# EDGAR Filing Document

**Accession Number:** 0001332283
**File Stem:** 0001752724-25-204453
**Filing Date:** 2025-8
**Character Count:** 113999
**Document Hash:** a039bbb70a88e6ba9248543ad6fdb314
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204453.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204453

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Enhanced Equity Dividend Trust
- **CENTRAL INDEX KEY:** 0001332283

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21784
- **FILM NUMBER:** 251254603

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-2257

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Enhanced Dividend Achievers Trust
- **DATE OF NAME CHANGE:** 20050706

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Enhanced Equity Dividend Trust

- **b. Investment Company Act file number:** 811-21784

- **c. CIK number of Registrant:** 0001332283

- **d. LEI of Registrant:** G737UEA5SJ50G32LUQ88

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Enhanced Equity Dividend Trust

- **c. LEI of Series:** G737UEA5SJ50G32LUQ88

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

- **a. Date of fiscal year-end:** 2025-12-31

- **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:** $1753379778.35

**Total Liabilities:** $92683269.89

**Net Assets:** $1660696508.46

**Delayed Delivery Securities:** $23907011.03

**Cash Not Reported:** $830351.17

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.12%               | 3.56%                | 3.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12164530.55             | $-57595191.60                              |
| Month 2  | $-2534663.54             | $62082002.59                               |
| Month 3  | $28262510.43             | $36451709.41                               |

