTD.                                   | ITOCHU ENEX CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 549300WO21DGCU3JY132       | Long             | EC               |  | JP        |      3900 | NS      | $49327.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RADWARE LTD.                                            | RADWARE LTD COMMON STOCK                       | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Long             | EC               |  | US        |     44752 | NS      | $1177872.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC.            | EXPEDITORS INTL WASH INC COMMON STOCK          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |     16715 | NS      | $2394089.45   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                    | MCKESSON CORP COMMON STOCK                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |     14086 | NS      | $12189460.96  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiken Medical Co Ltd                                   | DAIKEN MEDICAL CO  LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6500 | NS      | $18538.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CHF SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $1884.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                     | CHEVRON CORP COMMON STOCK                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     16476 | NS      | $3408884.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SEK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $210.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: CAD/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $-39.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                              | NEW YORK TIMES CO-A COMMON STOCK               | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               |  | US        |     60573 | NS      | $5071777.29   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SBS TRANSIT LTD                                         | SBS TRANSIT LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 254900EM62Y5RRTJ9771       | Long             | EC               |  | SG        |     74300 | NS      | $225753.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTGroup CO.,LTD.                                        | FTGROUP CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6500 | NS      | $51979.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                    | ASTELLAS PHARMA INC COMMON STOCK               | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               |  | JP        |    406012 | NS      | $6602715.62   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles, S.A.        | CONSTRUCC Y AUX DE FERROCARR COMMON STOCK      | CUSIP: N/A<br>LEI: 95980020140005275134       | Long             | EC               |  | ES        |      3776 | NS      | $255604.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUTCHISON TELECOMMUNICATIONS HONG KONG HOLDINGS LIMITED | HUTCHISON TELECOMM HONG KONG COMMON STOCK      | CUSIP: N/A<br>LEI: 254900ZIRESZ56ME6215       | Long             | EC               |  | HK        |    833013 | NS      | $124431.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBIS Co.,Ltd.                                          | ALBIS CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $26064.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: NOK/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $36.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/DKK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $5371.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRYG A/S                                                | TRYG A/S COMMON STOCK                          | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               |  | DK        |      8802 | NS      | $209574.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: DKK/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/GBP SETTLE 2026-04-01 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $207.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUSASHI CO.,LTD.                                        | MUSASHI CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2400 | NS      | $41840.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Company, Ltd.               | NIPPON LIGHT METAL HOLDINGS COMMON STOCK       | CUSIP: N/A<br>LEI: 353800J9KCFJSF2CGT47       | Long             | EC               |  | JP        |      3000 | NS      | $53867.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                          | CME GROUP INC COMMON STOCK                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |      5044 | NS      | $1489745.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                               | DANONE COMMON STOCK                            | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               |  | FR        |     20725 | NS      | $1650855.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | SPI 200 FUTURES   JUN26 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         3 | NC      | $437290.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Bridge Holdings Corp.                          | YOKOGAWA BRIDGE HOLDINGS COR COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3100 | NS      | $58370.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                  | INGREDION INC COMMON STOCK                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     30422 | NS      | $3427342.52   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: SGD/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $-17.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                            | VEIDEKKE ASA COMMON STOCK                      | CUSIP: N/A<br>LEI: 5967007LIEEXZXHF4O96       | Long             | EC               |  | NO        |     19659 | NS      | $381880.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP HOLDINGS LIMITED                                    | CLP HOLDINGS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               |  | HK        |    453536 | NS      | $4270535.11   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/EUR SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $225489.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Achilles Corporation                                    | ACHILLES CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2500 | NS      | $21143.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                                   | SHENG SIONG GROUP LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |   1348674 | NS      | $2956766.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                               | SANOFI COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |      3100 | NS      | $298422.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP COMMON STOCK                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     20634 | NS      | $3500764.44   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/JPY SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $28.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                               | ORKLA ASA COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |    269336 | NS      | $3369295.69   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                      | NVIDIA CORP COMMON STOCK                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |     25523 | NS      | $4451211.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandi Standard AB (publ)                               | SCANDI STANDARD AB COMMON STOCK                | CUSIP: N/A<br>LEI: 5493006VHH78UQJVF844       | Long             | EC               |  | SE        |     12119 | NS      | $189197.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                 | IDEMITSU KOSAN CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               |  | JP        |     47060 | NS      | $460894.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/AUD SETTLE 2026-04-28 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $191.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/NOK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $26.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS Co.,Ltd.                            | JAPAN POST HOLDINGS CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               |  | JP        |     41845 | NS      | $481992.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                               | EBAY INC COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     20006 | NS      | $1820946.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECOM CO., LTD.                                        | ELECOM CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 353800BXFUVR7EPC0G35       | Long             | EC               |  | JP        |      4400 | NS      | $44956.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S.T.CORPORATION                                         | ST CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5400 | NS      | $50175.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/GBP SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $993.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRAUSS GROUP LTD                                       | STRAUSS GROUP LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 254900GBA9EK5FGVQA80       | Long             | EC               |  | IL        |     15702 | NS      | $687257.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IKK Holdings Inc.                                       | I K K HOLDINGS INC COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11000 | NS      | $55826.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                | MOTOROLA SOLUTIONS INC COMMON STOCK            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |     24055 | NS      | $10439148.35  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC Arbitrage SA                                        | ABC ARBITRAGE COMMON STOCK                     | CUSIP: N/A<br>LEI: 969500IZ7E6B3QVX2I11       | Long             | EC               |  | FR        |     28588 | NS      | $174214.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/AUD SETTLE 2026-04-28 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $43.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                     | NEWMONT CORP COMMON STOCK                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |     12664 | NS      | $1370878.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)   | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8394817 | NS      | $8394816.61   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL - SPA                                              | ENEL SPA COMMON STOCK                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               |  | IT        |    308939 | NS      | $3366930.71   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                                        | APTARGROUP INC COMMON STOCK                    | CUSIP: N/A<br>LEI: VNPEQDQFAA7IY1T2PX43       | Long             | EC               |  | US        |     10030 | NS      | $1263980.