# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0002071691-26-013118
**Filing Date:** 2026-6
**Character Count:** 283788
**Document Hash:** 196c95b5500e23c9ec011e7db7d797d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013118.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002071691-26-013118

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds, Inc.
- **CENTRAL INDEX KEY:** 0000355916

**ORGANIZATION NAME:**
- **EIN:** 133093080
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03290
- **FILM NUMBER:** 261064273

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Variable Series Funds, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH VARIABLE SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BlackRock Managed Volatility V.I. Fund (Series ID: S000002874)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007899 | Class I      |  |
| C000007901 | Class III    |  |

## 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 Variable Series Funds, Inc.

- **b. Investment Company Act file number:** 811-03290

- **c. CIK number of Registrant:** 0000355916

- **d. LEI of Registrant:** 5493007IJN5JRPJ1DF61

- **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 Managed Volatility V.I. Fund

- **b. EDGAR series identifier (if any):** S000002874

- **c. LEI of Series:** HJIMESMB9B2ISPEE2374

**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:** $160398215.62

**Total Liabilities:** $8523052.81

**Net Assets:** $151875162.81

**Cash Not Reported:** $3125404.78

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 6.02000000 | **1-Year:** 0.00000000 | **5-Year:** 25999.63000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -0.01000000 | **1-Year:** 0.00000000 | **5-Year:** 20425.69000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007901 | -0.74%               | 2.24%                | 1.13%                |
| Class ID C000007899 | -0.74%               | 2.30%                | 1.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $451495.65               | $953104.10                                 |
| Month 2  | $2154191.53              | $4174377.80                                |
| Month 3  | $1451832.13              | $2994603.31                                |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                              | CBRE Group, Inc., Class A                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |         527 | NS      | $73843.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                           | Brown & Brown, Inc.                                        | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |         605 | NS      | $67076.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   151000000 | PA      | $2775.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $3212.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Intercontinental Exchange, Inc.                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        1604 | NS      | $294285.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $343.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    10000000 | PA      | $-93753.24    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                         | Thomson Reuters Corp.                                      | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |         123 | NS      | $24734.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 14116299750 | PA      | $-872267.89   | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19337.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    13000000 | PA      | $12371.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                  | Oracle Corp.                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        2021 | NS      | $441851.23    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    42000000 | PA      | $11915.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                | Walgreens Boots Alliance, Inc.                             | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        1041 | NS      | $11950.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     9000000 | PA      | $-32900.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                  | Mizuho Financial Group, Inc.                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        4700 | NS      | $130471.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                        | Monster Beverage Corp.                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        1019 | NS      | $63830.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co. Ltd.                               | Sanrio Co. Ltd.                                            | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |         400 | NS      | $19342.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                  | Cadence Design Systems, Inc.                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |          57 | NS      | $17564.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                            | Lam Research Corp.                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        1239 | NS      | $120604.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   232000000 | PA      | $-9733.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8000000 | PA      | $-45840.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                   | Euronext NV                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |         371 | NS      | $63567.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        6417 | NS      | $691752.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class A                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        7908 | NS      | $1393626.84   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                   | Brinker International, Inc.                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |         591 | NS      | $106575.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                  | Experian plc                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        4304 | NS      | $221941.17    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9000000 | PA      | $165.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                     | United Therapeutics Corp.                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         398 | NS      | $114365.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                                  | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4660 | NS      | $198050.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                 | Walmart, Inc.                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       16685 | NS      | $1631459.30   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc., Class A                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |         851 | NS      | $234552.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.               | Interactive Brokers Group, Inc., Class A                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |         599 | NS      | $33190.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI Singapore Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         -56 | NC      | $-29698.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                           | Valero Energy Corp.                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         216 | NS      | $29034.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                 | Scentre Group                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        9424 | NS      | $22134.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                        | Waste Management, Inc.                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        2107 | NS      | $482123.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd.               | Canadian Natural Resources Ltd.                            | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        1773 | NS      | $55725.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                  | Evolution AB                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         293 | NS      | $23270.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29000000 | PA      | $3200.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cal-Maine Foods, Inc.                         | Cal-Maine Foods, Inc.                                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |         237 | NS      | $23612.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    13000000 | PA      | $-1100.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG | Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |          30 | NS      | $19480.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17000000 | PA      | $75206.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10000000 | PA      | $-82269.49    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                        | Kyndryl Holdings, Inc.                                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |         743 | NS      | $31176.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                          | Meritage Homes Corp.                                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |         344 | NS      | $23037.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OMX Stockholm 30 Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -216 | NC      | $-27681.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                  | NVIDIA Corp.                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       35540 | NS      | $5614964.60   | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                  | Mirvac Group                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       29151 | NS      | $42296.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                 | Equifax, Inc.                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         202 | NS      | $52392.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                    | PG&E Corp.                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        6605 | NS      | $92073.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       12842 | NS      | $2817406.38   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                 | Daiwa House Industry Co. Ltd.                              | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        3700 | NS      | $127142.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                 | BioMarin Pharmaceutical, Inc.                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        2128 | NS      | $116976.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                 | Ovintiv, Inc.                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |         378 | NS      | $14382.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.             | Equity LifeStyle Properties, Inc.                          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |         708 | NS      | $43662.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                      | Sea Ltd., Class A                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        1907 | NS      | $305005.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | Australia 10-Year Bond                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         -37 | NC      | $6297.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1617.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.           | Credo Technology Group Holding Ltd.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         514 | NS      | $47591.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.               | Fairfax Financial Holdings Ltd.                            | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |          71 | NS      | $128157.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                 | Trelleborg AB, Class B                                     | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |         398 | NS      | $14825.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     6215124 | PA      | $-724510.46   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                               | Antofagasta plc                                            | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        1339 | NS      | $33291.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR, Inc.                                     | NVR, Inc.                                                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |           8 | NS      | $59085.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                | Doximity, Inc., Class A                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1891 | NS      | $115993.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Euro-Bund                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -475 | NC      | $303539.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                   | NN Group NV                                                | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |         344 | NS      | $22889.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                  | Tokyu Fudosan Holdings Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       23500 | NS      | $167936.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                     | KLA Corp.                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         185 | NS      | $165711.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                          | ENEOS Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       41000 | NS      | $203230.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $26717.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd.                            | Futu Holdings Ltd.                                         | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         180 | NS      | $22246.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.            | BJ's Wholesale Club Holdings, Inc.                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |         654 | NS      | $70520.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                              | Sony Group Corp.                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |        9700 | NS      | $252203.17    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    11000000 | PA      | $-119283.39   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20918.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       11606 | NS      | $537241.74    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | U.S. Treasury Ultra Bond                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -243 | NC      | $-1345845.53  | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                     | Sampo OYJ, Class A                                         | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        1122 | NS      | $12075.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                      | CSL Ltd.                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |         168 | NS      | $26537.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp.                                  | Waters Corp.                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |          61 | NS      | $21291.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                               | Eli Lilly & Co.                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         920 | NS      | $717167.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5000000 | PA      | $-10452.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                 | Danaher Corp.                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         346 | NS      | $68348.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                    | Elastic NV                                                 | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |        2095 | NS      | $176671.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-51.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | U.S. Treasury 2-Year Note                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           2 | NC      | $387.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        6593 | NS      | $1169532.27   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -24 | NC      | $-205400.80   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                   | Informa plc                                                | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        5500 | NS      | $60891.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                | Commonwealth Bank of Australia                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        3341 | NS      | $406627.35    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences, Inc.                  | Neurocrine Biosciences, Inc.                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         722 | NS      | $90748.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                   | Intel Corp.                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        8050 | NS      | $180320.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                       | Boston Scientific Corp.                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        3102 | NS      | $333185.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $-1957.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         532 | NS      | $419019.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.         | International Business Machines Corp.                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         403 | NS      | $118796.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | FTSE/MIB Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          19 | NC      | $47452.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $13791.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-405.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    13000000 | PA      | $-146718.33   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.             | Fidelity National Financial, Inc., Class A                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |         369 | NS      | $20686.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $2843.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                               | Snowflake, Inc., Class A                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |          59 | NS      | $13202.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-1391.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $-111668.55   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                     | Sanofi SA                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        2419 | NS      | $234192.37    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                      | SBA Communications Corp.                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |          58 | NS      | $13620.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.          | Frontier Communications Parent, Inc.                       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         357 | NS      | $12994.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                                 | ABIOMED, Inc., CVR                                         | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |         105 | NS      | $232.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Japan Post Bank Co. Ltd.                      | Japan Post Bank Co. Ltd.                                   | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |        3700 | NS      | $39887.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                       | GSK plc                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        8245 | NS      | $157203.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.            | Mettler-Toledo International, Inc.                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          46 | NS      | $54037.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1500000 | PA      | $37991.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $11642.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                   | Apple, Inc.                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       20623 | NS      | $4231220.91   | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                  | ResMed, Inc.                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |          55 | NS      | $14190.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Daito Trust Construction Co. Ltd.             | Daito Trust Construction Co. Ltd.                          | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |         900 | NS      | $98026.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   199500000 | PA      | $-3983.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                 | Moody's Corp.                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         720 | NS      | $361144.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                  | British American Tobacco plc                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |         727 | NS      | $34566.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.        | Check Point Software Technologies Ltd.                     | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |         627 | NS      | $138723.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9849.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                           | Expand Energy Corp.                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        1324 | NS      | $154828.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Canada 10-Year Bonds                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -350 | NC      | $-153395.78   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                | DoorDash, Inc., Class A                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        1566 | NS      | $386034.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                  | Fiserv, Inc.                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        1472 | NS      | $253787.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co. Ltd.                            | Sino Land Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |       14000 | NS      | $14911.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $12078.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10000000 | PA      | $-5021.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                            | Royalty Pharma plc, Class A                                | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |         547 | NS      | $19708.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                            | Devon Energy Corp.                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        2604 | NS      | $82833.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                     | Recruit Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        7000 | NS      | $411646.47    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                        | Southwest Airlines Co.                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |         551 | NS      | $17874.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| adidas AG                                     | adidas AG                                                  | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |         649 | NS      | $151496.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd.                           | Technology One Ltd.                                        | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |        5463 | NS      | $147258.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                           | Toll Brothers, Inc.                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        1135 | NS      | $129537.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                  | Dai-ichi Life Holdings, Inc.                               | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       23500 | NS      | $178661.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                 | JB Hi-Fi Ltd.                                              | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |        1228 | NS      | $89234.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                         | Sonic Healthcare Ltd.                                      | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |        3711 | NS      | $65503.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $32451.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                              | Fair Isaac Corp.                                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         123 | NS      | $224839.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                 | Gartner, Inc.                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         252 | NS      | $101863.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                           | BlackRock Cash Funds: Institutional, SL Agency Shares      | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |     2885234 | NS      | $2886388.29   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3663.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   199000000 | PA      | $3511.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                         | Cheniere Energy, Inc.                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1350 | NS      | $328752.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                        | AP Moller - Maersk A/S, Class B                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          27 | NS      | $50211.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                          | American Express Co.                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         695 | NS      | $221691.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   137500000 | PA      | $-99783.09    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                           | EssilorLuxottica SA                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         620 | NS      | $170247.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | U.S. Treasury 5-Year Note                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           2 | NC      | $-18.26       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                       | Uber Technologies, Inc.                                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        1015 | NS      | $94699.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2047.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                         | Spotify Technology SA                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |         405 | NS      | $310772.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                              | Kroger Co. (The)                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        3618 | NS      | $259519.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |          99 | NS      | $19929.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                     | Argenx SE                                                  | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         227 | NS      | $125663.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                    | Digital Realty Trust, Inc.                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        1186 | NS      | $206755.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                         | Camden Property Trust                                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |         288 | NS      | $32454.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        4076 | NS      | $210321.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $53918.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        4927 | NS      | $752599.25    | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Merck & Co., Inc.                             | Merck & Co., Inc.                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        3959 | NS      | $313394.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        1158 | NS      | $650726.52    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                  | Barclays plc                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |       31637 | NS      | $146187.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       21380 | NS      | $618737.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                     | Bank of Ireland Group plc                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |        1406 | NS      | $20035.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $-20867.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                      | XP, Inc., Class A                                          | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |         217 | NS      | $4383.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                  | Pfizer, Inc.                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       26780 | NS      | $649147.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                | BNP Paribas SA                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        2400 | NS      | $215284.10    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                               | Confluent, Inc., Class A                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |        1164 | NS      | $29018.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | CAC 40                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          13 | NC      | $-11620.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6109.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                 | Shopify, Inc., Class A                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |         568 | NS      | $65511.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7133.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |         849 | NS      | $33068.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                      | U.S. Treasury Bills                                        | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3399900 | PA      | $3394409.64   | 2.23%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9634.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                 | Industria de Diseno Textil SA                              | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |         670 | NS      | $34951.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   137500000 | PA      | $70456.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                    | Taylor Morrison Home Corp.                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        2395 | NS      | $147100.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4945.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                   | Tesla, Inc.                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        4015 | NS      | $1275404.90   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5000000 | PA      | $-79897.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $38.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                     | Lululemon Athletica, Inc.                                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         476 | NS      | $113088.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          31 | NC      | $234762.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                           | Capri Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |           1 | NS      | $17.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                      | Ipsen SA                                                   | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         204 | NS      | $24300.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG        | Chocoladefabriken Lindt & Spruengli AG                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           1 | NS      | $16853.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2000000 | PA      | $-6488.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                         | Arista Networks, Inc.                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        2162 | NS      | $221194.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                        | Juniper Networks, Inc.                                     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |         462 | NS      | $18447.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                    | Prudential Financial, Inc.                                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |         511 | NS      | $54901.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      478731 | PA      | $3391.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $1055.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49503.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                   | United Parcel Service, Inc., Class B                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        5496 | NS      | $554766.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                      | U.S. Treasury Bills                                        | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4452000 | PA      | $4448411.82   | 2.93%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.          | MS&AD Insurance Group Holdings, Inc.                       | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        3900 | NS      | $87186.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                     | Thales SA                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         200 | NS      | $59054.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                | TopBuild Corp.                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         105 | NS      | $33992.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                  | UBS Group AG (Registered)                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        5552 | NS      | $188500.23    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    62975018 | PA      | $5479.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                      | Marvell Technology, Inc.                                   | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3247 | NS      | $251317.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        1757 | NS      | $282455.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                    | Hexagon AB, Class B                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        1363 | NS      | $13738.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                              | Severn Trent plc                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |         885 | NS      | $33251.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                        | US Foods Holding Corp.                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        2984 | NS      | $229797.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |         216 | NS      | $20919.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                       | Eni SpA                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |        1653 | NS      | $26702.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                      | Vinci SA                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |         868 | NS      | $128004.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     9000000 | PA      | $-121721.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                       | Aramark                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |        1949 | NS      | $81604.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                            | Publicis Groupe SA                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         443 | NS      | $50034.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dutch Bros, Inc.                              | Dutch Bros, Inc., Class A                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2104 | NS      | $143850.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                | Assurant, Inc.                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         917 | NS      | $181098.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                       | Molina Healthcare, Inc.                                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         351 | NS      | $104562.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE           | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |         343 | NS      | $179519.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                              | Globe Life, Inc.                                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |         557 | NS      | $69229.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                      | Panasonic Holdings Corp.                                   | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       13500 | NS      | $144440.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                               | KKR & Co., Inc.                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        1028 | NS      | $136754.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX plc                                      | RELX plc                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        2555 | NS      | $138475.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd.                              | NU Holdings Ltd., Class A                                  | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |        4605 | NS      | $63180.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)          | Hartford Insurance Group, Inc. (The)                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         261 | NS      | $33113.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Progressive Corp. (The)                       | Progressive Corp. (The)                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |         666 | NS      | $177728.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                           | Rakuten Group, Inc.                                        | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       11300 | NS      | $62265.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   299105089 | PA      | $221898.92    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                              | Pro Medicus Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         293 | NS      | $54830.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      146717 | PA      | $-1455.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                       | Paylocity Holding Corp.                                    | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |         605 | NS      | $109619.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                        | Home Depot, Inc. (The)                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        1576 | NS      | $577824.64    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    13000000 | PA      | $-144808.32   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                     | Airbus SE                                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |         645 | NS      | $134934.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                      | Jones Lang LaSalle, Inc.                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |         190 | NS      | $48598.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                       | Daiichi Sankyo Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        2700 | NS      | $62553.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                         | St. James's Place plc                                      | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |        2147 | NS      | $34985.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                        | AXA SA                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        3623 | NS      | $177907.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc.                                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        1928 | NS      | $84976.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                           | Helvetia Holding AG (Registered)                           | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |         209 | NS      | $49068.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                         | Schneider Electric SE                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |         301 | NS      | $80813.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                            | HealthEquity, Inc.                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |         125 | NS      | $13095.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G plc                                       | M&G plc                                                    | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        9749 | NS      | $34459.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                           | Tokyo Electron Ltd.                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |         700 | NS      | $134056.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1000000 | PA      | $-15329.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6077.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                     | Williams Cos., Inc. (The)                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        4624 | NS      | $290433.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      