**Designated Index Information**

- **Index Name:** MSCI USA Value Call Overwrite Index

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                    | WTW US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -261 | NC      | $-282567.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO International Inc                    | WESCO International Inc                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     22177 | NS      | $4107180.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                | Honeywell International Inc                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     53969 | NS      | $12568300.72  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 PCG US C @ 17.849                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |   -176000 | NC      | $-5.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BOEING CO/THE                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -164 | NC      | $-195980.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC               | British American Tobacco PLC                            | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    362759 | NS      | $17169383.47  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    307856 | NS      | $21359049.28  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -297 | NC      | $-69795.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                             | Salesforce Inc                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     30890 | NS      | $8423394.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 SHEL LN C @ 27.1626                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    -84400 | NC      | $-13458.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ENTERPRISE PRODUCTS PARTNERS L                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -773 | NC      | $-8116.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies Inc                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    118353 | NS      | $29687666.52  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                        | Dollar General Corp                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    259210 | NS      | $29648439.80  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERNATIONAL FLAVORS + FRAGRA                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -539 | NC      | $-61985.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc            | Fidelity National Financial Inc                         | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    307112 | NS      | $17216698.72  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BRISTOL-MYERS SQUIBB CO                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -239 | NC      | $-15774.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -805 | NC      | $-658087.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc             | American Electric Power Co Inc                          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     78675 | NS      | $8163318.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CROWN HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -423 | NC      | $-173430.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                          | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    245868 | NS      | $12099164.28  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                       | Western Digital Corp                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    162680 | NS      | $10409893.20  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -354 | NC      | $-209745.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -295 | NC      | $-227150.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -465 | NC      | $-9532.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | EXELON CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -486 | NC      | $-7290.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -281 | NC      | $-87812.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PG+E CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1129 | NC      | $-41208.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -58 | NC      | $-63945.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALPHABET INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -260 | NC      | $-168350.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | EXC US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -1196 | NC      | $-83434.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                       | Amkor Technology Inc                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    179947 | NS      | $3777087.53   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                        | Dominion Energy Inc                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    247354 | NS      | $13980448.08  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JUL25 6758 JP C @ 4101.6297                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -14900 | NC      | $-1821.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CIGNA GROUP/THE                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -126 | NC      | $-149310.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                  | Hess Corp                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     99462 | NS      | $13779465.48  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                  | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  47729870 | NS      | $47729869.52  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HEWLETT PACKARD ENTERPRISE CO                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -618 | NC      | $-102897.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                     | BP PLC                                                  | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   6186140 | NS      | $30821152.41  | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CSX CORP                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -512 | NC      | $-37120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                         | JUL25 ICE US C @ 170.5                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -25100 | NC      | $-329733.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | FIDELITY NATIONAL INFORMATION                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -675 | NC      | $-155250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JUL25 STMPA FP C @ 27.7935                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -43700 | NC      | $-18667.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | HEWLETT PACKARD ENTERPRISE CO                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2599 | NC      | $-223514.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIRST CITIZENS BANCSHARES INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -28 | NC      | $-298620.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2161 | NC      | $-59427.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 CCI US C @ 104.803                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    -64800 | NC      | $-77117.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    698373 | NS      | $55953644.76  | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESTINGHOUSE AIR BRAKE TECHNOL                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -153 | NC      | $-174420.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TAIWAN SEMICONDUCTOR MANUFACTU                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |       -61 | NC      | $-67252.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | STAG US FLEX                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -513 | NC      | $-33121.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -314 | NC      | $-73005.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc             | Air Products and Chemicals Inc                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     47092 | NS      | $13282769.52  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | KDP US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -499 | NC      | $-38973.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | CNH US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -940 | NC      | $-59570.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1012 | NC      | $-102718.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                         | AUG25 RTO LN C @ 3.6597                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   -800000 | NC      | $-124757.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | SEE US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -778 | NC      | $-38117.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | KRAFT HEINZ CO/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -565 | NC      | $-3107.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JPMORGAN CHASE + CO                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -154 | NC      | $-320320.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 WPP LN C @ 5.9689                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   -308000 | NC      | $-0.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | DOLLAR GENERAL CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -457 | NC      | $-277627.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp        | Cognizant Technology Solutions Corp                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    186268 | NS      | $14534492.04  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JPMORGAN CHASE + CO                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -175 | NC      | $-307562.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | CNH US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |     -2416 | NC      | $-0.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | AUG25 SHEL LN C @ 26.4041                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -103300 | NC      | $-50388.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                         | AUG25 AIR FP C @ 185.328                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -16700 | NC      | $-66832.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                            | Sony Group Corp                                         | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    336100 | NS      | $8738702.69   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                  | Airbus SE                                               | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     44644 | NS      | $9339554.97   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WESTINGHOUSE AIR BRAKE TECHNOL                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -153 | NC      | $-120105.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JUL25 SHEL LN C @ 0.254047                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -245700 | NC      | $-77667.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                  | Shell PLC                                               | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    787946 | NS      | $27491055.21  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | LAMB WESTON HOLDINGS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -371 | NC      | $-45447.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | KRAFT HEINZ CO/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1249 | NC      | $-57454.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -517 | NC      | $-271425.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                              | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    696290 | NS      | $59268204.80  | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | GENERAL MOTORS CO                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -507 | NC      | $-88471.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HEWLETT PACKARD ENTERPRISE CO                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -821 | NC      | $-159274.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | ICE US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -514 | NC      | $-376032.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -742 | NC      | $-120204.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | AUG25 PCG US C @ 14.163                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   -132900 | NC      | $-84464.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -102 | NC      | $-64005.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AIR PRODUCTS AND CHEMICALS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -78 | NC      | $-54210.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -562 | NC      | $-179840.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -535 | NC      | $-34775.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                               | Allegion plc                                            | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |     31370 | NS      | $4521044.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    791414 | NS      | $28245565.66  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -271 | NC      | $-1219.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                         | PPG Industries Inc                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    152914 | NS      | $17393967.50  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DOLLAR GENERAL CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -368 | NC      | $-22632.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | AVB US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -145 | NC      | $-23596.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1471 | NC      | $-912020.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                | Exelon Corp                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    371139 | NS      | $16114855.38  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                  | Lear Corp                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     72868 | NS      | $6921002.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                              | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    369133 | NS      | $32177323.61  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -423 | NC      | $-222075.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COMCAST CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -899 | NC      | $-44950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WALT DISNEY CO/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -28 | NC      | $-20860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -380 | NC      | $-1202700.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HASBRO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -235 | NC      | $-25850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                          | CNH Industrial NV                                       | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    610248 | NS      | $7908814.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                        | Henkel AG & Co KGaA                                     | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |    171568 | NS      | $13482430.14  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                   | Visa Inc                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     26772 | NS      | $9505398.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co              | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    734265 | NS      | $15015719.25  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES INC.                       | BTI US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               |  | US        |      -817 | NC      | $-89299.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CHARLES SCHWAB CORP/THE                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -183 | NC      | $-26260.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                         | Crown Holdings Inc                                      | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     76929 | NS      | $7922148.42   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -325 | NC      | $-234812.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                      | Carlyle Group Inc/The                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    355078 | NS      | $18251009.20  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COGNIZANT TECHNOLOGY SOLUTIONS                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -775 | NC      | $-271250.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CIGNA GROUP/THE                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-25120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                        | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     40176 | NS      | $15626856.96  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | CNH US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |     -2417 | NC      | $-35933.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                         | JUL25 SMSN LN C @ 1114.695                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     -9900 | NC      | $-243391.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                        | Leidos Holdings Inc                                     | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     91292 | NS      | $14402225.92  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -287 | NC      | $-265475.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -270 | NC      | $-18900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                    | WPP PLC                                                 | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |   1624635 | NS      | $11439032.20  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                       | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     81000 | NS      | $4179600.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -97 | NC      | $-97000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DOLLAR GENERAL CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -600 | NC      | $-17100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | NVDA US FLEX                                            | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -115 | NC      | $-116489.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                       | Lockheed Martin Corp                                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     16790 | NS      | $7776120.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -325 | NC      | $-274625.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMERICAN INTERNATIONAL GROUP I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -210 | NC      | $-43575.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                        | BlackRock Cash Funds: Institutional, SL Agency Shares   | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   7348182 | NS      | $7351120.83   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                         | JUL25 HEN3 GY C @ 73.2377                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -86900 | NC      | $-716.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                 | Hasbro Inc                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    240339 | NS      | $17741824.98  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JUL25 LH US C @ 251.712                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -29000 | NC      | $-384680.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -103 | NC      | $-98365.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                         | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    475252 | NS      | $14747069.56  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     72504 | NS      | $36064214.64  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -678 | NC      | $-359340.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                      | Becton Dickinson & Co                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    139521 | NS      | $24032492.25  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                      | STMicroelectronics NV                                   | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |    364539 | NS      | $11177492.67  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | DOMINION ENERGY INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -539 | NC      | $-149572.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | LEA US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -400 | NC      | $-168319.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | EXELON CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -486 | NC      | $-7290.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | GENERAL MOTORS CO                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -211 | NC      | $-6013.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 AZN LN C @ 113.609                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    -10900 | NC      | $-825.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc              | Intercontinental Exchange Inc                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    158428 | NS      | $29066785.16  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                   | Willis Towers Watson PLC                                | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |    104134 | NS      | $31917071.00  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                | NVIDIA Corp                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     46226 | NS      | $7303245.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc         | Johnson Controls International plc                      | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     83565 | NS      | $8826135.30   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | D US FLEX                                               | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -282 | NC      | $-34431.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WILLIS TOWERS WATSON PLC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -311 | NC      | $-140727.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMERICAN INTERNATIONAL GROUP I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -210 | NC      | $-36225.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    141760 | NS      | $25146806.40  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-8470.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -57 | NC      | $-103027.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                            | Cigna Group/The                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     28834 | NS      | $9531943.72   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 WPP LN C @ 5.7019                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   -245500 | NC      | $-2962.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -21 | NC      | $-4851.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                         | JUL25 SAN FP C @ 88.2433                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -78300 | NC      | $-15751.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SEMPRA                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -756 | NC      | $-15120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                     | Sempra                                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    205412 | NS      | $15564067.24  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -761 | NC      | $-215363.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    589573 | NS      | $40668745.54  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                           | Crown Castle Inc                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    185728 | NS      | $19079837.44  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMERICAN ELECTRIC POWER CO INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -179 | NC      | $-18795.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                         | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     83424 | NS      | $10345410.24  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -516 | NC      | $-138546.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COMCAST CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1314 | NC      | $-86724.