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 74SOFTWARE SA                                           | 74SOFTWARE SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 96950022O6SP7FQONJ77       | Long             | EC               |  | FR        |      2947 | NS      | $103224.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CHF SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $417.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                         | ERICSSON LM-B SHS COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               |  | SE        |    383780 | NS      | $4347809.61   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                               | CONSOLIDATED EDISON INC COMMON STOCK           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |     24381 | NS      | $2759441.58   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC COMMON STOCK        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    173782 | NS      | $8723856.40   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACKERMANS & VAN HAAREN NV                               | ACKERMANS & VAN HAAREN COMMON STOCK            | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               |  | BE        |       494 | NS      | $151431.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO ALICE Co.,Ltd.                                   | STUDIO ALICE CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3500 | NS      | $43419.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HK ELECTRIC INVESTMENTS LIMITED                         | HK ELECTRIC INVESTMENTS -SS UNIT               | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               |  | HK        |   1201000 | NS      | $991626.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                                      | OTSUKA CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               |  | JP        |     27712 | NS      | $529254.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CHF SETTLE 2026-04-01 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $35.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Sangyo Co., Ltd.                                  | SHOWA SANGYO CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 549300JPYQ7YV93EU469       | Long             | EC               |  | JP        |     23700 | NS      | $487824.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagase Brothers Inc.                                    | NAGASE BROTHERS INC COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8200 | NS      | $122629.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Lifeline Co., Ltd.                                | JAPAN LIFELINE CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 353800QUW6LROZVA6765       | Long             | EC               |  | JP        |      8200 | NS      | $71538.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/HKD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $1.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: EUR/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $157.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/NOK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $25875.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                 | GSK PLC COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |    286710 | NS      | $7868353.89   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA                                  | YARA INTERNATIONAL ASA COMMON STOCK            | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               |  | NO        |     11641 | NS      | $676412.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN-A CO.,LTD.                                          | SAN-A CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     60900 | NS      | $1174997.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                   | BOOKING HOLDINGS INC COMMON STOCK              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |      1490 | NS      | $6273376.80   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORPORATION                                     | VERALTO CORP COMMON STOCK                      | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               |  | US        |     30065 | NS      | $2658347.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                               | NOKIA OYJ COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               |  | FI        |     22983 | NS      | $183788.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                              | CANON INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |    193012 | NS      | $5342610.73   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                               | ZOOM COMMUNICATIONS INC COMMON STOCK           | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |     29359 | NS      | $2360170.01   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co., Ltd.                                    | SHIONOGI & CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               |  | JP        |    138430 | NS      | $3054791.62   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TAISEI ONCHO CO.,LTD.                                   | TAISEI ONCHO CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       900 | NS      | $29129.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                     | ABBOTT LABORATORIES COMMON STOCK               | CUSIP: N/A<br>LEI: HQD377W2YR662HK5JX27       | Long             | EC               |  | US        |     38352 | NS      | $3937599.84   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                            | CENTRICA PLC COMMON STOCK                      | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               |  | GB        |    452591 | NS      | $1276743.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                                    | ANALOG DEVICES INC COMMON STOCK                | CUSIP: N/A<br>LEI: GYVOE5EZ4GDAVTU4CQ61       | Long             | EC               |  | US        |      6923 | NS      | $2202483.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                            | ENCOMPASS HEALTH CORP COMMON STOCK             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     33264 | NS      | $3217626.72   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC COMMON STOCK                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     21902 | NS      | $615008.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                            | GENERAL DYNAMICS CORP COMMON STOCK             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |     10899 | NS      | $3740754.78   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PUBLIC LIMITED COMPANY                  | TE CONNECTIVITY PLC COMMON STOCK               | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               |  | US        |     21389 | NS      | $4470728.78   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Oil Transportation Co., Ltd.                      | JAPAN OIL TRANSPORTATION CO COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2100 | NS      | $65824.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                         | PPL CORP COMMON STOCK                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |       808 | NS      | $30865.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                   | QUALCOMM INC COMMON STOCK                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |     17840 | NS      | $2297435.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/JPY SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-102.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: NOK/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $-72.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: DKK/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $3.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                  | ENSIGN GROUP INC/THE COMMON STOCK              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |      3800 | NS      | $765700.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                  | SGS SA-REG COMMON STOCK                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               |  | CH        |      3240 | NS      | $339781.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                 | DUKE ENERGY CORP COMMON STOCK                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     35852 | NS      | $4694460.88   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                 | APPLIED MATERIALS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 41BNNE1AFPNAZELZ6K07       | Long             | EC               |  | US        |      9522 | NS      | $3254524.38   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                            | LINDE PLC COMMON STOCK                         | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               |  | US        |      5653 | NS      | $2802531.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                        | TELIA CO AB COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               |  | SE        |    926012 | NS      | $4714532.32   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SGD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $133.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                    | KONINKLIJKE KPN NV COMMON STOCK                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               |  | NL        |    857818 | NS      | $4766085.83   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                        | MEDTRONIC PLC COMMON STOCK                     | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     35251 | NS      | $3054499.15   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAZZA AG                                               | PLAZZA AG-REG A COMMON STOCK                   | CUSIP: N/A<br>LEI: 50670040KK2FWN321957       | Long             | EC               |  | CH        |       133 | NS      | $75139.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                                | F5 INC COMMON STOCK                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |     15694 | NS      | $4540745.02   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/EUR SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $328.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                          | SCANDINAVIAN TOBACCO GROUP A COMMON STOCK      | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               |  | DK        |     40815 | NS      | $428578.27    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Power Assets Holdings Limited                           | POWER ASSETS HOLDINGS LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               |  | HK        |    360135 | NS      | $2810121.11   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                     | STRYKER CORP COMMON STOCK                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |      9963 | NS      | $3273742.17   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Appear ASA                                              | APPEAR ASA COMMON STOCK                        | CUSIP: N/A<br>LEI: 636700OJYMZPJZ0ZO361       | Long             | EC               |  | NO        |      5990 | NS      | $37483.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                 | REPUBLIC SERVICES INC COMMON STOCK             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |      9708 | NS      | $2126246.16   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUDAI FOOD CO.,LTD.                                   | MARUDAI FOOD CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 353800LHI69F4PWPX646       | Long             | EC               |  | JP        |      2000 | NS      | $28843.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                                 | TJX COMPANIES INC COMMON STOCK                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     61433 | NS      | $9810850.10   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ISS A/S                                                 | ISS A/S COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               |  | DK        |     21473 | NS      | $779691.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGE WESTON LIMITEE.                                  | WESTON (GEORGE) LTD COMMON STOCK               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               |  | CA        |     25196 | NS      | $1774399.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SEK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-54.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                               | VALERO ENERGY CORP COMMON STOCK                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |      1160 | NS      | $286612.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co., Ltd.                                   | EZAKI GLICO CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               |  | JP        |      7300 | NS      | $271106.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                            | NETAPP INC COMMON STOCK                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |      5138 | NS      | $526079.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                         | AUTOMATIC DATA PROCESSING COMMON STOCK         | CUSIP: N/A<br>LEI: HGBOLILQXWER4SAL2I23       | Long             | EC               |  | US        |      2074 | NS      | $421395.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                      | TELEKOM AUSTRIA AG COMMON STOCK                | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               |  | AT        |     44848 | NS      | $470751.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Luotea Oyj                                              | LUOTEA PLC COMMON STOCK                        | CUSIP: X4802U240<br>LEI: 743700Z9Z54VGHZA0028 | Long             | EC               |  | FI        |     10459 | NS      | $30092.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                         | KLA CORP COMMON STOCK                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               |  | US        |      1948 | NS      | $2868254.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewpie Corporation                                      | KEWPIE CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900LQQ53U4P4VZN24       | Long             | EC               |  | JP        |      1700 | NS      | $43074.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50     JUN26                                 | EURO STOXX 50     JUN26 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         8 | NC      | $506509.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                 | COMMVAULT SYSTEMS INC COMMON STOCK             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |      6414 | NS      | $499586.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                               | ORION OYJ-CLASS B COMMON STOCK                 | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               |  | FI        |      7195 | NS      | $579713.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                           | RIGHTMOVE PLC COMMON STOCK                     | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               |  | GB        |     61626 | NS      | $351277.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Software Service Inc                                    | SOFTWARE SERVICE INC COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       600 | NS      | $43650.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust and HKT Limited                               | HKT TRUST AND HKT LTD-SS UNIT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   3375631 | NS      | $5275757.94   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SGD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $84.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC.                                              | APPLE INC COMMON STOCK                         | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | EC               |  | US        |     44740 | NS      | $11354564.60  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Raute Oyj                                               | RAUTE OYJ-A SHS COMMON STOCK                   | CUSIP: N/A<br>LEI: 743700G00629V99PE435       | Long             | EC               |  | FI        |      3007 | NS      | $50808.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKTIESELSKABET SCHOUW & CO                              | SCHOUW & CO COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800V2R9WMMZASKK57       | Long             | EC               |  | DK        |      1793 | NS      | $184505.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                             | SWISSCOM AG-REG COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               |  | CH        |      4714 | NS      | $3936371.15   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| QAF LIMITED                                             | QAF LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |     53100 | NS      | $41569.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI S.P.A.                                              | ENI SPA COMMON STOCK                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               |  | IT        |    156399 | NS      | $4432998.38   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     27436 | NS      | $5967055.64   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Logista Integral, S.A.                                  | LOGISTA INTEGRAL SA COMMON STOCK               | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |     73215 | NS      | $2731321.81   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Net Inc                                           | ASAHI NET INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5600 | NS      | $22951.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPN CORPORATION                                       | NIPPN CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 353800V7HRZ1HQGJCW63       | Long             | EC               |  | JP        |     98934 | NS      | $1688457.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                              | SINGAPORE EXCHANGE LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               |  | SG        |     18788 | NS      | $285624.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITEC Group Holdings Inc.                              | MEITEC GROUP HOLDINGS INC COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10700 | NS      | $220997.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                            | AMETEK INC COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300WZDEF9KKE40E98       | Long             | EC               |  | US        |     19381 | NS      | $4154511.16   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                   | KYOWA KIRIN CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               |  | JP        |     23400 | NS      | $382038.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANOX CORPORATION                                       | CANOX CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       800 | NS      | $10274.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SRA Holdings,Inc.                                       | SRA HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5000 | NS      | $146681.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                                  | VERISK ANALYTICS INC COMMON STOCK              | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               |  | US        |     21158 | NS      | $4014730.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebro Foods, S.A                                         | EBRO FOODS SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 959800NW6DLQT89M3240       | Long             | EC               |  | ES        |      9388 | NS      | $204567.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Cellular Telephone Co                           | OKINAWA CELLULAR TELEPHONE COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     23100 | NS      | $503358.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/JPY SETTLE 2026-04-01 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-141.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                            | COSTCO WHOLESALE CORP COMMON STOCK             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      4081 | NS      | $4066430.83   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                        | BOC HONG KONG HOLDINGS LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               |  | HK        |    286766 | NS      | $1582291.63   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JSP Corporation                                         | JSP CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     21600 | NS      | $315518.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                                 | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK       | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | EC               |  | US        |      2467 | NS      | $1182186.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                 | ABB LTD-REG COMMON STOCK                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               |  | CH        |     39705 | NS      | $3212463.33   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTOC CONSTRUCTION CO., LTD.                           | NITTOC CONSTRUCTION CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7000 | NS      | $55475.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                          | SOFTBANK CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               |  | JP        |   1803951 | NS      | $2408067.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/EUR SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $440.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: HKD/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-39.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd.                                           | NH FOODS LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               |  | JP        |      1800 | NS      | $79744.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                      | VEEVA SYSTEMS INC-CLASS A COMMON STOCK         | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |     14613 | NS      | $2566919.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena, S.M.E., S.A.                                      | AENA SME SA COMMON STOCK                       | CUSIP: E526LK101<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               |  | ES        |     25664 | NS      | $756886.51    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Amano Corp                                              | AMANO CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11300 | NS      | $271023.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN-AI OBBLI CO., LTD.                                  | SAN-AI OBBLI CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10400 | NS      | $159846.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMI LEVI CHAIN STORES HASHIKMA MARKETING 2006 LTD      | RAMI LEVY CHAIN STORES HASHI COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |      2532 | NS      | $302801.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAKABAYASHI CO.,LTD.                                    | NAKABAYASHI CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 353800RZ8SMLW7SKV992       | Long             | EC               |  | JP        |      7500 | NS      | $27873.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC.                                              | GRACO INC COMMON STOCK                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               |  | US        |     30319 | NS      | $2566503.35   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfeiffer Vacuum Technology AG                           | PFEIFFER VACUUM TECHNOLOGY COMMON STOCK        | CUSIP: N/A<br>LEI: 8945004AW6QK8JHNQP69       | Long             | EC               |  | DE        |      1518 | NS      | $288593.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                   | MITSUBISHI CHEMICAL GROUP CO COMMON STOCK      | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               |  | JP        |    119685 | NS      | $698000.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REDEIA CORPORACION, S.A.                                | REDEIA CORP SA COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               |  | ES        |     43732 | NS      | $738935.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P500 EMINI FUT  JUN26 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $2299762.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TOTTORI BANK, LTD.                                  | TOTTORI BANK LTD/THE COMMON STOCK              | CUSIP: N/A<br>LEI: 3538006OCSOZXT8VIP96       | Long             | EC               |  | JP        |      2400 | NS      | $24857.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUG Holdings Inc.                                       | OUG HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2236 | NS      | $57982.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                | NICE LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               |  | IL        |      1087 | NS      | $119512.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.       | RECORDATI INDUSTRIA CHIMICA COMMON STOCK       | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               |  | IT        |     17250 | NS      | $984596.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/AUD SETTLE 2026-04-28 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $306.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Food Group AG                                      | BELL FOOD GROUP AG - REG COMMON STOCK          | CUSIP: N/A<br>LEI: 50670090YSFJ2732TD58       | Long             | EC               |  | CH        |       423 | NS      | $107634.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Noevir Holdings Co., Ltd.                               | NOEVIR HOLDING CO COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1700 | NS      | $48611.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/NOK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $9.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                    | SCHINDLER HOLDING-PART CERT COMMON STOCK       | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               |  | CH        |      5582 | NS      | $1829632.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK GROUP LTD.                                        | DELEK GROUP LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 213800CYKA4XE2HZZB09       | Long             | EC               |  | IL        |       189 | NS      | $63348.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                                       | BUREAU VERITAS SA COMMON STOCK                 | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               |  | FR        |      4622 | NS      | $137906.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVS BROADCAST EQUIPMENT SA                              | EVS BROADCAST EQUIPMENT S.A. COMMON STOCK      | CUSIP: N/A<br>LEI: 549300J0AJACIPKLTD62       | Long             | EC               |  | BE        |      1563 | NS      | $60290.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED                                 | MASTERCARD INC - A COMMON STOCK                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |     13879 | NS      | $6934781.14   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                  | MCDONALD'S CORP COMMON STOCK                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      1456 | NS      | $452510.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                   | CARDINAL HEALTH INC COMMON STOCK               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     30258 | NS      | $6393817.98   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                     | ENTERGY CORP COMMON STOCK                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |       600 | NS      | $67416.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIROKU JYOHO SERVICE CO.,LTD.                           | MIROKU JYOHO SERVICE CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 3538009FEB7DY7VJDQ12       | Long             | EC               |  | JP        |      2100 | NS      | $23165.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miyoshi Oil & Fat Co., Ltd.                             | MIYOSHI OIL & FAT CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10100 | NS      | $143010.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/GBP SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $256972.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                          | MARATHON PETROLEUM CORP COMMON STOCK           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |      1705 | NS      | $416326.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                            | NORTHROP GRUMMAN CORP COMMON STOCK             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |       327 | NS      | $223092.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiji Holdings Co.,Ltd.                                 | MEIJI HOLDINGS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               |  | JP        |     83851 | NS      | $2039982.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: CAD/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $-118.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     18862 | NS      | $1143980.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI     | TERNA-RETE ELETTRICA NAZIONA COMMON STOCK      | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               |  | IT        |    115286 | NS      | $1314417.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HOUSE FOODS GROUP INC.                                  | HOUSE FOODS GROUP INC COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     48300 | NS      | $925681.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOM CO., LTD.                                         | SECOM CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               |  | JP        |     74029 | NS      | $2813001.06   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                            | EVERGY INC COMMON STOCK                        | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |      4628 | NS      | $379125.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCS COMPANY,LIMITED                                    | ARCS CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     53500 | NS      | $1274936.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTO KOGYO CORPORATION                                 | NITTO KOGYO CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3300 | NS      | $89238.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                        | PHILIP MORRIS INTERNATIONAL COMMON STOCK       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |      4624 | NS      | $764532.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KURIYAMA HOLDINGS CORPORATION                           | KURIYAMA HOLDINGS CORP COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4200 | NS      | $49885.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                           | CK HUTCHISON HOLDINGS LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               |  | HK        |    363180 | NS      | $2788134.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON COMMON STOCK                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     64322 | NS      | $15722869.68  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Step Co Ltd                                             | STEP CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9200 | NS      | $140837.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                         | IBERDROLA SA COMMON STOCK                      | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               |  | ES        |     44622 | NS      | $1018363.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES, LTD.                                | BROTHER INDUSTRIES LTD COMMON STOCK            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               |  | JP        |     35849 | NS      | $662067.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                               | VISA INC-CLASS A SHARES COMMON STOCK           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     23548 | NS      | $7117147.52   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                      | AMEREN CORPORATION COMMON STOCK                | CUSIP: N/A<br>LEI: XRZQ5S7HYJFPHJ78L959       | Long             | EC               |  | US        |      3114 | NS      | $342290.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                              | NATIONAL BANK OF CANADA COMMON STOCK           | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               |  | CA        |      1400 | NS      | $180584.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                        | TOTALENERGIES SE COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | FR        |     77113 | NS      | $7054670.50   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                   | VODAFONE GROUP PLC COMMON STOCK                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               |  | GB        |   1400620 | NS      | $2104814.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOBACS SEVEN CO.,LTD.                                 | AUTOBACS SEVEN CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 5299006NCUSCPURTQB07       | Long             | EC               |  | JP        |      9100 | NS      | $90026.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group, S.A.                              | NATURGY ENERGY GROUP SA COMMON STOCK           | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               |  | ES        |     45952 | NS      | $1375148.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VTECH HOLDINGS LIMITED                                  | VTECH HOLDINGS LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     62369 | NS      | $472309.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                      | CIRRUS LOGIC INC COMMON STOCK                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     10198 | NS      | $1474834.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKAI Holdings Corporation                              | TOKAI HOLDINGS CORP COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     51800 | NS      | $380441.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                      | DTE ENERGY COMPANY COMMON STOCK                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |      2056 | NS      | $300628.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Corporation                                        | LION CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               |  | JP        |     44800 | NS      | $468725.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMAYA CORPORATION                                      | YAMAYA CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 5299008CQTIVL827M941       | Long             | EC               |  | JP        |      1300 | NS      | $18200.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc.                                      | SUNCOR ENERGY INC COMMON STOCK                 | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               |  | CA        |     51300 | NS      | $3382260.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                       | FIRSTENERGY CORP COMMON STOCK                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |      9047 | NS      | $458321.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                      | INCYTE CORP COMMON STOCK                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |      2983 | NS      | $280759.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                             | ECOLAB INC COMMON STOCK                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |      5255 | NS      | $1397935.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                   | AMERICAN ELECTRIC POWER COMMON STOCK           | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EC               |  | US        |     17762 | NS      | $2328242.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: HKD/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-12.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJICCO CO., LTD.                                       | FUJICCO CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     18100 | NS      | $180439.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON MATTHEY PLC                                     | JOHNSON MATTHEY PLC COMMON STOCK               | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               |  | GB        |      6945 | NS      | $174808.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANRITSU CORPORATION                                     | ANRITSU CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     17700 | NS      | $320625.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORP-CLASS A COMMON STOCK              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     37920 | NS      | $1088683.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HOKUTO CORPORATION                                      | HOKUTO CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     49800 | NS      | $597762.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                         | UNITED THERAPEUTICS CORP COMMON STOCK          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |       918 | NS      | $544355.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKO CO., LTD.                                         | NIKKO CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12400 | NS      | $61600.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      7190 | NS      | $2062523.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LIMITED                      | CK INFRASTRUCTURE HOLDINGS L COMMON STOCK      | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               |  | HK        |      5800 | NS      | $46517.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Company (Japan), Ltd.               | MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK      | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               |  | JP        |      9004 | NS      | $469461.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                           | ROLLINS INC COMMON STOCK                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |      1927 | NS      | $102921.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                          | AUTODESK INC COMMON STOCK                      | CUSIP: N/A<br>LEI: FRKKVKAIQEF3FCSTPG55       | Long             | EC               |  | US        |     23429 | NS      | $5608902.60   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                          | VERISIGN INC COMMON STOCK                      | CUSIP: N/A<br>LEI: LMPL4N8ZOJRMF0KOF759       | Long             | EC               |  | US        |     18762 | NS      | $4659730.32   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                | ROPER TECHNOLOGIES INC COMMON STOCK            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |     10664 | NS      | $3773563.04   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOHAM YONEKYU HOLDINGS INC.                            | ITOHAM YONEKYU HOLDINGS INC COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3500 | NS      | $126741.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORELD ASA                                              | MORELD ASA COMMON STOCK                        | CUSIP: N/A<br>LEI: 6488UNV33KXZ9498L870       | Long             | EC               |  | NO        |     64027 | NS      | $114501.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIHON DENKEI CO.,LTD.                                   | NIHON DENKEI CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $30729.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAH SING BANKING GROUP LIMITED                          | DAH SING BANKING GROUP LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 529900DXBMKJOLLQOM66       | Long             | EC               |  | HK        |     39343 | NS      | $61408.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/JPY SETTLE 2026-04-01 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-413.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                                   | BURKHALTER HOLDING AG COMMON STOCK             | CUSIP: N/A<br>LEI: 3912002Q7RGEIHPQ0J90       | Long             | EC               |  | CH        |       739 | NS      | $148204.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Miramar Hotel and Investment Company, Limited           | MIRAMAR HOTEL & INVESTMENT COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     49000 | NS      | $66017.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                        | ROCHE HOLDING AG-BR COMMON STOCK               | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |      1884 | NS      | $776821.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axyz Co Ltd                                             | AXYZ CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 353800AOAHKJ4BKGT423       | Long             | EC               |  | JP        |       300 | NS      | $6942.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO., LTD.                                     | OSAKA GAS CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               |  | JP        |      3028 | NS      | $122350.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASANTE INCORPORATED                                     | ASANTE INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10700 | NS      | $104298.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANYO CHEMICAL INDUSTRIES, LTD.                         | SANYO CHEMICAL INDUSTRIES COMMON STOCK         | CUSIP: N/A<br>LEI: 529900STCFY6RXOR2I79       | Long             | EC               |  | JP        |     17000 | NS      | $543480.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE AIRLINES LIMITED                              | SINGAPORE AIRLINES LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               |  | SG        |    277772 | NS      | $1427444.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NAKAMOTO PACKS CO.,LTD.                                 | NAKAMOTO PACKS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7200 | NS      | $81978.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                       | SYSCO CORP COMMON STOCK                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |      1649 | NS      | $117623.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                            | UNILEVER PLC COMMON STOCK                      | CUSIP: G92087348<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               |  | GB        |     23953 | NS      | $1310159.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Marketing Japan Inc.                              | CANON MARKETING JAPAN INC COMMON STOCK         | CUSIP: N/A<br>LEI: 529900WMTZBIIROD5K97       | Long             | EC               |  | JP        |     18000 | NS      | $394914.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KYORIN Pharmaceutical Co., Ltd.                         | KYORIN PHARMACEUTICAL CO LTD COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    105600 | NS      | $1104955.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/AUD SETTLE 2026-04-28 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $1.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKAMATSU CONSTRUCTION GROUP CO., LTD.                  | TAKAMATSU CONSTRUCTION GROUP COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4900 | NS      | $112386.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAX GROUP PLC                                          | DRAX GROUP PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               |  | GB        |     14439 | NS      | $170005.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: AUD/USD SETTLE 2026-04-28 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $-21.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                               | CHURCH & DWIGHT CO INC COMMON STOCK            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     35083 | NS      | $3273945.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORPORATION                                 | BRIDGESTONE CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               |  | JP        |    218810 | NS      | $4548587.16   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                           | CENCORA INC COMMON STOCK                       | CUSIP: N/A<br>LEI: AI8GXW8LG5WK7E9UD086       | Long             | EC               |  | US        |     18792 | NS      | $5903318.88   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GROEP BRUSSEL LAMBERT NV                                | GROUPE BRUXELLES LAMBERT NV COMMON STOCK       | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               |  | BE        |       422 | NS      | $38266.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                              | KIMBERLY-CLARK CORP COMMON STOCK               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     72626 | NS      | $7006230.22   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DMG MORI AKTIENGESELLSCHAFT                             | DMG MORI AG COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900HXE4EQIHJY8518       | Long             | EC               |  | DE        |       905 | NS      | $49947.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEGMILK SNOW BRAND Co.,Ltd.                             | MEGMILK SNOW BRAND CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     21600 | NS      | $439854.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                           | DROPBOX INC-CLASS A COMMON STOCK               | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               |  | US        |     49128 | NS      | $1116188.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                              | SCOUT24 SE COMMON STOCK                        | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               |  | DE        |     15362 | NS      | $1181570.40   | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| TIV TAAM HOLDINGS 1 LTD                                 | TIV TAAM HOLDINGS 1 LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |     42577 | NS      | $174473.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIKEN VITAMIN CO.,LTD.                                  | RIKEN VITAMIN CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5700 | NS      | $103920.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OILES CORPORATION                                       | OILES CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 3538000ZWUQJOCQWV238       | Long             | EC               |  | JP        |     22700 | NS      | $346797.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                      | CANADIAN TIRE CORP-CLASS A COMMON STOCK        | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |      4444 | NS      | $595738.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakata Seed Corp                                        | SAKATA SEED CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11100 | NS      | $302179.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                              | ADOBE INC COMMON STOCK                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |     24514 | NS      | $5958863.12   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                   | DOMINION ENERGY INC COMMON STOCK               | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |      6173 | NS      | $381614.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                     | CISCO SYSTEMS INC COMMON STOCK                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    176642 | NS      | $13705652.78  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Incorporated                                | TREND MICRO INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               |  | JP        |     41372 | NS      | $1375863.27   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                           | BOSTON SCIENTIFIC CORP COMMON STOCK            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |      8703 | NS      | $546113.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VALOR HOLDINGS CO.,LTD.                                 | VALOR HOLDINGS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14200 | NS      | $330244.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                       | YUM! BRANDS INC COMMON STOCK                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               |  | US        |      3211 | NS      | $499246.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                          | QUEST DIAGNOSTICS INC COMMON STOCK             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |     10397 | NS      | $2037604.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | TOPIX INDX FUTR   JUN26 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         1 | NC      | $220252.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aica Kogyo Company, Limited                             | AICA KOGYO CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800I589BKZAOJD116       | Long             | EC               |  | JP        |     30200 | NS      | $691019.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE MARSEILLAISE DU TUNNEL PRADO-CARENAGE SA        | MARSEILL TUNNEL PRADO-CARENA COMMON STOCK      | CUSIP: N/A<br>LEI: 969500VQY0ALTZZ0WS92       | Long             | EC               |  | FR        |      1285 | NS      | $42196.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                             | GALENICA AG COMMON STOCK                       | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               |  | CH        |      6042 | NS      | $684488.15    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| HARIMA CHEMICALS GROUP, INC.                            | HARIMA CHEMICALS GROUP INC COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9200 | NS      | $53535.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                               | O'REILLY AUTOMOTIVE INC COMMON STOCK           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |      1820 | NS      | $168004.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                           | CHUBB LTD COMMON STOCK                         | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |      2724 | NS      | $887833.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                                | DOLBY LABORATORIES INC-CL A COMMON STOCK       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |     57730 | NS      | $3467263.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/HKD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $95.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE COMPANY LIMITED                                  | EMPIRE CO LTD 'A' COMMON STOCK                 | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               |  | CA        |     44621 | NS      | $1593253.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                               | BOX INC - CLASS A COMMON STOCK                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |     97865 | NS      | $2313528.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                           | JACK HENRY & ASSOCIATES INC COMMON STOCK       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |     13860 | NS      | $2190434.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                    | SOUTHERN CO/THE COMMON STOCK                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |      6973 | NS      | $673033.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQA Insurance Group AG                                | UNIQA INSURANCE GROUP AG COMMON STOCK          | CUSIP: N/A<br>LEI: 529900OOW8ELHOXWZP82       | Long             | EC               |  | AT        |     11100 | NS      | $193842.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corporation                           | YOKOGAWA ELECTRIC CORP COMMON STOCK            | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               |  | JP        |     20946 | NS      | $645743.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC.                                      | JAPAN TOBACCO INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               |  | JP        |     64726 | NS      | $2477130.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FDJ UNITED                                              | FDJ UNITED COMMON STOCK                        | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               |  | FR        |     16871 | NS      | $494930.29    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: EUR/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $19.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GODADDY INC.                                            | GODADDY INC - CLASS A COMMON STOCK             | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               |  | US        |      1060 | NS      | $87630.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/NOK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $68.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/JPY SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $82205.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI INC.                                                | CGI INC COMMON STOCK                           | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               |  | CA        |      5578 | NS      | $406493.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LIMITED                                   | SWIRE PACIFIC LTD - CL A COMMON STOCK          | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               |  | HK        |     25935 | NS      | $283499.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER & GAMBLE CO/THE COMMON STOCK           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     26757 | NS      | $3864781.08   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                               | SHELL PLC COMMON STOCK                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |    171023 | NS      | $7891640.86   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                          | TEXAS INSTRUMENTS INC COMMON STOCK             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               |  | US        |       848 | NS      | $164630.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORPORATION                                 | SEIKO EPSON CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               |  | JP        |     48766 | NS      | $601445.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicom Ltd                                               | VICOM LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |     29900 | NS      | $41297.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/JPY SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-1158.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Systena Corporation                                     | SYSTENA CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     16100 | NS      | $42668.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT, Inc.                                               | NTT INC COMMON STOCK                           | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               |  | JP        |   3615050 | NS      | $3607984.03   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC.                                     | SAGE GROUP PLC/THE COMMON STOCK                | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               |  | GB        |    350732 | NS      | $3915553.79   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     22131 | NS      | $8192232.27   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/DKK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $9.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                    | Henkel AG & Co KGaA PREFERRED STOCK            | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               |  | DE        |     68706 | NS      | $5290751.33   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN UTILITIES LIMITED                              | CANADIAN UTILITIES LTD-A COMMON STOCK          | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               |  | CA        |     11902 | NS      | $416704.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LIMITED                                        | WH GROUP LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |   1082991 | NS      | $1423704.95   | 0.20%             |  |  |  | Yes           |                  1 | On Loan: No      |
| HAZAMA ANDO CORPORATION                                 | HAZAMA ANDO CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 353800YSSP5B2GMQ6E51       | Long             | EC               |  | JP        |     11400 | NS      | $142311.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                                        | OGE ENERGY CORP COMMON STOCK                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               |  | US        |     12196 | NS      | $584920.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gakkyusha Co Ltd                                        | GAKKYUSHA CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3600 | NS      | $53450.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLARAMA INC.                                          | DOLLARAMA INC COMMON STOCK                     | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               |  | CA        |     10011 | NS      | $1224734.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                        | GEN DIGITAL INC COMMON STOCK                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |    113305 | NS      | $2133533.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/JPY SETTLE 2026-04-01 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-3.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                           | LOBLAW COMPANIES LTD COMMON STOCK              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |     31816 | NS      | $1445860.57   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY INC.                                             | ACUITY INC COMMON STOCK                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               |  | US        |       840 | NS      | $235384.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON CERAMIC CO., LTD.                                | NIPPON CERAMIC CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $138652.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                        | AMAZON.COM INC COMMON STOCK                    | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               |  | US        |      5769 | NS      | $1201509.63   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: HKD/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-42.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHUFERSAL LTD                                           | SHUFERSAL LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 984500F64E05B78E0D41       | Long             | EC               |  | IL        |      7884 | NS      | $115203.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: SEK/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $-21.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEARSON PLC                                             | PEARSON PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               |  | GB        |     42723 | NS      | $561171.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/HKD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $17002.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: GBP/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $-296.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/AUD SETTLE 2026-04-28 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $31778.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAWACHI LIMITED                                         | CAWACHI LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     23500 | NS      | $444915.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/DKK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $10.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Signal Co., Ltd.                                 | NIPPON SIGNAL COMPANY LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 353800WH3SH4B0OO8074       | Long             | EC               |  | JP        |      5800 | NS      | $59406.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                           | PEPSICO INC COMMON STOCK                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     23336 | NS      | $3623847.44   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | KROGER CO COMMON STOCK                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      9824 | NS      | $710864.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: CHF/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $-227.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION              | COGNIZANT TECH SOLUTIONS-A COMMON STOCK        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     87994 | NS      | $5398431.90   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                 | BANK OF NOVA SCOTIA COMMON STOCK               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | EC               |  | CA        |     60700 | NS      | $4196000.86   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                        | ROCHE HOLDING AG COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |     21306 | NS      | $8461231.27   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CAD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $377.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                         | FOX CORP - CLASS B COMMON STOCK                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     32353 | NS      | $1717944.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eco's Co.,Ltd.                                          | ECO'S CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1800 | NS      | $29318.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | HANG SENG IDX FUT APR26 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         1 | NC      | $157872.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                   | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK      | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               |  | JP        |     95000 | NS      | $3490183.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                               | ORANGE COMMON STOCK                            | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               |  | FR        |    229460 | NS      | $4689801.77   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI CO.,LTD.                                          | ASAHI CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     24100 | NS      | $202575.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMURAYA GROUP CO.,LTD.                                  | IMURAYA GROUP CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1500 | NS      | $22917.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: CHF/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $-27.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC.                                     | CCL INDUSTRIES INC - CL B COMMON STOCK         | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               |  | CA        |      3283 | NS      | $205041.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakai Moving Service Co Ltd                             | SAKAI MOVING SERVICE CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2700 | NS      | $46619.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENRIN CO., LTD.                                        | ZENRIN CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 353800AOWZ4V1DJ17N16       | Long             | EC               |  | JP        |     24000 | NS      | $151331.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SGD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $35.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co., Ltd.                                    | MORINAGA & CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12500 | NS      | $212885.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSHIN SEIFUN GROUP INC.                               | NISSHIN SEIFUN GROUP INC COMMON STOCK          | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               |  | JP        |     45300 | NS      | $598798.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HKFoods Oyj                                             | HKFOODS OYJ COMMON STOCK                       | CUSIP: N/A<br>LEI: 7437000PN6E448NPGY86       | Long             | EC               |  | FI        |     19206 | NS      | $39390.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA HOLDINGS INC.                                       | ANA HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               |  | JP        |     29423 | NS      | $525668.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: JPY/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $803.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNDRUG CO.,LTD.                                        | SUNDRUG CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     19600 | NS      | $481714.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD.                  | CHECK POINT SOFTWARE TECH COMMON STOCK         | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               |  | US        |     38333 | NS      | $5475869.05   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun-Wa Technos Corp                                     | SUN-WA TECHNOS CORP COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1400 | NS      | $28004.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SGD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $28530.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAZ RETAIL AND ENERGY LTD                               | PAZ RETAIL AND ENERGY LTD COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |       421 | NS      | $103604.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/DKK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $8.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Limited                                          | AMDOCS LTD COMMON STOCK                        | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     29986 | NS      | $1956886.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                      | CINTAS CORP COMMON STOCK                       | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |     16078 | NS      | $2719432.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                             | LOCKHEED MARTIN CORP COMMON STOCK              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      4581 | NS      | $2768710.59   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON SHOKUBAI CO., LTD.                               | NIPPON SHOKUBAI CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     59100 | NS      | $853269.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J-OIL MILLS, INC.                                       | J-OIL MILLS INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800RFBICAX3MSBI46       | Long             | EC               |  | JP        |     14100 | NS      | $179776.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Shiraishi Corporation                          | ORIENTAL SHIRAISHI COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14700 | NS      | $34977.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inaba Seisakusho Co Ltd                                 | INABA SEISAKUSHO CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4400 | NS      | $47661.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                             | PHILLIPS 66 COMMON STOCK                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |      1314 | NS      | $239384.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | NOVARTIS AG-REG COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |     85404 | NS      | $13044598.99  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicafe Inc                                             | UNICAFE INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $43174.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUFUJI SHEET PILING CO.,LTD.                          | MARUFUJI SHEET PILING CO LTD COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6000 | NS      | $38688.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                              | HALEON PLC COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               |  | GB        |     48181 | NS      | $237565.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD            | BEZEQ THE ISRAELI TELECOM CO COMMON STOCK      | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               |  | IL        |    908399 | NS      | $2164188.19   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                | ORACLE CORP JAPAN COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               |  | JP        |      5189 | NS      | $281822.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                        | MARSH COMMON STOCK                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     10737 | NS      | $1862332.65   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                       | SERVICE CORP INTERNATIONAL COMMON STOCK        | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |     20340 | NS      | $1678253.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     70205 | NS      | $9784470.85   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/GBP SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $39.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                            | MONSTER BEVERAGE CORP COMMON STOCK             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |     12557 | NS      | $909880.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOTRADER GROUP PLC                                    | AUTOTRADER GROUP PLC COMMON STOCK              | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               |  | GB        |    173548 | NS      | $1082233.77   | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CHEMED CORPORATION                                      | CHEMED CORP COMMON STOCK                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      7113 | NS      | $2686864.62   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | FTSE 100 IDX FUT  JUN26 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         3 | NC      | $403484.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOBO CO., LTD.                                        | TOYOBO CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 5299005EWBCNUAZ4PM62       | Long             | EC               |  | JP        |      4200 | NS      | $35470.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                               | AT&T INC COMMON STOCK                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    399971 | NS      | $11595159.29  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                    | SCHINDLER HOLDING AG-REG COMMON STOCK          | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               |  | CH        |      2023 | NS      | $634016.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                | SKYWORKS SOLUTIONS INC COMMON STOCK            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |     18640 | NS      | $998172.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORPORATION                                        | KDDI CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |      3380 | NS      | $57411.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                   | COCA-COLA CO/THE COMMON STOCK                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     55800 | NS      | $4243590.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui DM Sugar Co.,Ltd.                                | MITSUI DM SUGAR CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4500 | NS      | $96724.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: JPY/USD SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $953.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZERIA PHARMACEUTICAL CO., LTD.                          | ZERIA PHARMACEUTICAL CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12200 | NS      | $169659.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/SEK SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $90571.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                         | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK      | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |    273569 | NS      | $12699729.24  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ITURAN LOCATION AND CONTROL LTD.                        | ITURAN LOCATION AND CONTROL COMMON STOCK       | CUSIP: M6158M104<br>LEI: N/A                  | Long             | EC               |  | US        |     10511 | NS      | $515144.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACOMO N.V.                                              | ACOMO NV COMMON STOCK                          | CUSIP: N/A<br>LEI: 7245001M40ANG7IIS437       | Long             | EC               |  | NL        |     22203 | NS      | $684313.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/EUR SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $433.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Earth Corporation                                       | EARTH CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10600 | NS      | $317674.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY, INC.                                 | DONALDSON CO INC COMMON STOCK                  | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               |  | US        |     10639 | NS      | $902931.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                               | CBOE GLOBAL MARKETS INC COMMON STOCK           | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |     17244 | NS      | $4846771.08   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/CHF SETTLE 2026-04-01 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $43.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARKSON PLC                                            | CLARKSON PLC COMMON STOCK                      | CUSIP: N/A<br>LEI: 2138007G6BGTEHI3OT22       | Long             | EC               |  | GB        |      2648 | NS      | $162265.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KANEKA CORPORATION                                      | KANEKA CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900FWWCF6RY313R16       | Long             | EC               |  | JP        |      5500 | NS      | $167943.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL A COMMON STOCK                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     21731 | NS      | $6248966.36   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON KAYAKU CO.,LTD.                                  | NIPPON KAYAKU CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     41600 | NS      | $467392.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MABUCHI MOTOR CO., LTD.                                 | MABUCHI MOTOR CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     64600 | NS      | $649227.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                           | FX Forward Contract: USD/GBP SETTLE 2026-04-27 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $1298.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC.                                    | ELECTRONIC ARTS INC COMMON STOCK               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |     21133 | NS      | $4308384.71   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer