# EDGAR Filing Document

**Accession Number:** 0001976685
**File Stem:** 0001752724-25-205892
**Filing Date:** 2025-8
**Character Count:** 209027
**Document Hash:** 6b93ead0471fe7cb6044cafd844783ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205892.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205892

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Institutional Investment Strategy Fund
- **CENTRAL INDEX KEY:** 0001976685

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23874
- **FILM NUMBER:** 251257002

**BUSINESS ADDRESS:**
- **STREET 1:** 2261 MARKET STREET
- **STREET 2:** #5190
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94114
- **BUSINESS PHONE:** 800-535-7096

**MAIL ADDRESS:**
- **STREET 1:** 2261 MARKET STREET
- **STREET 2:** #5190
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94114

## Nport-Ex

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2025

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value<sup>†</sup>** |
| **COMMON STOCKS - 43.1%** | **COMMON STOCKS - 43.1%** | **COMMON STOCKS - 43.1%** |
| **Technology - 13.7%** | **Technology - 13.7%** | **Technology - 13.7%** |
| NVIDIA Corp. | 1775 | $280432 |
| Microsoft Corp. | 547 | 272083 |
| Apple, Inc. | 1095 | 224661 |
| Broadcom, Inc. | 340 | 93721 |
| Oracle Corp. | 120 | 26236 |
| Palantir Technologies, Inc. — Class A<sup>\*</sup> | 154 | 20993 |
| International Business Machines Corp. | 69 | 20340 |
| Salesforce, Inc. | 70 | 19088 |
| Intuit, Inc. | 24 | 18903 |
| Advanced Micro Devices, Inc.<sup>\*</sup> | 116 | 16460 |
| Texas Instruments, Inc. | 67 | 13911 |
| QUALCOMM, Inc. | 82 | 13059 |
| Accenture plc — Class A | 42 | 12554 |
| ServiceNow, Inc.<sup>\*</sup> | 12 | 12337 |
| Adobe, Inc.<sup>\*</sup> | 31 | 11993 |
| Micron Technology, Inc. | 94 | 11586 |
| Applied Materials, Inc. | 60 | 10984 |
| Lam Research Corp. | 94 | 9150 |
| Analog Devices, Inc. | 35 | 8331 |
| Crowdstrike Holdings, Inc. — Class A<sup>\*</sup> | 16 | 8149 |
| KLA Corp. | 8 | 7166 |
| Fiserv, Inc.<sup>\*</sup> | 40 | 6896 |
| Synopsys, Inc.<sup>\*</sup> | 13 | 6665 |
| Cadence Design Systems, Inc.<sup>\*</sup> | 20 | 6163 |
| Intel Corp.<sup>\*</sup> | 273 | 6115 |
| Autodesk, Inc.<sup>\*</sup> | 19 | 5882 |
| NXP Semiconductor N.V. | 24 | 5244 |
| Fortinet, Inc.<sup>\*</sup> | 44 | 4652 |
| Electronic Arts, Inc. | 26 | 4152 |
| Take-Two Interactive Software, Inc.<sup>\*</sup> | 16 | 3886 |
| Paychex, Inc. | 24 | 3491 |
| Fidelity National Information Services, Inc. | 40 | 3257 |
| Microchip Technology, Inc. | 44 | 3096 |
| Cognizant Technology Solutions Corp. — Class A | 39 | 3043 |
| Roper Technologies, Inc. | 5 | 2834 |
| Workday, Inc. — Class A<sup>\*</sup> | 11 | 2640 |
| ON Semiconductor Corp.<sup>\*</sup> | 48 | 2516 |
| Dell Technologies, Inc. — Class C | 20 | 2452 |
| MSCI, Inc. — Class A | 4 | 2307 |
| Seagate Technology Holdings plc | 15 | 2165 |
| Fair Isaac Corp.<sup>\*</sup> | 1 | 1828 |
| NetApp, Inc. | 17 | 1811 |
| Western Digital Corp. | 28 | 1792 |
| ANSYS, Inc.<sup>\*</sup> | 5 | 1756 |
| PTC, Inc.<sup>\*</sup> | 10 | 1723 |
| Super Micro Computer, Inc.<sup>\*</sup> | 33 | 1617 |
| Gartner, Inc.<sup>\*</sup> | 4 | 1617 |
| Zebra Technologies Corp. — Class A<sup>\*</sup> | 5 | 1542 |
| HP, Inc. | 63 | 1541 |
| Monolithic Power Systems, Inc. | 2 | 1463 |
| Broadridge Financial Solutions, Inc. | 6 | 1458 |
| Hewlett Packard Enterprise Co. | 67 | 1370 |
| Tyler Technologies, Inc.<sup>\*</sup> | 2 | 1186 |
| Leidos Holdings, Inc. | 7 | 1104 |
| Skyworks Solutions, Inc. | 14 | 1043 |
| Teradyne, Inc. | 9 | 809 |
| Akamai Technologies, Inc.<sup>\*</sup> | 9 | 718 |
| Paycom Software, Inc. | 2 | 463 |
| Dayforce, Inc.<sup>\*</sup> | 8 | 443 |
| EPAM Systems, Inc.<sup>\*</sup> | 2 | 354 |
| **Total Technology** |  | 1215231 |
| **Communications - 6.9%** | **Communications - 6.9%** | **Communications - 6.9%** |
| Amazon.com, Inc.<sup>\*</sup> | 691 | 151599 |
| Meta Platforms, Inc. — Class A | 157 | 115880 |
| Alphabet, Inc. — Class A | 422 | 74369 |
| Alphabet, Inc. — Class C | 338 | 59958 |
| Netflix, Inc.<sup>\*</sup> | 34 | 45530 |
| Cisco Systems, Inc. | 300 | 20814 |
| Walt Disney Co. | 142 | 17610 |
| Uber Technologies, Inc.<sup>\*</sup> | 150 | 13995 |
| AT&T, Inc. | 461 | 13341 |
| Verizon Communications, Inc. | 306 | 13241 |
| Booking Holdings, Inc. | 2 | 11578 |
| Comcast Corp. — Class A | 268 | 9565 |
| T-Mobile US, Inc. | 38 | 9054 |
| Palo Alto Networks, Inc.<sup>\*</sup> | 44 | 9004 |
| Arista Networks, Inc.<sup>\*</sup> | 76 | 7775 |
| DoorDash, Inc. — Class A<sup>\*</sup> | 23 | 5670 |
| Motorola Solutions, Inc. | 11 | 4625 |
| Airbnb, Inc. — Class A<sup>\*</sup> | 32 | 4235 |
| eBay, Inc. | 40 | 2978 |
| Charter Communications, Inc. — Class A<sup>\*</sup> | 6 | 2453 |
| Corning, Inc. | 42 | 2209 |
| Omnicom Group, Inc. | 23 | 1655 |
| CDW Corp. | 9 | 1607 |
| F5, Inc.<sup>\*</sup> | 5 | 1472 |
| VeriSign, Inc. | 5 | 1444 |
| GoDaddy, Inc. — Class A<sup>\*</sup> | 8 | 1441 |
| Fox Corp. — Class A | 22 | 1233 |
| Expedia Group, Inc. | 7 | 1181 |
| Warner Bros Discovery, Inc.<sup>\*</sup> | 90 | 1031 |
| Gen Digital, Inc. | 30 | 882 |
| Match Group, Inc. | 16 | 494 |
| Interpublic Group of Companies, Inc. | 15 | 367 |
| **Total Communications** |  | 608290 |
| **Financial - 6.5%** | **Financial - 6.5%** | **Financial - 6.5%** |
| Berkshire Hathaway, Inc. — Class B<sup>\*</sup> | 143 | 69465 |
| JPMorgan Chase & Co. | 206 | 59721 |
| Visa, Inc. — Class A | 124 | 44026 |
| Mastercard, Inc. — Class A | 60 | 33716 |
| Bank of America Corp. | 469 | 22193 |
| Wells Fargo & Co. | 247 | 19790 |
| Goldman Sachs Group, Inc. | 27 | 19109 |
| Morgan Stanley | 102 | 14368 |
| American Express Co. | 41 | 13078 |
| Progressive Corp. | 44 | 11742 |
| Citigroup, Inc. | 135 | 11491 |
| Charles Schwab Corp. | 124 | 11314 |
| Capital One Financial Corp. | 47 | 9999 |
| Blackrock, Inc. | 9 | 9443 |
| CME Group, Inc. — Class A | 31 | 8544 |
| Marsh & McLennan Companies, Inc. | 39 | 8527 |
| PNC Financial Services Group, Inc. | 44 | 8202 |
| Intercontinental Exchange, Inc. | 40 | 7339 |
| Blackstone, Inc. — Class A | 49 | 7330 |
| American Tower Corp. — Class A REIT | 32 | 7073 |
| Chubb Ltd. | 24 | 6953 |
| Prologis, Inc. REIT | 65 | 6833 |
| KKR & Company, Inc. — Class A | 45 | 5986 |
| Realty Income Corp. REIT | 99 | 5703 |
| Welltower, Inc. REIT | 37 | 5688 |
| Simon Property Group, Inc. REIT | 33 | 5305 |
| Arthur J Gallagher & Co. | 16 | 5122 |
| MetLife, Inc. | 63 | 5066 |
| Aon plc — Class A | 14 | 4995 |
| Bank of New York Mellon Corp. | 53 | 4829 |
| U.S. Bancorp | 100 | 4525 |
| Aflac, Inc. | 42 | 4429 |
| Travelers Companies, Inc. | 16 | 4281 |
| Apollo Global Management, Inc. | 30 | 4256 |
| Allstate Corp. | 21 | 4228 |
| Crown Castle, Inc. REIT | 40 | 4109 |
| Public Storage REIT | 14 | 4108 |
| Digital Realty Trust, Inc. REIT | 23 | 4010 |
| Prudential Financial, Inc. | 37 | 3975 |
| American International Group, Inc. | 46 | 3937 |
| Coinbase Global, Inc. — Class A<sup>\*</sup> | 11 | 3855 |
| Truist Financial Corp. | 86 | 3697 |
| CBRE Group, Inc. — Class A<sup>\*</sup> | 25 | 3503 |
| AvalonBay Communities, Inc. REIT | 17 | 3460 |
| Loews Corp. | 35 | 3208 |
| Equinix, Inc. REIT | 4 | 3182 |
| Ventas, Inc. REIT | 49 | 3094 |
| Nasdaq, Inc. | 33 | 2951 |
| VICI Properties, Inc. REIT | 86 | 2804 |
| M&T Bank Corp. | 14 | 2716 |
| Ameriprise Financial, Inc. | 5 | 2669 |
| Hartford Insurance Group, Inc. | 21 | 2664 |
| Mid-America Apartment Communities, Inc. REIT | 18 | 2664 |
| CoStar Group, Inc.<sup>\*</sup> | 33 | 2653 |
| Extra Space Storage, Inc. REIT | 16 | 2359 |
| State Street Corp. | 22 | 2339 |
| Raymond James Financial, Inc. | 15 | 2301 |
| Brown & Brown, Inc. | 19 | 2107 |
| Arch Capital Group Ltd. | 23 | 2094 |
| Iron Mountain, Inc. REIT | 20 | 2052 |
| Equity Residential REIT | 29 | 1957 |
| Fifth Third Bancorp | 44 | 1810 |
| Camden Property Trust REIT | 15 | 1690 |
| Synchrony Financial | 25 | 1669 |
| T. Rowe Price Group, Inc. | 16 | 1544 |
| Willis Towers Watson plc | 5 | 1533 |
| Alexandria Real Estate Equities, Inc. REIT | 21 | 1525 |
| Citizens Financial Group, Inc. | 34 | 1522 |
| Northern Trust Corp. | 12 | 1522 |
| Principal Financial Group, Inc. | 17 | 1350 |
| Cincinnati Financial Corp. | 8 | 1191 |
| W R Berkley Corp. | 10 | 735 |
| Weyerhaeuser Co. REIT | 25 | 642 |
| Assurant, Inc. | 3 | 592 |
| Kimco Realty Corp. REIT | 15 | 315 |
| **Total Financial** |  | 570777 |
| **Consumer, Non-cyclical - 6.3%** | **Consumer, Non-cyclical - 6.3%** | **Consumer, Non-cyclical - 6.3%** |
| Eli Lilly & Co. | 58 | 45213 |
| Johnson & Johnson | 193 | 29481 |
| Procter & Gamble Co. | 180 | 28678 |
| AbbVie, Inc. | 126 | 23388 |
| Coca-Cola Co. | 306 | 21649 |
| UnitedHealth Group, Inc. | 67 | 20902 |
| Philip Morris International, Inc. | 112 | 20399 |
| Abbott Laboratories | 137 | 18633 |
| PepsiCo, Inc. | 124 | 16373 |
| Intuitive Surgical, Inc.<sup>\*</sup> | 26 | 14129 |
| Merck & Company, Inc. | 173 | 13695 |
| Boston Scientific Corp.<sup>\*</sup> | 111 | 11923 |
| Thermo Fisher Scientific, Inc. | 29 | 11758 |
| Amgen, Inc. | 41 | 11448 |
| S&P Global, Inc. | 21 | 11073 |
| Gilead Sciences, Inc. | 91 | 10089 |
| Danaher Corp. | 50 | 9877 |
| Stryker Corp. | 24 | 9495 |
| Vertex Pharmaceuticals, Inc.<sup>\*</sup> | 21 | 9349 |
| Automatic Data Processing, Inc. | 29 | 8943 |
| Altria Group, Inc. | 142 | 8326 |
| Medtronic plc | 95 | 8281 |
| Pfizer, Inc. | 337 | 8169 |
| Cintas Corp. | 34 | 7577 |
| Bristol-Myers Squibb Co. | 142 | 6573 |
| CVS Health Corp. | 93 | 6415 |
| Mondelez International, Inc. — Class A | 92 | 6204 |
| Cigna Group | 18 | 5950 |
| PayPal Holdings, Inc.<sup>\*</sup> | 80 | 5946 |
| McKesson Corp. | 8 | 5862 |
| HCA Healthcare, Inc. | 15 | 5747 |
| Moody's Corp. | 11 | 5517 |
| Colgate-Palmolive Co. | 60 | 5454 |
| Elevance Health, Inc. | 14 | 5445 |
| IDEXX Laboratories, Inc.<sup>\*</sup> | 10 | 5363 |
| Regeneron Pharmaceuticals, Inc. | 10 | 5250 |
| Quanta Services, Inc. | 13 | 4915 |
| Becton Dickinson & Co. | 27 | 4651 |
| Zoetis, Inc. | 29 | 4522 |
| Cencora, Inc. — Class A | 15 | 4498 |
| Kroger Co. | 51 | 3658 |
| Corteva, Inc. | 49 | 3652 |
| Keurig Dr Pepper, Inc. | 95 | 3141 |
| Edwards Lifesciences Corp.<sup>\*</sup> | 40 | 3129 |
| United Rentals, Inc. | 4 | 3014 |
| Kimberly-Clark Corp. | 23 | 2965 |
| Agilent Technologies, Inc. | 25 | 2950 |
| Monster Beverage Corp.<sup>\*</sup> | 47 | 2944 |
| Humana, Inc. | 12 | 2934 |
| Sysco Corp. | 38 | 2878 |
| Cardinal Health, Inc. | 17 | 2856 |
| ResMed, Inc. | 10 | 2580 |
| Kellanova | 32 | 2545 |
| Insulet Corp.<sup>\*</sup> | 8 | 2514 |
| Kenvue, Inc. | 120 | 2511 |
| Verisk Analytics, Inc. — Class A | 8 | 2492 |
| Dexcom, Inc.<sup>\*</sup> | 28 | 2444 |
| General Mills, Inc. | 47 | 2435 |
| Equifax, Inc. | 9 | 2334 |
| GE HealthCare Technologies, Inc. | 31 | 2296 |
| Archer-Daniels-Midland Co. | 36 | 1900 |
| Biogen, Inc.<sup>\*</sup> | 13 | 1633 |
| Centene Corp.<sup>\*</sup> | 30 | 1628 |
| Constellation Brands, Inc. — Class A | 10 | 1627 |
| Kraft Heinz Co. | 58 | 1498 |
| STERIS plc | 6 | 1441 |
| IQVIA Holdings, Inc.<sup>\*</sup> | 9 | 1418 |
| Zimmer Biomet Holdings, Inc. | 15 | 1368 |
| Hershey Co. | 8 | 1328 |
| Quest Diagnostics, Inc. | 7 | 1257 |
| McCormick & Company, Inc. | 16 | 1213 |
| Estee Lauder Companies, Inc. — Class A | 15 | 1212 |
| Global Payments, Inc. | 15 | 1201 |
| Labcorp Holdings, Inc. | 4 | 1050 |
| Waters Corp.<sup>\*</sup> | 3 | 1047 |
| Clorox Co. | 8 | 961 |
| Hologic, Inc.<sup>\*</sup> | 14 | 912 |
| Universal Health Services, Inc. — Class B | 5 | 906 |
| Rollins, Inc. | 16 | 903 |
| Molina Healthcare, Inc.<sup>\*</sup> | 3 | 894 |
| Charles River Laboratories International, Inc.<sup>\*</sup> | 5 | 759 |
| Align Technology, Inc.<sup>\*</sup> | 4 | 757 |
| Cooper Companies, Inc.<sup>\*</sup> | 10 | 712 |
| Avery Dennison Corp. | 4 | 702 |
| Incyte Corp.<sup>\*</sup> | 10 | 681 |
| Revvity, Inc. | 7 | 677 |
| Corpay, Inc.<sup>\*</sup> | 2 | 664 |
| West Pharmaceutical Services, Inc. | 3 | 657 |
| Bunge Global S.A. | 8 | 642 |
| Henry Schein, Inc.<sup>\*</sup> | 8 | 584 |
| Moderna, Inc.<sup>\*</sup> | 20 | 552 |
| Solventum Corp.<sup>\*</sup> | 7 | 531 |
| Church & Dwight Company, Inc. | 5 | 480 |
| Baxter International, Inc. | 15 | 454 |
| Lamb Weston Holdings, Inc. | 8 | 415 |
| Molson Coors Beverage Co. — Class B | 8 | 385 |
| Bio-Techne Corp. | 6 | 309 |
| Conagra Brands, Inc. | 15 | 307 |
| DaVita, Inc.<sup>\*</sup> | 2 | 285 |
| **Total Consumer, Non-cyclical** |  | 559382 |
| **Consumer, Cyclical - 3.5%** | **Consumer, Cyclical - 3.5%** | **Consumer, Cyclical - 3.5%** |
| Tesla, Inc.<sup>\*</sup> | 203 | 64485 |
| Costco Wholesale Corp. | 35 | 34648 |
| Walmart, Inc. | 320 | 31290 |
| Home Depot, Inc. | 73 | 26765 |
| McDonald's Corp. | 55 | 16069 |
| TJX Companies, Inc. | 88 | 10867 |
| Lowe's Companies, Inc. | 39 | 8653 |
| Starbucks Corp. | 85 | 7788 |
| Royal Caribbean Cruises Ltd. | 22 | 6889 |
| NIKE, Inc. — Class B | 88 | 6252 |
| Chipotle Mexican Grill, Inc. — Class A<sup>\*</sup> | 94 | 5278 |
| Marriott International, Inc. — Class A | 19 | 5191 |
| Fastenal Co. | 120 | 5040 |
| Hilton Worldwide Holdings, Inc. | 16 | 4261 |
| O'Reilly Automotive, Inc.<sup>\*</sup> | 45 | 4056 |
| PACCAR, Inc. | 40 | 3802 |
| AutoZone, Inc.<sup>\*</sup> | 1 | 3712 |
| General Motors Co. | 74 | 3642 |
| Target Corp. | 33 | 3255 |
| WW Grainger, Inc. | 3 | 3121 |
| DR Horton, Inc. | 24 | 3094 |
| Copart, Inc.<sup>\*</sup> | 63 | 3091 |
| Ross Stores, Inc. | 24 | 3062 |
| Yum! Brands, Inc. | 20 | 2964 |
| Delta Air Lines, Inc. | 56 | 2754 |
| Tapestry, Inc. | 28 | 2459 |
| Lennar Corp. — Class A | 21 | 2323 |
| Live Nation Entertainment, Inc.<sup>\*</sup> | 15 | 2269 |
| Carnival Corp.<sup>\*</sup> | 74 | 2081 |
| United Airlines Holdings, Inc.<sup>\*</sup> | 25 | 1991 |
| Cummins, Inc. | 6 | 1965 |
| Darden Restaurants, Inc. | 9 | 1962 |
| Ford Motor Co. | 159 | 1725 |
| MGM Resorts International<sup>\*</sup> | 50 | 1720 |
| Genuine Parts Co. | 14 | 1698 |
| Deckers Outdoor Corp.<sup>\*</sup> | 16 | 1649 |
| Dollar Tree, Inc.<sup>\*</sup> | 16 | 1585 |
| Tractor Supply Co. | 30 | 1583 |
| Williams-Sonoma, Inc. | 9 | 1470 |
| Lululemon Athletica, Inc.<sup>\*</sup> | 6 | 1425 |
| Ralph Lauren Corp. — Class A | 5 | 1371 |
| Aptiv plc<sup>\*</sup> | 20 | 1364 |
| PulteGroup, Inc. | 12 | 1265 |
| Dollar General Corp. | 11 | 1258 |
| Best Buy Company, Inc. | 15 | 1007 |
| Las Vegas Sands Corp. | 23 | 1001 |
| Ulta Beauty, Inc.<sup>\*</sup> | 2 | 936 |
| TKO Group Holdings, Inc. | 5 | 910 |
| Pool Corp. | 3 | 875 |
| CarMax, Inc.<sup>\*</sup> | 13 | 874 |
| Caesars Entertainment, Inc.<sup>\*</sup> | 27 | 766 |
| Hasbro, Inc. | 10 | 738 |
| Domino's Pizza, Inc. | 1 | 451 |
| **Total Consumer, Cyclical** |  | 310750 |
| **Industrial - 3.2%** | **Industrial - 3.2%** | **Industrial - 3.2%** |
| General Electric Co. | 77 | 19819 |
| Caterpillar, Inc. | 42 | 16305 |
| RTX Corp. | 93 | 13580 |
| Boeing Co.<sup>\*</sup> | 57 | 11943 |
| Honeywell International, Inc. | 50 | 11644 |
| Union Pacific Corp. | 45 | 10354 |
| Eaton Corporation plc | 28 | 9996 |
| Deere & Co. | 19 | 9661 |
| GE Vernova, Inc. | 18 | 9525 |
| Amphenol Corp. — Class A | 90 | 8887 |
| Parker-Hannifin Corp. | 12 | 8382 |
| Lockheed Martin Corp. | 18 | 8336 |
| Johnson Controls International plc | 64 | 6760 |
| 3M Co. | 44 | 6698 |
| Northrop Grumman Corp. | 12 | 6000 |
| Illinois Tool Works, Inc. | 24 | 5934 |
| Emerson Electric Co. | 44 | 5866 |
| Waste Management, Inc. | 25 | 5720 |
| Howmet Aerospace, Inc. | 30 | 5584 |
| General Dynamics Corp. | 19 | 5542 |
| Carrier Global Corp. | 74 | 5416 |
| United Parcel Service, Inc. — Class B | 53 | 5350 |
| Trane Technologies plc | 12 | 5249 |
| TransDigm Group, Inc. | 3 | 4562 |
| CSX Corp. | 136 | 4438 |
| FedEx Corp. | 18 | 4091 |
| Republic Services, Inc. — Class A | 16 | 3946 |
| TE Connectivity plc | 23 | 3879 |
| Norfolk Southern Corp. | 15 | 3839 |
| Old Dominion Freight Line, Inc. | 21 | 3408 |
| Axon Enterprise, Inc.<sup>\*</sup> | 4 | 3312 |
| AMETEK, Inc. | 17 | 3076 |
| L3Harris Technologies, Inc. | 12 | 3010 |
| Vulcan Materials Co. | 11 | 2869 |
| Westinghouse Air Brake Technologies Corp. | 13 | 2722 |
| Dover Corp. | 14 | 2565 |
| Ingersoll Rand, Inc. | 29 | 2412 |
| Jabil, Inc. | 11 | 2399 |
| Otis Worldwide Corp. | 24 | 2377 |
| Rockwell Automation, Inc. | 7 | 2325 |
| Xylem, Inc. | 17 | 2199 |
| Martin Marietta Materials, Inc. | 4 | 2196 |
| Veralto Corp. | 17 | 1716 |
| Garmin Ltd. | 8 | 1670 |
| Keysight Technologies, Inc.<sup>\*</sup> | 10 | 1639 |
| Trimble, Inc.<sup>\*</sup> | 21 | 1596 |
| Ball Corp. | 25 | 1402 |
| Smurfit WestRock plc | 31 | 1338 |
| Masco Corp. | 20 | 1287 |
| Textron, Inc. | 15 | 1204 |
| Mettler-Toledo International, Inc.<sup>\*</sup> | 1 | 1175 |
| Packaging Corporation of America | 6 | 1131 |
| Builders FirstSource, Inc.<sup>\*</sup> | 9 | 1050 |
| Expeditors International of Washington, Inc. | 9 | 1028 |
| Pentair plc | 10 | 1027 |
| Fortive Corp. | 17 | 886 |
| Hubbell, Inc. | 2 | 817 |
| J.B. Hunt Transport Services, Inc. | 5 | 718 |
| CH Robinson Worldwide, Inc. | 7 | 672 |
| Jacobs Solutions, Inc. | 5 | 657 |
| Allegion plc | 4 | 576 |
| Stanley Black & Decker, Inc. | 7 | 474 |
| Generac Holdings, Inc.<sup>\*</sup> | 3 | 430 |
| Ralliant Corp.<sup>\*</sup> | 6 | 275 |
| **Total Industrial** |  | 284944 |
| **Energy - 1.3%** | **Energy - 1.3%** | **Energy - 1.3%** |
| Exxon Mobil Corp. | 314 | 33849 |
| Chevron Corp. | 134 | 19188 |
| ConocoPhillips | 99 | 8884 |
| EOG Resources, Inc. | 51 | 6100 |
| Williams Companies, Inc. | 97 | 6093 |
| Kinder Morgan, Inc. | 158 | 4645 |
| Schlumberger N.V. | 99 | 3346 |
| Marathon Petroleum Corp. | 20 | 3322 |
| ONEOK, Inc. | 40 | 3265 |
| Phillips 66 | 27 | 3221 |
| Hess Corp. | 22 | 3048 |
| Valero Energy Corp. | 21 | 2823 |
| Equities Corp. | 44 | 2566 |
| Baker Hughes Co. | 66 | 2530 |
| Occidental Petroleum Corp. | 50 | 2101 |
| Targa Resources Corp. | 12 | 2089 |
| Expand Energy Corp. | 15 | 1754 |
| Devon Energy Corp. | 48 | 1527 |
| Diamondback Energy, Inc. | 11 | 1512 |
| Texas Pacific Land Corp. | 1 | 1056 |
| First Solar, Inc.<sup>\*</sup> | 5 | 828 |
| Halliburton Co. | 38 | 775 |
| Coterra Energy, Inc. — Class A | 27 | 685 |
| Enphase Energy, Inc.<sup>\*</sup> | 7 | 277 |
| **Total Energy** |  | 115484 |
| **Utilities - 1.0%** | **Utilities - 1.0%** | **Utilities - 1.0%** |
| NextEra Energy, Inc. | 150 | 10413 |
| Duke Energy Corp. | 80 | 9440 |
| Southern Co. | 86 | 7897 |
| American Electric Power Company, Inc. | 62 | 6433 |
| Constellation Energy Corp. | 19 | 6132 |
| Sempra | 58 | 4395 |
| CMS Energy Corp. | 59 | 4088 |
| Vistra Corp. | 21 | 4070 |
| Dominion Energy, Inc. | 63 | 3561 |
| Exelon Corp. | 75 | 3256 |
| Public Service Enterprise Group, Inc. | 37 | 3115 |
| Consolidated Edison, Inc. | 30 | 3010 |
| Xcel Energy, Inc. | 42 | 2860 |
| Entergy Corp. | 32 | 2660 |
| NRG Energy, Inc. | 16 | 2569 |
| Edison International | 46 | 2374 |
| Atmos Energy Corp. | 15 | 2312 |
| WEC Energy Group, Inc. | 20 | 2084 |
| Ameren Corp. | 19 | 1825 |
| American Water Works Company, Inc. | 12 | 1669 |
| DTE Energy Co. | 11 | 1457 |
| Eversource Energy | 20 | 1272 |
| PG&E Corp. | 87 | 1213 |
| PPL Corp. | 13 | 441 |
| FirstEnergy Corp. | 10 | 403 |
| CenterPoint Energy, Inc. | 10 | 367 |
| **Total Utilities** |  | 89316 |
| **Basic Materials - 0.7%** | **Basic Materials - 0.7%** | **Basic Materials - 0.7%** |
| Linde plc | 35 | 16421 |
| Sherwin-Williams Co. | 16 | 5494 |
| Air Products and Chemicals, Inc. | 19 | 5359 |
| Freeport-McMoRan, Inc. | 118 | 5115 |
| Ecolab, Inc. | 18 | 4850 |
| Newmont Corp. | 81 | 4719 |
| Nucor Corp. | 20 | 2591 |
| DuPont de Nemours, Inc. | 31 | 2126 |
| International Paper Co. | 35 | 1639 |
| PPG Industries, Inc. | 14 | 1592 |
| Steel Dynamics, Inc. | 11 | 1408 |
| CF Industries Holdings, Inc. | 15 | 1380 |
| Dow, Inc. | 39 | 1033 |
| International Flavors & Fragrances, Inc. | 14 | 1030 |
| LyondellBasell Industries N.V. — Class A | 14 | 810 |
| Mosaic Co. | 20 | 730 |
| Albemarle Corp. | 11 | 689 |
| Eastman Chemical Co. | 7 | 523 |
| **Total Basic Materials** |  | 57509 |
| **Total Common Stocks** | **Total Common Stocks** |  |
| (Cost $3,276,415) |  | 3811683 |
| **EXCHANGE-TRADED FUNDS - 0.0%**<sup>\*\*,†</sup> | **EXCHANGE-TRADED FUNDS - 0.0%**<sup>\*\*,†</sup> | **EXCHANGE-TRADED FUNDS - 0.0%**<sup>\*\*,†</sup> |
| iShares Core S&P 500 ETF | 4 | 2484 |
| **Total Exchange-Traded Funds** | **Total Exchange-Traded Funds** |  |
| (Cost $2,484) |  | 2484 |
| **CLOSED-END FUNDS - 34.9%**<sup>\*\*</sup> | **CLOSED-END FUNDS - 34.9%**<sup>\*\*</sup> | **CLOSED-END FUNDS - 34.9%**<sup>\*\*</sup> |
| Carlyle Alpinvest Private Markets Fund — Class I | 69755 | 1019115 |
| Hamilton Lane Private Assets Fund | 46700 | 845266 |
| Opportunistic Credit Interval Fund — Class I | 49485 | 573039 |
| Variant Alternative Income Fund | 16161 | 427949 |
| Hamilton Lane Private Infrastructure Fund — Class I<sup>\*</sup> | 15209 | 217634 |
| **Total Closed-End Funds** | **Total Closed-End Funds** |  |
| (Cost $2,886,388) |  | 3083003 |
| **BUSINESS DEVELOPMENT COMPANIES - 4.4%**<sup>\*\*</sup> | **BUSINESS DEVELOPMENT COMPANIES - 4.4%**<sup>\*\*</sup> | **BUSINESS DEVELOPMENT COMPANIES - 4.4%**<sup>\*\*</sup> |
| Golub Capital Private Credit Fund | 15438 | 387637 |
| **Total Business Development Companies** | **Total Business Development Companies** |  |
| (Cost $388,103) |  | 387637 |
| **PRIVATE REAL ESTATE INVESTMENT TRUSTS - 5.4%**<sup>\*\*</sup> | **PRIVATE REAL ESTATE INVESTMENT TRUSTS - 5.4%**<sup>\*\*</sup> | **PRIVATE REAL ESTATE INVESTMENT TRUSTS - 5.4%**<sup>\*\*</sup> |
| Blue Owl Real Estate Net Lease Trust | 46611 | 477765 |
| **Total Private Real Estate Investment Trusts** | **Total Private Real Estate Investment Trusts** |  |
| (Cost $474,170) |  | 477765 |
| **MONEY MARKET FUND - 9.9%**<sup>\*\*</sup> | **MONEY MARKET FUND - 9.9%**<sup>\*\*</sup> | **MONEY MARKET FUND - 9.9%**<sup>\*\*</sup> |
| Federated Hermes U.S. Treasury Cash Reserves Fund — Institutional Shares, 4.09%<sup>1</sup> | 869600 | 869600 |
| **Total Money Market Fund** | **Total Money Market Fund** |  |
| (Cost $869,600) |  | 869600 |
| **Total Investments - 97.7%** | **Total Investments - 97.7%** |  |
| (Cost $7,897,160) | (Cost $7,897,160) | $8632172 |
| **Other Assets & Liabilities, net - 2.3%** | **Other Assets & Liabilities, net - 2.3%** | 206467 |
| **Total Net Assets - 100.0%** | **Total Net Assets - 100.0%** | $8838639  |

---

---

| | |
|:---|:---|
| *\** | *Non-income producing security.* |
| *\*\** | *A copy of each underlying unaffiliated fund's financial statements is available at the SEC's website at www.sec.gov.* |
| *†* | *Please see Note 2 in the Note to Schedule of Investments for further details regarding the valuation policy of the Fund.* |
| *1* | *Rate indicated is the 7-day yield as of June 30, 2025.* |

---

*plc — Public Limited Company* <br> *REIT — Real Estate Investment Trust*

*See Sector Classification in Other Information section.*

**Notes to Schedule of Investments (Unaudited)**

**Note 1 — Organization and Significant Accounting Policies** 

**Organization**

Institutional Investment Strategy Fund (the "Fund"), a Delaware statutory trust, is a non-diversified, closed-end management investment company, registered under the Investment Company Act of 1940, as amended (the "1940 Act"), that continuously offers its shares of beneficial interest and is operated as an "interval fund." The Fund was organized as a Delaware statutory trust on January 3, 2023, and commenced investment operations on March 5, 2024.

For information on the Fund's other significant accounting policies, please refer to the Fund's most recent semi-annual or annual shareholder report.

**Significant Accounting Policies**

The Fund's financial statements are prepared in accordance with accounting principles generally accepted in the United States of America ("U.S. GAAP").

The Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies in the Financial Accounting Standards Board ("FASB"), Accounting Standards Codification ("ASC") Topic 946, Financial Services - Investment Companies.

**(a) Valuation of Investments** 

Pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Rule"), the Fund's Board of Trustees (the "Board") has designated the Adviser, as defined in Note 3, as the Fund's valuation designee to perform any fair value determinations for securities and other assets held by the Fund. The Adviser is subject to the oversight of the Board and certain reporting and other requirements intended to provide the Board the information needed to oversee the Adviser's fair value determinations. The Adviser is responsible for determining the fair value of investments for which market quotations are not readily available in accordance with policies and procedures that have been approved by the Board. Under these procedures, the Adviser convenes on a regular and ad hoc basis to review such investments and considers a number of factors, including valuation methodologies and significant unobservable inputs, when arriving at fair value. The Board has approved the Adviser's fair valuation procedures as a part of the Fund's compliance program and will review any changes made to the procedures. The Adviser provides fair valuation inputs. In determining fair valuations, inputs may include market-based analytics that may consider related or comparable assets or liabilities, recent transactions, market multiples, book values and other relevant investment information. Adviser inputs may include an income-based approach in which the anticipated future cash flows of the investment are discounted in determining fair value. Discounts may also be applied based on the nature or duration of any restrictions on the disposition of the investments. The Adviser performs regular reviews of valuation methodologies, key inputs and assumptions, disposition analysis and

market activity.

Valuations of the Fund's securities and other assets are supplied primarily by pricing services appointed pursuant to the processes set forth in the Valuation Rule. At least annually, the Adviser directs (or assists) the Fund's Principal Financial Officer to assess the material risks associated with the determination of the fair value of the Fund's investments, including a review of any material conflicts of interest and an assessment by the Adviser's management of such material risks. The Adviser reviews and approves a final risk assessment annually.

Equity securities listed or traded on a recognized U.S. securities exchange or the National Association of Securities Dealers Automated Quotations ("NASDAQ") National Market System shall generally be valued on the basis of the last sale price on the primary U.S. exchange or market on which the security is listed or traded; provided, however, that securities listed on NASDAQ will be valued at the NASDAQ Official Closing Price, which may not necessarily represent the last sale price.

Money market funds, closed-end investment companies, and business development companies are valued at the most recently published net asset value per share ("NAV") of the underlying fund.

Debt securities with a maturity of greater than 60 days at acquisition are valued at prices that reflect broker-dealer supplied valuations or are obtained from independent pricing services, which may consider the trade activity, treasury spreads, yields or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted by dealers who make markets in such securities. Short-term debt securities with a maturity of 60 days or less at acquisition are valued at amortized cost, provided such amount approximates market value.

Securities representing an interest in another pooled investment vehicle (each, an "Underlying Private Fund") will initially be assessed at the value provided by that Underlying Private Fund or its manager (each, an "Underlying Manager"). To arrive at the fair value of investments in Underlying Private Funds, the Adviser receives monthly or quarterly capital account statements from the Underlying Private Funds. Upon receipt of these statements, the Adviser determines whether the account statements are based on the fair value of underlying investments. In making such determination, the Adviser reviews and evaluates the valuation policies and procedures of the entity providing the statement. If necessary, the Adviser adjusts the account statements for underlying investments not held at fair value or to bring the fair value estimate in phase with the Adviser reporting date.

If market quotations are not readily available, securities are valued at fair value as set forth below. Fair valuation involves subjective judgments, and it is possible that the fair value determined for a security may differ materially from the value that could be realized upon the sale of the security. There is no single standard for determining fair value of a security. In determining the fair value of a security for which there are no readily available market quotations, the Valuation Designee may consider several factors, including: (1) evaluation of all relevant factors, including but not limited to, pricing history, current market level, supply and demand of the respective security; (2) comparison to the values and current pricing of securities that have comparable characteristics; (3) knowledge of historical market information with respect to the security; (4) other factors relevant to the security. The Valuation Designee may also consider periodic financial statements (audited and unaudited) or other information provided by the issuer.

**Note 2 — Fair Value Measurement** 

The Fund follows ASC Topic 820, Fair Value Measurements and Disclosures, ("ASC 820") for measuring the fair value of portfolio investments. Fair value is defined as the price that the Fund would receive upon selling an investment or pay to transfer a liability in an orderly transaction to a market participant in the principal or most advantageous market for the investment. This accounting guidance emphasizes that valuation techniques maximize the use of observable market inputs and minimize the use of unobservable inputs. The valuation hierarchical levels are based upon the transparency of the inputs to the valuation of the investment as of the measurement date. A financial instrument's categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement.

The three levels are defined as follows:

Level 1 — Valuations based on quoted prices in active markets for identical assets or liabilities at the measurement date that the Fund has the ability to access.

Level 2 — Valuations based on inputs other than quoted prices in active markets included in Level 1, which are either directly or indirectly observable at the measurement date. This category includes quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in non-active markets including actionable bids from third parties for privately held assets or liabilities, and observable inputs other than quoted prices such as yield curves and forward currency rates that are entered directly into valuation models to determine the value of derivatives or other assets or liabilities.

Level 3 — Valuations based on inputs that are unobservable and where there is little, if any, market activity at the measurement date. The inputs for the determination of fair value may require significant management judgment or estimation and are based upon management's assessment of the assumptions that market participants would use in pricing the assets or liabilities. These investments include debt and equity investments in private companies or assets valued using the market or income approach and may involve pricing models whose inputs require significant judgment or estimation because of the absence of any meaningful current market data for identical or similar investments. The inputs in these valuations may include, but are not limited to, capitalization and discount rates, beta and EBITDA multiples. The information may also include pricing information or broker quotes, which include a disclaimer that the broker would not be held to such a price in an actual transaction. The non-binding nature of consensus pricing and/or quotes accompanied by disclaimer would result in classification as Level 3 information, assuming no additional corroborating evidence.

Routine fair valuations are intended to reflect fair valuations that are determined from the application of a consistent methodology in specific situations with observable inputs. Non-routine fair valuations include all other fair value situations. In a non-routine fair value situation, the Valuation Designee will e-mail the Administrator and other applicable Fund Officers the value to be used along with all relevant information that was used in determining such fair valuation.

A meaningful input in the Fund's Valuation Procedures will be the valuations provided by the private fund managers. Specifically, the value of the Fund's investment in private funds generally will be valued using the "practical expedient," in accordance with Accounting Standards Codification (ASC) Topic 820, based on the valuation provided to the Adviser by the private fund in accordance with the private fund's own valuation policies. Generally, private fund managers value investments of their private funds at their market price if market quotations are readily available. In the absence of observable market prices, private fund managers value investments using valuation methodologies applied on a consistent basis. For some investments little market activity may exist. The determination of fair value by private fund managers is then based on the best information available in the circumstances and may incorporate management's own assumptions and involves a significant degree of judgment, taking into consideration a combination of internal and external factors, including the appropriate risk adjustments for nonperformance and liquidity risks. Investments for which market prices are not observable include private investments in the equity of operating companies, real estate properties or certain debt positions.

The Adviser will review the appropriateness and accuracy of the aforementioned valuation methodologies at least annually and make any necessary adjustments and amendments to this policy.

The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The suitability of the techniques and sources employed to determine fair valuation are regularly monitored and subject to change.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2025:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **Investments in Securities (Assets)**  | &nbsp;&nbsp; **Level 1 Quoted Prices**  | &nbsp;&nbsp; **Level 2 Significant Observable Inputs**  | &nbsp;&nbsp; **Level 3 Significant Unobservable Inputs**  | &nbsp;&nbsp; <br>**Investments**<br> **Valued at NAV** | &nbsp;&nbsp; **Total**  |
| &nbsp;&nbsp; Common Stocks | $&nbsp;&nbsp;3811683 | $&nbsp;&nbsp; — | $&nbsp;&nbsp; — | $&nbsp;&nbsp; — | $&nbsp;&nbsp;3811683 |
| &nbsp;&nbsp; Exchange-Traded Funds | &nbsp;&nbsp;2484 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;2484 |
| &nbsp;&nbsp; Closed-End Funds | &nbsp;&nbsp;2237737 | &nbsp;&nbsp;845266 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;3083003 |
| &nbsp;&nbsp; Business Development Companies(a) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;387637 | &nbsp;&nbsp;387637 |
| &nbsp;&nbsp; Private Real Estate Investment Trusts | &nbsp;&nbsp; — | &nbsp;&nbsp;477765 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;477765 |
| &nbsp;&nbsp; Money Market Fund | &nbsp;&nbsp;869600 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;869600 |
| &nbsp;&nbsp; Total Assets | $&nbsp;&nbsp;6921504 | $&nbsp;&nbsp;1323031 | $&nbsp;&nbsp; — | $&nbsp;&nbsp;387637 | $&nbsp;&nbsp;8632172 |

---

(a) In accordance with ASC 820-10, investments that are measured at fair value using the NAV per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments.

**Note 3 — Federal Income Tax Information**

The Fund intends to comply with the provisions of Subchapter M of the Internal Revenue Code, applicable to regulated investment companies and will distribute substantially all taxable net investment income and capital gains sufficient to relieve the Fund from all, or substantially all, federal income, excise and state income taxes. Therefore, no provision for federal or state income tax or federal excise tax is required.

Tax positions taken or expected to be taken in the course of preparing the Fund's tax returns are evaluated to determine whether the tax positions are "more-likely-than-not" of being sustained by the applicable tax authority. Tax positions not deemed to meet the "more-likely-than-not" threshold would be recorded as a tax benefit or expense in the current year. Management has analyzed the Fund's tax positions taken, or to be taken, on U.S. federal income tax returns for all open tax years, and has concluded that no provision for income tax is required in the Fund's financial statements. The Fund's U.S. federal income tax returns are subject to examination by the Internal Revenue Service for a period of three years after they are filed.

At June 30, 2025, the cost of investments for U.S. federal income tax purposes, the aggregate gross unrealized appreciation for all investments for which there was an excess of value over tax cost and the aggregate gross unrealized depreciation for all investments for which there was an excess of tax cost over value, were as follows:

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **Tax Cost** | &nbsp;&nbsp; **Tax Unrealized Appreciation** | &nbsp;&nbsp; **Tax Unrealized Depreciation** | &nbsp;&nbsp; **Net Tax Unrealized Appreciation (Depreciation)** |
| $&nbsp;&nbsp;7897724 | $&nbsp;&nbsp;855416 | $&nbsp;&nbsp;(120968) | $&nbsp;&nbsp;734448 |

---

**OTHER INFORMATION (Unaudited)**

**Sector Classification**

Information in the Schedule of Investments is categorized by sectors using sector-level classifications used by Bloomberg Industry Classification System, a widely recognized industry classification system provider. In the Fund's registration statement, the Fund has investment policies relating to concentration in specific industries. For purposes of these investment policies, the Fund generally classifies industries based on industry-level classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Institutional Investment Strategy Fund

- **b. Investment Company Act file number:** 811-23874

- **c. CIK number of Registrant:** 0001976685

- **d. LEI of Registrant:** 529900E6KJXM64NM1131

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

  - **Street Address 1:** 2261 Market Street #5190

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94114

  - **Telephone number:** 800-535-7096

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

- **a. Name of Series:** Institutional Investment Strategy Fund

- **c. LEI of Series:** N/A

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8831559.32

**Total Liabilities:** $5321.12

**Net Assets:** $8826238.20

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.37%                | 2.86%                | 2.96%                |
| Class ID N/A | 0.56%                | 2.86%                | 2.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-90.86                  | $21180.78                                  |
| Month 2  | $629.16                  | $231682.57                                 |
| Month 3  | $760.27                  | $214191.99                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                                 | Aflac, Inc.                                                              | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        42 | NS      | $4429.32      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                  | AT&T, Inc.                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       461 | NS      | $13341.34     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                       | Abbott Laboratories                                                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       137 | NS      | $18633.37     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                | AbbVie, Inc.                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       126 | NS      | $23388.12     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                 | Adobe, Inc.                                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        31 | NS      | $11993.28     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                | Advanced Micro Devices, Inc.                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       116 | NS      | $16460.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                  | Agilent Technologies, Inc.                                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        25 | NS      | $2950.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                | Airbnb, Inc.                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        32 | NS      | $4234.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc            | Air Products and Chemicals, Inc.                                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        19 | NS      | $5359.14      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                   | Akamai Technologies, Inc.                                                | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |         9 | NS      | $717.84       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                            | Albemarle Corp.                                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        11 | NS      | $689.37       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie            | Alexandria Real Estate Equities, Inc.                                    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        21 | NS      | $1525.23      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                      | Align Technology, Inc.                                                   | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         4 | NS      | $757.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                         | Allstate Corp.                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        21 | NS      | $4227.51      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                              | Alphabet, Inc.                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       338 | NS      | $59957.82     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                              | Alphabet, Inc.                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       422 | NS      | $74369.06     | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                          | Altria Group, Inc.                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       142 | NS      | $8325.46      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                            | Amazon.com, Inc.                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       691 | NS      | $151598.49    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                               | Ameren Corp.                                                             | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        19 | NS      | $1824.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                      | Amentum Holdings, Inc.                                                   | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |         0 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc            | American Electric Power Company, Inc.                                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        62 | NS      | $6433.12      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                       | American Express Co.                                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        41 | NS      | $13078.18     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I            | American International Group, Inc.                                       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        46 | NS      | $3937.14      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                       | American Tower Corp.                                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        32 | NS      | $7072.64      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc               | American Water Works Company, Inc.                                       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        12 | NS      | $1669.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                               | Cencora, Inc.                                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        15 | NS      | $4497.75      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                  | Ameriprise Financial, Inc.                                               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         5 | NS      | $2668.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                | AMETEK, Inc.                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        17 | NS      | $3076.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                 | Amgen, Inc.                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        41 | NS      | $11447.61     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                             | Amphenol Corp.                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        90 | NS      | $8887.50      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                        | Analog Devices, Inc.                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        35 | NS      | $8330.70      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                 | ANSYS, Inc.                                                              | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         5 | NS      | $1756.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                       | Elevance Health, Inc.                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        14 | NS      | $5445.44      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc              | Apollo Global Management, Inc.                                           | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        30 | NS      | $4256.10      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                 | Apple, Inc.                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1095 | NS      | $224661.15    | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                     | Applied Materials, Inc.                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        60 | NS      | $10984.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                 | Archer-Daniels-Midland Co.                                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        36 | NS      | $1900.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                       | Arista Networks, Inc.                                                    | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        76 | NS      | $7775.56      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                              | Assurant, Inc.                                                           | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         3 | NS      | $592.47       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                         | Atmos Energy Corp.                                                       | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        15 | NS      | $2311.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                              | Autodesk, Inc.                                                           | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        19 | NS      | $5881.83      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc             | Automatic Data Processing, Inc.                                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        29 | NS      | $8943.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                              | AutoZone, Inc.                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         1 | NS      | $3712.23      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                 | AvalonBay Communities, Inc.                                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        17 | NS      | $3459.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                       | Avery Dennison Corp.                                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         4 | NS      | $701.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                       | Axon Enterprise, Inc.                                                    | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         4 | NS      | $3311.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                           | Baker Hughes Co.                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        66 | NS      | $2530.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                 | Ball Corp.                                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        25 | NS      | $1402.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp.                                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       469 | NS      | $22193.08     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T            | Bank of New York Mellon Corp.                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        53 | NS      | $4828.83      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                  | Baxter International, Inc.                                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        15 | NS      | $454.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                     | Becton Dickinson & Co.                                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        27 | NS      | $4650.75      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                          | W R Berkley Corp.                                                        | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        10 | NS      | $734.70       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                    | Berkshire Hathaway, Inc.                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       143 | NS      | $69465.11     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                           | Best Buy Company, Inc.                                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        15 | NS      | $1006.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                | Biogen, Inc.                                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        13 | NS      | $1632.67      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                           | Bio-Techne Corp.                                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |         6 | NS      | $308.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                            | Blackstone, Inc.                                                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        49 | NS      | $7329.42      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                             | Blackrock, Inc.                                                          | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         9 | NS      | $9443.25      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                             | Boeing Co.                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        57 | NS      | $11943.21     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                      | Booking Holdings, Inc.                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         2 | NS      | $11578.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                    | Boston Scientific Corp.                                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       111 | NS      | $11922.51     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                   | Bristol-Myers Squibb Co.                                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       142 | NS      | $6573.18      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions            | Broadridge Financial Solutions, Inc.                                     | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         6 | NS      | $1458.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                              | Broadcom, Inc.                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       340 | NS      | $93721.00     | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                         | Brown & Brown, Inc.                                                      | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        19 | NS      | $2106.53      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                  | Builders FirstSource, Inc.                                               | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |         9 | NS      | $1050.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                            | CBRE Group, Inc.                                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        25 | NS      | $3503.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                               | CDW Corp.                                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         9 | NS      | $1607.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                | CF Industries Holdings, Inc.                                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        15 | NS      | $1380.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                 | CH Robinson Worldwide, Inc.                                              | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         7 | NS      | $671.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                           | Cigna Group                                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        18 | NS      | $5950.44      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                             | CME Group, Inc.                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        31 | NS      | $8544.22      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp.                                                         | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        59 | NS      | $4087.52      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                  | CSX Corp.                                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       136 | NS      | $4437.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                           | CVS Health Corp.                                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        93 | NS      | $6415.14      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                        | Coterra Energy, Inc.                                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        27 | NS      | $685.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                | Cadence Design Systems, Inc.                                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        20 | NS      | $6163.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                 | Caesars Entertainment, Inc.                                              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        27 | NS      | $766.53       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                     | Camden Property Trust                                                    | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        15 | NS      | $1690.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                | Capital One Financial Corp.                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        47 | NS      | $9999.29      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                       | Cardinal Health, Inc.                                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        17 | NS      | $2856.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Alpinvest Private Mark            | Carlyle Alpinvest Private Markets Fund                                   | CUSIP: 14308H201<br>LEI: 549300NIZEOMPQIYAJ51 | Long             | EC               | RF                | US        |     69755 | NS      | $1019114.87   | 11.55%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                | CarMax, Inc.                                                             | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $873.73       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                             | Carnival Corp.                                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |        74 | NS      | $2080.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                       | Carrier Global Corp.                                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        74 | NS      | $5416.06      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                           | Caterpillar, Inc.                                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        42 | NS      | $16304.82     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                              | Centene Corp.                                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        30 | NS      | $1628.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                    | CenterPoint Energy, Inc.                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        10 | NS      | $367.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                              | Dayforce, Inc.                                                           | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |         8 | NS      | $443.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int            | Charles River Laboratories International, Inc.                           | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |         5 | NS      | $758.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                | Charter Communications, Inc.                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         6 | NS      | $2452.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                        | Expand Energy Corp.                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        15 | NS      | $1754.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                              | Chevron Corp.                                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $19187.46     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                | Chipotle Mexican Grill, Inc.                                             | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $5278.10      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                    | Church & Dwight Company, Inc.                                            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |         5 | NS      | $480.55       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                 | Cincinnati Financial Corp.                                               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         8 | NS      | $1191.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                         | Cisco Systems, Inc.                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       300 | NS      | $20814.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                               | Cintas Corp.                                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $7577.58      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                             | Citigroup, Inc.                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       135 | NS      | $11491.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc              | Citizens Financial Group, Inc.                                           | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        34 | NS      | $1521.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                             | Clorox Co.                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         8 | NS      | $960.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                          | Coca-Cola Co.                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       306 | NS      | $21649.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions            | Cognizant Technology Solutions Corp.                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        39 | NS      | $3043.17      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                       | Coinbase Global, Inc.                                                    | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        11 | NS      | $3855.39      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                      | Colgate-Palmolive Co.                                                    | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        60 | NS      | $5454.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                              | Comcast Corp.                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       268 | NS      | $9564.92      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                        | Conagra Brands, Inc.                                                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        15 | NS      | $307.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                            | ConocoPhillips                                                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        99 | NS      | $8884.26      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                   | Consolidated Edison, Inc.                                                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        30 | NS      | $3010.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                  | Constellation Brands, Inc.                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        10 | NS      | $1626.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                 | Constellation Energy Corp.                                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        19 | NS      | $6132.44      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                        | Cooper Companies, Inc.                                                   | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        10 | NS      | $711.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                | Copart, Inc.                                                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        63 | NS      | $3091.41      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                               | Corning, Inc.                                                            | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        42 | NS      | $2208.78      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                | Corpay, Inc.                                                             | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         2 | NS      | $663.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                               | Corteva, Inc.                                                            | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        49 | NS      | $3651.97      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                     | Costco Wholesale Corp.                                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        35 | NS      | $34647.90     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                          | CoStar Group, Inc.                                                       | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        33 | NS      | $2653.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                  | Crowdstrike Holdings, Inc.                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        16 | NS      | $8148.96      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                          | Crown Castle, Inc.                                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        40 | NS      | $4109.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                               | Cummins, Inc.                                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         6 | NS      | $1965.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                             | DR Horton, Inc.                                                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        24 | NS      | $3094.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                             | DTE Energy Co.                                                           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        11 | NS      | $1457.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                              | Danaher Corp.                                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        50 | NS      | $9877.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                    | Darden Restaurants, Inc.                                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         9 | NS      | $1961.73      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                | DaVita, Inc.                                                             | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         2 | NS      | $284.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                      | Deckers Outdoor Corp.                                                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        16 | NS      | $1649.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                | Deere & Co.                                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        19 | NS      | $9661.31      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                     | Dell Technologies, Inc.                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        20 | NS      | $2452.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                       | Delta Air Lines, Inc.                                                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        56 | NS      | $2754.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                         | Devon Energy Corp.                                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        48 | NS      | $1526.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                | Dexcom, Inc.                                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        28 | NS      | $2444.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                    | Diamondback Energy, Inc.                                                 | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        11 | NS      | $1511.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                  | Digital Realty Trust, Inc.                                               | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        23 | NS      | $4009.59      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                        | Walt Disney Co.                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       142 | NS      | $17609.42     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                       | Dollar General Corp.                                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        11 | NS      | $1258.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                           | Dollar Tree, Inc.                                                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        16 | NS      | $1584.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                       | Dominion Energy, Inc.                                                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        63 | NS      | $3560.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                        | Domino's Pizza, Inc.                                                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         1 | NS      | $450.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                              | DoorDash, Inc.                                                           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        23 | NS      | $5669.73      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                | Dover Corp.                                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        14 | NS      | $2565.22      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                   | Dow, Inc.                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        39 | NS      | $1032.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                          | Duke Energy Corp.                                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        80 | NS      | $9440.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                     | DuPont de Nemours, Inc.                                                  | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        31 | NS      | $2126.29      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                         | EOG Resources, Inc.                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        51 | NS      | $6100.11      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                  | Equities Corp.                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        44 | NS      | $2566.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                       | Eastman Chemical Co.                                                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |         7 | NS      | $522.62       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                  | eBay, Inc.                                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        40 | NS      | $2978.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                | Ecolab, Inc.                                                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        18 | NS      | $4849.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                      | Edison International                                                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        46 | NS      | $2373.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                 | Edwards Lifesciences Corp.                                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        40 | NS      | $3128.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                       | Electronic Arts, Inc.                                                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        26 | NS      | $4152.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                       | Emerson Electric Co.                                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        44 | NS      | $5866.52      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                        | Enphase Energy, Inc.                                                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |         7 | NS      | $277.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                              | Entergy Corp.                                                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        32 | NS      | $2659.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                          | EPAM Systems, Inc.                                                       | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         2 | NS      | $353.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                               | Equifax, Inc.                                                            | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         9 | NS      | $2334.33      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                               | Equinix, Inc.                                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         4 | NS      | $3181.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                        | Equity Residential                                                       | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        29 | NS      | $1957.21      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                         | Eversource Energy                                                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        20 | NS      | $1272.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                               | Exelon Corp.                                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        75 | NS      | $3256.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                         | Expedia Group, Inc.                                                      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         7 | NS      | $1180.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa            | Expeditors International of Washington, Inc.                             | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         9 | NS      | $1028.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                   | Extra Space Storage, Inc.                                                | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $2359.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                          | Exxon Mobil Corp.                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       314 | NS      | $33849.26     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                        | Meta Platforms, Inc.                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       157 | NS      | $115880.13    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                           | Fair Isaac Corp.                                                         | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         1 | NS      | $1827.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                               | Fastenal Co.                                                             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       120 | NS      | $5040.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                | FedEx Corp.                                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        18 | NS      | $4091.58      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                    | F5, Inc.                                                                 | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         5 | NS      | $1471.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information             | Fidelity National Information Services, Inc.                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        40 | NS      | $3256.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                       | Fifth Third Bancorp                                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        44 | NS      | $1809.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                           | First Solar, Inc.                                                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         5 | NS      | $827.70       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                | Fiserv, Inc.                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        40 | NS      | $6896.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                          | FirstEnergy Corp.                                                        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        10 | NS      | $402.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                             | Ford Motor Co.                                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       159 | NS      | $1725.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                              | Fortinet, Inc.                                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        44 | NS      | $4651.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                              | Fortive Corp.                                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        17 | NS      | $886.21       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                  | Fox Corp.                                                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        22 | NS      | $1232.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                      | Freeport-McMoRan, Inc.                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       118 | NS      | $5115.30      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc            | GE HealthCare Technologies, Inc.                                         | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        31 | NS      | $2296.17      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                   | Arthur J Gallagher & Co.                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        16 | NS      | $5121.92      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                               | Gartner, Inc.                                                            | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         4 | NS      | $1616.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                            | GE Vernova, Inc.                                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        18 | NS      | $9524.70      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                      | Generac Holdings, Inc.                                                   | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         3 | NS      | $429.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                     | General Dynamics Corp.                                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        19 | NS      | $5541.54      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                       | General Electric Co.                                                     | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        77 | NS      | $19819.03     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                         | General Mills, Inc.                                                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        47 | NS      | $2435.07      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                         | General Motors Co.                                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        74 | NS      | $3641.54      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                          | Genuine Parts Co.                                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        14 | NS      | $1698.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                       | Gilead Sciences, Inc.                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        91 | NS      | $10089.17     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                       | Global Payments, Inc.                                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        15 | NS      | $1200.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                               | GoDaddy, Inc.                                                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |         8 | NS      | $1440.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The               | Goldman Sachs Group, Inc.                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        27 | NS      | $19109.25     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                           | WW Grainger, Inc.                                                        | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         3 | NS      | $3120.72      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                        | HCA Healthcare, Inc.                                                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        15 | NS      | $5746.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                    | HP, Inc.                                                                 | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        63 | NS      | $1540.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                            | Halliburton Co.                                                          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        38 | NS      | $774.44       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Private Infrastr            | Hamilton Lane Private Infrastructure Fund                                | CUSIP: 407494202<br>LEI: 52990009ELW8MTXQUJ56 | Long             | EC               | RF                | US        |     15209 | NS      | $217634.31    | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T            | Hartford Insurance Group, Inc.                                           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        21 | NS      | $2664.27      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                | Hasbro, Inc.                                                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        10 | NS      | $738.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                            | Hershey Co.                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         8 | NS      | $1327.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                 | Hess Corp.                                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        22 | NS      | $3047.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co             | Hewlett Packard Enterprise Co.                                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        67 | NS      | $1370.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc             | Hilton Worldwide Holdings, Inc.                                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        16 | NS      | $4261.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                               | Hologic, Inc.                                                            | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        14 | NS      | $912.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                        | Home Depot, Inc.                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        73 | NS      | $26764.72     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc               | Honeywell International, Inc.                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        50 | NS      | $11644.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                      | Howmet Aerospace, Inc.                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        30 | NS      | $5583.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                               | Hubbell, Inc.                                                            | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         2 | NS      | $816.82       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                | Humana, Inc.                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        12 | NS      | $2933.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc            | J.B. Hunt Transport Services, Inc.                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         5 | NS      | $718.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                    | IDEXX Laboratories, Inc.                                                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        10 | NS      | $5363.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                   | Illinois Tool Works, Inc.                                                | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        24 | NS      | $5934.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                               | Incyte Corp.                                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        10 | NS      | $681.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                        | Ingersoll Rand, Inc.                                                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        29 | NS      | $2412.22      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                              | Insulet Corp.                                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         8 | NS      | $2513.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                | Intel Corp.                                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       273 | NS      | $6115.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc             | Intercontinental Exchange, Inc.                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        40 | NS      | $7338.80      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                       | International Business Machines Corp.                                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        69 | NS      | $20339.82     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                       | International Flavors & Fragrances, Inc.                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        14 | NS      | $1029.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                    | International Paper Co.                                                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        35 | NS      | $1639.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T            | Interpublic Group of Companies, Inc.                                     | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        15 | NS      | $367.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                | Intuit, Inc.                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        24 | NS      | $18903.12     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                    | Intuitive Surgical, Inc.                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        26 | NS      | $14128.66     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                        | IQVIA Holdings, Inc.                                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         9 | NS      | $1418.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                         | Iron Mountain, Inc.                                                      | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        20 | NS      | $2051.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                       | JPMorgan Chase & Co.                                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       206 | NS      | $59721.46     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                 | Jabil, Inc.                                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        11 | NS      | $2399.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                      | Jacobs Solutions, Inc.                                                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $657.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                         | Johnson & Johnson                                                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       193 | NS      | $29480.75     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                  | KLA Corp.                                                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         8 | NS      | $7165.92      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                              | KKR & Company, Inc.                                                      | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        45 | NS      | $5986.35      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                 | Kellanova                                                                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        32 | NS      | $2544.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                | Kenvue, Inc.                                                             | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       120 | NS      | $2511.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                      | Keurig Dr Pepper, Inc.                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        95 | NS      | $3140.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                 | Keysight Technologies, Inc.                                              | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        10 | NS      | $1638.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                       | Kimberly-Clark Corp.                                                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        23 | NS      | $2965.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                         | Kimco Realty Corp.                                                       | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |        15 | NS      | $315.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                         | Kinder Morgan, Inc.                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       158 | NS      | $4645.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                        | Kraft Heinz Co.                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        58 | NS      | $1497.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                             | Kroger Co.                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        51 | NS      | $3658.23      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                 | L3Harris Technologies, Inc.                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        12 | NS      | $3010.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                      | Labcorp Holdings, Inc.                                                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $1050.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                         | Lam Research Corp.                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        94 | NS      | $9149.96      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                  | Lamb Weston Holdings, Inc.                                               | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |         8 | NS      | $414.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                      | Las Vegas Sands Corp.                                                    | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        23 | NS      | $1000.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                  | Estee Lauder Companies, Inc.                                             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        15 | NS      | $1212.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                       | Leidos Holdings, Inc.                                                    | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         7 | NS      | $1104.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                               | Lennar Corp.                                                             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        21 | NS      | $2322.81      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                            | Eli Lilly & Co.                                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        58 | NS      | $45212.74     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc             | Live Nation Entertainment, Inc.                                          | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        15 | NS      | $2269.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                      | Lockheed Martin Corp.                                                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        18 | NS      | $8336.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                | Loews Corp.                                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        35 | NS      | $3208.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                            | Lowe's Companies, Inc.                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        39 | NS      | $8652.93      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                   | Lululemon Athletica, Inc.                                                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         6 | NS      | $1425.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                             | M&T Bank Corp.                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        14 | NS      | $2715.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                 | MGM Resorts International                                                | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        50 | NS      | $1719.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                  | MSCI, Inc.                                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         4 | NS      | $2306.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                   | Marathon Petroleum Corp.                                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        20 | NS      | $3322.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                  | Marsh & McLennan Companies, Inc.                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        39 | NS      | $8526.96      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD             | Marriott International, Inc.                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        19 | NS      | $5190.99      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc             | Martin Marietta Materials, Inc.                                          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         4 | NS      | $2195.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                | Masco Corp.                                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        20 | NS      | $1287.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                            | Mastercard, Inc.                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        60 | NS      | $33716.40     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                           | Match Group, Inc.                                                        | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        16 | NS      | $494.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                     | McCormick & Company, Inc.                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        16 | NS      | $1213.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                           | McDonald's Corp.                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        55 | NS      | $16069.35     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                             | McKesson Corp.                                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         8 | NS      | $5862.24      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                            | Merck & Company, Inc.                                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       173 | NS      | $13694.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                               | MetLife, Inc.                                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        63 | NS      | $5066.46      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I            | Mettler-Toledo International, Inc.                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         1 | NS      | $1174.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                            | Microsoft Corp.                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       547 | NS      | $272083.27    | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                  | Microchip Technology, Inc.                                               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        44 | NS      | $3096.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                     | Micron Technology, Inc.                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        94 | NS      | $11585.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit            | Mid-America Apartment Communities, Inc.                                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        18 | NS      | $2664.18      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                               | Moderna, Inc.                                                            | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        20 | NS      | $551.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                     | Molina Healthcare, Inc.                                                  | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         3 | NS      | $893.70       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                  | Molson Coors Beverage Co.                                                | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |         8 | NS      | $384.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                | Mondelez International, Inc.                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        92 | NS      | $6204.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes US Treasury C            | Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | STIV             | RF                | US        |    869600 | NS      | $869600.23    | 9.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc              | Monolithic Power Systems, Inc.                                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         2 | NS      | $1462.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                     | Monster Beverage Corp.                                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        47 | NS      | $2944.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                              | Moody's Corp.                                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        11 | NS      | $5517.49      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       102 | NS      | $14367.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                             | Mosaic Co.                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        20 | NS      | $729.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                    | Motorola Solutions, Inc.                                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        11 | NS      | $4625.06      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                            | NRG Energy, Inc.                                                         | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        16 | NS      | $2569.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                | Nasdaq, Inc.                                                             | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        33 | NS      | $2950.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                | NetApp, Inc.                                                             | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        17 | NS      | $1811.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                               | Netflix, Inc.                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        34 | NS      | $45530.42     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                              | Newmont Corp.                                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        81 | NS      | $4719.06      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                        | NextEra Energy, Inc.                                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       150 | NS      | $10413.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                  | NIKE, Inc.                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        88 | NS      | $6251.52      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                     | Norfolk Southern Corp.                                                   | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        15 | NS      | $3839.55      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                       | Northern Trust Corp.                                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        12 | NS      | $1521.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                     | Northrop Grumman Corp.                                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        12 | NS      | $5999.76      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                           | Gen Digital, Inc.                                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        30 | NS      | $882.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                | Nucor Corp.                                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        20 | NS      | $2590.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                               | NVIDIA Corp.                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1775 | NS      | $280432.25    | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                   | O'Reilly Automotive, Inc.                                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        45 | NS      | $4055.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                 | Occidental Petroleum Corp.                                               | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        50 | NS      | $2100.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc             | Old Dominion Freight Line, Inc.                                          | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        21 | NS      | $3408.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                         | Omnicom Group, Inc.                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        23 | NS      | $1654.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                     | ON Semiconductor Corp.                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        48 | NS      | $2515.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                 | ONEOK, Inc.                                                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        40 | NS      | $3265.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                               | Oracle Corp.                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       120 | NS      | $26235.60     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Opportunistic Credit Interval             | Opportunistic Credit Interval Fund                                       | CUSIP: 68390R105<br>LEI: 549300NJWLK76QJGNF34 | Long             | EC               | RF                | US        |     49485 | NS      | $573038.88    | 6.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                       | Otis Worldwide Corp.                                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        24 | NS      | $2376.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                 | PG&E Corp.                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        87 | NS      | $1212.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I            | PNC Financial Services Group, Inc.                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        44 | NS      | $8202.48      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                        | PPG Industries, Inc.                                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        14 | NS      | $1592.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                  | PPL Corp.                                                                | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        13 | NS      | $440.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                   | PTC, Inc.                                                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        10 | NS      | $1723.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                | PACCAR, Inc.                                                             | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        40 | NS      | $3802.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                 | Packaging Corporation of America                                         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         6 | NS      | $1130.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                 | Palantir Technologies, Inc.                                              | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       154 | NS      | $20993.28     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                    | Palo Alto Networks, Inc.                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        44 | NS      | $9004.16      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                      | Parker-Hannifin Corp.                                                    | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        12 | NS      | $8381.64      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                               | Paychex, Inc.                                                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        24 | NS      | $3491.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                       | Paycom Software, Inc.                                                    | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         2 | NS      | $462.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                       | PayPal Holdings, Inc.                                                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        80 | NS      | $5945.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                               | PepsiCo, Inc.                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       124 | NS      | $16372.96     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                               | Revvity, Inc.                                                            | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |         7 | NS      | $677.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                | Pfizer, Inc.                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       337 | NS      | $8168.88      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In            | Philip Morris International, Inc.                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       112 | NS      | $20398.56     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                               | Phillips 66                                                              | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        27 | NS      | $3221.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                 | Pool Corp.                                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         3 | NS      | $874.44       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                    | T. Rowe Price Group, Inc.                                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        16 | NS      | $1544.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc             | Principal Financial Group, Inc.                                          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        17 | NS      | $1350.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                   | Procter & Gamble Co.                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       180 | NS      | $28677.60     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                      | Progressive Corp.                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        44 | NS      | $11741.84     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                              | Prologis, Inc.                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        65 | NS      | $6832.80      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                  | Prudential Financial, Inc.                                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        37 | NS      | $3975.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou            | Public Service Enterprise Group, Inc.                                    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        37 | NS      | $3114.66      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                            | Public Storage                                                           | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        14 | NS      | $4107.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                            | PulteGroup, Inc.                                                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $1265.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                              | QUALCOMM, Inc.                                                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        82 | NS      | $13059.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                       | Quanta Services, Inc.                                                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        13 | NS      | $4915.04      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                     | Quest Diagnostics, Inc.                                                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         7 | NS      | $1257.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                             | Ralliant Corp.                                                           | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $274.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                         | Ralph Lauren Corp.                                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         5 | NS      | $1371.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc               | Raymond James Financial, Inc.                                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        15 | NS      | $2300.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                  | RTX Corp.                                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        93 | NS      | $13579.86     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                        | Realty Income Corp.                                                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |        99 | NS      | $5703.39      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc             | Regeneron Pharmaceuticals, Inc.                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        10 | NS      | $5250.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                     | Republic Services, Inc.                                                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        16 | NS      | $3945.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                | ResMed, Inc.                                                             | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        10 | NS      | $2580.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                   | Rockwell Automation, Inc.                                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         7 | NS      | $2325.19      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                               | Rollins, Inc.                                                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        16 | NS      | $902.72       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                    | Roper Technologies, Inc.                                                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         5 | NS      | $2834.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                           | Ross Stores, Inc.                                                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        24 | NS      | $3061.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                            | S&P Global, Inc.                                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        21 | NS      | $11073.09     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                            | Salesforce, Inc.                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        70 | NS      | $19088.30     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                          | Henry Schein, Inc.                                                       | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |         8 | NS      | $584.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                           | Schlumberger N.V.                                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |        99 | NS      | $3346.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                   | Charles Schwab Corp.                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       124 | NS      | $11313.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                    | Sempra                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        58 | NS      | $4394.66      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                            | ServiceNow, Inc.                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        12 | NS      | $12336.96     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                   | Sherwin-Williams Co.                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        16 | NS      | $5493.76      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                  | Simon Property Group, Inc.                                               | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        33 | NS      | $5305.08      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                    | Skyworks Solutions, Inc.                                                 | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        14 | NS      | $1043.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                            | Solventum Corp.                                                          | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |         7 | NS      | $530.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                           | Southern Co.                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        86 | NS      | $7897.38      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                | Stanley Black & Decker, Inc.                                             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |         7 | NS      | $474.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                            | Starbucks Corp.                                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        85 | NS      | $7788.55      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                         | State Street Corp.                                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        22 | NS      | $2339.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                        | Steel Dynamics, Inc.                                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        11 | NS      | $1408.11      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                              | Stryker Corp.                                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        24 | NS      | $9495.12      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                  | Super Micro Computer, Inc.                                               | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        33 | NS      | $1617.33      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                              | Synopsys, Inc.                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        13 | NS      | $6664.84      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                       | Synchrony Financial                                                      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        25 | NS      | $1668.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                | Sysco Corp.                                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        38 | NS      | $2878.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                           | TJX Companies, Inc.                                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        88 | NS      | $10867.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                    | TKO Group Holdings, Inc.                                                 | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $909.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                           | T-Mobile US, Inc.                                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        38 | NS      | $9053.88      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software             | Take-Two Interactive Software, Inc.                                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        16 | NS      | $3885.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                              | Tapestry, Inc.                                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        28 | NS      | $2458.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                               | Target Corp.                                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        33 | NS      | $3255.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                      | Targa Resources Corp.                                                    | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        12 | NS      | $2088.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                              | Teradyne, Inc.                                                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         9 | NS      | $809.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                 | Tesla, Inc.                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       203 | NS      | $64484.98     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                     | Texas Instruments, Inc.                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        67 | NS      | $13910.54     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                   | Texas Pacific Land Corp.                                                 | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $1056.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                               | Textron, Inc.                                                            | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        15 | NS      | $1204.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc              | Thermo Fisher Scientific, Inc.                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        29 | NS      | $11758.34     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                     | 3M Co.                                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        44 | NS      | $6698.56      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                         | Tractor Supply Co.                                                       | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        30 | NS      | $1583.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                       | TransDigm Group, Inc.                                                    | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $4561.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                     | Travelers Companies, Inc.                                                | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        16 | NS      | $4280.64      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                               | Trimble, Inc.                                                            | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        21 | NS      | $1595.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                     | Truist Financial Corp.                                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        86 | NS      | $3697.14      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                    | Tyler Technologies, Inc.                                                 | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         2 | NS      | $1185.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                | U.S. Bancorp                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       100 | NS      | $4525.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                     | Uber Technologies, Inc.                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       150 | NS      | $13995.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                           | Ulta Beauty, Inc.                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         2 | NS      | $935.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                        | Union Pacific Corp.                                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        45 | NS      | $10353.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc              | United Airlines Holdings, Inc.                                           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        25 | NS      | $1990.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                 | United Parcel Service, Inc.                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        53 | NS      | $5349.82      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                        | United Rentals, Inc.                                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         4 | NS      | $3013.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                    | UnitedHealth Group, Inc.                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        67 | NS      | $20901.99     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc             | Universal Health Services, Inc.                                          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         5 | NS      | $905.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                        | Valero Energy Corp.                                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        21 | NS      | $2822.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Variant Alternative Income Fun            | Variant Alternative Income Fund                                          | CUSIP: 92220Q103<br>LEI: 549300VKWK774XXSGI69 | Long             | EC               | RF                | US        |     16161 | NS      | $427949.31    | 4.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                | Ventas, Inc.                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        49 | NS      | $3094.35      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                              | Veralto Corp.                                                            | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        17 | NS      | $1716.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                              | VeriSign, Inc.                                                           | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         5 | NS      | $1444.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                | Verizon Communications, Inc.                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       306 | NS      | $13240.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                      | Verisk Analytics, Inc.                                                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         8 | NS      | $2492.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                | Vertex Pharmaceuticals, Inc.                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        21 | NS      | $9349.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                       | VICI Properties, Inc.                                                    | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |        86 | NS      | $2803.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                  | Visa, Inc.                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       124 | NS      | $44026.20     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                               | Vistra Corp.                                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        21 | NS      | $4070.01      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                       | Vulcan Materials Co.                                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        11 | NS      | $2869.02      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                      | WEC Energy Group, Inc.                                                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        20 | NS      | $2084.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol            | Westinghouse Air Brake Technologies Corp.                                | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        13 | NS      | $2721.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                               | Walmart, Inc.                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       320 | NS      | $31289.60     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                 | Warner Bros Discovery, Inc.                                              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        90 | NS      | $1031.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                      | Waste Management, Inc.                                                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        25 | NS      | $5720.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                               | Waters Corp.                                                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         3 | NS      | $1047.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                          | Wells Fargo & Co.                                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       247 | NS      | $19789.64     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                             | Welltower, Inc.                                                          | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        37 | NS      | $5688.01      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I            | West Pharmaceutical Services, Inc.                                       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         3 | NS      | $656.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                      | Western Digital Corp.                                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        28 | NS      | $1791.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                           | Weyerhaeuser Co.                                                         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |        25 | NS      | $642.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                      | Williams Companies, Inc.                                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        97 | NS      | $6092.57      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                       | Williams-Sonoma, Inc.                                                    | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         9 | NS      | $1470.33      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                               | Workday, Inc.                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        11 | NS      | $2640.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                           | Xcel Energy, Inc.                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        42 | NS      | $2860.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                              | Xylem, Inc.                                                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        17 | NS      | $2199.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                           | Yum! Brands, Inc.                                                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        20 | NS      | $2963.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                   | Zebra Technologies Corp.                                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         5 | NS      | $1541.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                | Zimmer Biomet Holdings, Inc.                                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        15 | NS      | $1368.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                | Zoetis, Inc.                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        29 | NS      | $4522.55      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLUB CAPITAL Private Credit Fund         | Golub Capital Private Credit Fund                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |     15438 | NS      | $387637.33    | 4.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Private Assets F            | Hamilton Lane Private Assets Fund                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |     46700 | NS      | $845265.31    | 9.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Real Estate Net Lease Trust      | Blue Owl Real Estate Net Lease Trust                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | RE               | CORP              | US        |     46611 | NS      | $477764.93    | 5.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                              | Allegion plc                                                             | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | US        |         4 | NS      | $576.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                   | Aon plc                                                                  | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |        14 | NS      | $4994.64      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                    | Arch Capital Group Ltd.                                                  | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | US        |        23 | NS      | $2094.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                             | Accenture plc                                                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | US        |        42 | NS      | $12553.38     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                            | Eaton Corporation plc                                                    | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |        28 | NS      | $9995.72      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                 | Aptiv plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        20 | NS      | $1364.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International            | Johnson Controls International plc                                       | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |        64 | NS      | $6759.68      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                 | Linde plc                                                                | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |        35 | NS      | $16421.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                             | Medtronic plc                                                            | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | US        |        95 | NS      | $8281.15      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL            | Seagate Technology Holdings plc                                          | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |        15 | NS      | $2164.95      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                               | Pentair plc                                                              | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | US        |        10 | NS      | $1026.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                      | Smurfit WestRock plc                                                     | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | US        |        31 | NS      | $1337.65      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                | STERIS plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         6 | NS      | $1441.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                       | TE Connectivity plc                                                      | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | US        |        23 | NS      | $3879.41      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                    | Trane Technologies plc                                                   | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | US        |        12 | NS      | $5248.92      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                  | Willis Towers Watson plc                                                 | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | US        |         5 | NS      | $1532.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                           | Bunge Global S.A.                                                        | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |         8 | NS      | $642.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                 | Chubb Ltd.                                                               | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |        24 | NS      | $6953.28      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                | Garmin Ltd.                                                              | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | US        |         8 | NS      | $1669.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV              | LyondellBasell Industries N.V.                                           | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |        14 | NS      | $810.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                     | NXP Semiconductor N.V.                                                   | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | US        |        24 | NS      | $5243.76      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Private Infrastructure Fund | Hamilton Lane Private Infrastructure Fund                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |    200000 | NS      | $200000.00    | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd               | Royal Caribbean Cruises Ltd.                                             | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |        22 | NS      | $6889.08      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Institutional Investment Strategy Fund

**Signature:** Matthew Pauker

**Name of Signer:** Matthew Pauker

**Title:** Principal Financial Officer