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HP INC                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1017 | NC      | $-10678.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JUL25 RTO LN C @ 3.58938                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -250300 | NC      | $-23902.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | FNF US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -870 | NC      | $-70824.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -258 | NC      | $-49665.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                       | Rentokil Initial PLC                                    | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |   2875236 | NS      | $13872341.38  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ENTERPRISE PRODUCTS PARTNERS L                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1109 | NC      | $-28279.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES INC.                       | ALLE US FLEX                                            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               |  | US        |      -112 | NC      | $-89530.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -272 | NC      | $-408.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -237 | NC      | $-680190.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | GENERAL MOTORS CO                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -522 | NC      | $-36018.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -942 | NC      | $-459225.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                              | Ralliant Corp                                           | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50465 | NS      | $2447031.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | SEE US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |     -1123 | NC      | $-5306.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -53 | NC      | $-62540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIDELITY NATIONAL INFORMATION                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -361 | NC      | $-52345.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORMENTERA PARTNERS FUND II                | FORMENTERA PARTNERS FUND II                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  16281823 | NS      | $14002367.78  | 0.84%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                     | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -738 | NC      | $-128781.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                   | Lamb Weston Holdings Inc                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |    200495 | NS      | $10395665.75  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JUL25 6758 JP C @ 3887.22                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   -316500 | NC      | $-152785.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | AMERICAN INTERNATIONAL GROUP I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -294 | NC      | $-58065.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC           | First Citizens BancShares Inc/NC                        | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     24781 | NS      | $48483283.07  | 2.92%             |  |  |  | No            |                  1 | On Loan: —       |
| Options Clearing Corp.                     | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -362 | NC      | $-5249.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JPMORGAN CHASE + CO                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -78 | NC      | $-69810.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                            | AstraZeneca PLC                                         | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     78906 | NS      | $10981279.78  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -24 | NC      | $-68520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-22825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESCO INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -60 | NC      | $-44100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    411516 | NS      | $19472937.12  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -250 | NC      | $-55625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIRST CITIZENS BANCSHARES INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -28 | NC      | $-30800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PG+E CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1129 | NC      | $-1129.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -483 | NC      | $-126787.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SEMPRA                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -544 | NC      | $-44880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ELECTRONIC ARTS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -348 | NC      | $-222720.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                 | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    230307 | NS      | $5158876.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERNATIONAL FLAVORS + FRAGRA                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -339 | NC      | $-40680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                       | Labcorp Holdings Inc                                    | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55483 | NS      | $14564842.33  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc             | SS&C Technologies Holdings Inc                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    550720 | NS      | $45599616.00  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WALT DISNEY CO/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -430 | NC      | $-408500.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -563 | NC      | $-36595.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 AIR FP C @ 163.9465                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     -7800 | NC      | $-140085.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                              | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    119870 | NS      | $8262639.10   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JUL25 RTO LN C @ 3.6641                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -531000 | NC      | $-20751.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                  | PG&E Corp                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    795683 | NS      | $11091821.02  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -465 | NC      | $-18367.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | AEP US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -253 | NC      | $-33808.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -635 | NC      | $-133667.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VISA INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -142 | NC      | $-15052.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALPHABET INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -260 | NC      | $-138450.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIDELITY NATIONAL INFORMATION                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -258 | NC      | $-55470.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -143 | NC      | $-42256.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                   | CSX Corp                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    277370 | NS      | $9050583.10   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JUL25 FNF US C @ 65.33                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -81900 | NC      | $-0.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CHARLES SCHWAB CORP/THE                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -189 | NC      | $-41391.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LAMB WESTON HOLDINGS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -731 | NC      | $-29240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | STAG US FLEX                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -513 | NC      | $-19207.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                  | AvalonBay Communities Inc                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |     52770 | NS      | $10738695.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | META PLATFORMS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -64 | NC      | $-193120.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1128 | NC      | $-62040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc | Fidelity National Information Services Inc              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    361250 | NS      | $29409362.50  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HASBRO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -86 | NC      | $-38700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIRST CITIZENS BANCSHARES INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -80 | NC      | $-1163600.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ENTERPRISE PRODUCTS PARTNERS L                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -465 | NC      | $-7440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp/The                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    125152 | NS      | $11418868.48  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11670 | NS      | $8613510.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                 | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    168940 | NS      | $4095105.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BOEING CO/THE                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -205 | NC      | $-20705.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | AMZN US FLEX                                            | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -139 | NC      | $-48955.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    364974 | NS      | $15792424.98  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                   | RTX Corp                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     50305 | NS      | $7345536.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | KEURIG DR PEPPER INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -820 | NC      | $-12300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                              | Boeing Co/The                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     42001 | NS      | $8800469.53   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                        | Cardinal Health Inc                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    203171 | NS      | $34132728.00  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -280 | NC      | $-58800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -96 | NC      | $-54240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -726 | NC      | $-726.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -371 | NC      | $-359870.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                               | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    142183 | NS      | $13765270.35  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | KRAFT HEINZ CO/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1249 | NC      | $-1249.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TAIWAN SEMICONDUCTOR MANUFACTU                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |      -257 | NC      | $-226802.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                 | Samsung Electronics Co Ltd                              | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     24900 | NS      | $27504162.91  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -31 | NC      | $-73392.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DOMINION ENERGY INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -539 | NC      | $-113190.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | AVB US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -145 | NC      | $-54680.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | COMCAST CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1185 | NC      | $-87690.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -270 | NC      | $-251100.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARLYLE GROUP INC/THE                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -616 | NC      | $-348040.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc     | International Flavors & Fragrances Inc                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    132357 | NS      | $9734857.35   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COMCAST CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -954 | NC      | $-7155.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -696 | NC      | $-34452.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -296 | NC      | $-247160.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CSX CORP                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -500 | NC      | $-36250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JUL25 WPP LN C @ 5.5002                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -340100 | NC      | $-20344.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | VISA INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-39840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HASBRO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1000 | NC      | $-625000.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | AUG25 PCG US C @ 16.405                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |    -82900 | NC      | $-5691.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -761 | NC      | $-251130.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HP INC                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2320 | NC      | $-77720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -97 | NC      | $-50682.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                        | Electronic Arts Inc                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    135026 | NS      | $21563652.20  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIDELITY NATIONAL INFORMATION                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -950 | NC      | $-144875.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESCO INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -60 | NC      | $-6600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMERICAN INTERNATIONAL GROUP I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -294 | NC      | $-14700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CAPITAL ONE FINANCIAL CORP                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -178 | NC      | $-124600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                               | Fortive Corp                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    151394 | NS      | $7892169.22   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | KHC US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -1614 | NC      | $-46730.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                             | AUG25 AZN LN C @ 105.6969                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    -32400 | NC      | $-63638.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1128 | NC      | $-112800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SS+C TECHNOLOGIES HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1612 | NC      | $-544050.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | CG US FLEX                                              | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |     -1022 | NC      | $-393068.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 STMPA FP C @ 26.8736                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   -128000 | NC      | $-97530.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BECTON DICKINSON + CO                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -515 | NC      | $-56650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd  | Taiwan Semiconductor Manufacturing Co Ltd               | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     57856 | NS      | $13103805.44  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JOHNSON CONTROLS INTERNATIONAL                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -147 | NC      | $-94815.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -270 | NC      | $-216000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JOHNSON CONTROLS INTERNATIONAL                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -409 | NC      | $-214725.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP            | Enterprise Products Partners LP                         | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    426900 | NS      | $13238169.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -984 | NC      | $-163836.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                        | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |    186822 | NS      | $6777902.16   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -667 | NC      | $-98716.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -280 | NC      | $-63700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COMCAST CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -899 | NC      | $-899.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SS+C TECHNOLOGIES HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1416 | NC      | $-722160.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                         | Kraft Heinz Co/The                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    857217 | NS      | $22133342.94  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1553 | NC      | $-753205.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BRITISH AMERICAN TOBACCO PLC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |     -1179 | NC      | $-226957.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | RTX CORP                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -344 | NC      | $-116960.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ELECTRONIC ARTS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -394 | NC      | $-263980.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc              | Rexford Industrial Realty Inc                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     87590 | NS      | $3115576.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                         | Teck Resources Ltd                                      | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    243665 | NS      | $9839192.70   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -92 | NC      | $-360870.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERCONTINENTAL EXCHANGE INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -263 | NC      | $-138075.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LEIDOS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -266 | NC      | $-248710.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | APD US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -181 | NC      | $-89984.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | HP INC                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1229 | NC      | $-25194.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1715 | NC      | $-560805.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                | Healthcare Realty Trust Inc                             | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    339019 | NS      | $5376841.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                       | Keurig Dr Pepper Inc                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    283227 | NS      | $9363484.62   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LEIDOS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -236 | NC      | $-134520.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     50870 | NS      | $4026869.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 BP. LN C @ 3.9212                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |  -1522600 | NC      | $-52312.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ALPHABET INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -260 | NC      | $-151450.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AP ARSENAL CO INVEST LP                    | AP ARSENAL CO INVEST LP                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  15830106 | NS      | $16146708.09  | 0.97%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                     | GENERAL MOTORS CO                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -112 | NC      | $-18312.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                             | Eli Lilly & Co                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      9899 | NS      | $7716567.47   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     72516 | NS      | $21023113.56  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    189384 | NS      | $41548955.76  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                     | HP Inc                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    830337 | NS      | $20310043.02  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp   | Westinghouse Air Brake Technologies Corp                | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     46703 | NS      | $9777273.05   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | CG US FLEX                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -314 | NC      | $-93983.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -635 | NC      | $-124460.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 PCG US C @ 17.887                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    -28100 | NC      | $-21.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -526 | NC      | $-44710.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                   | Baxter International Inc                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   1094560 | NS      | $33143276.80  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                    | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     86010 | NS      | $3981402.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LABCORP HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -179 | NC      | $-102030.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COGNIZANT TECHNOLOGY SOLUTIONS                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -847 | NC      | $-76230.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | ALLE US FLEX                                            | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -60 | NC      | $-13067.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JUL25 CCI US C @ 100.725                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    -17100 | NC      | $-66528.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                 | Capital One Financial Corp                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     32400 | NS      | $6893424.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-8151.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc           | American International Group Inc                        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    183283 | NS      | $15687191.97  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JUL25 BP. LN C @ 4.0072                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -749416 | NC      | $-26108.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -595 | NC      | $-351050.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -220 | NC      | $-58850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CHARLES SCHWAB CORP/THE                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -316 | NC      | $-137460.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JUL25 PCG US C @ 17.459                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |    -22200 | NC      | $-0.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                         | JUL25 CCI US C @ 105                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | IT        |    -20200 | NC      | $-11402.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** BlackRock Enhanced Equity Dividend Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer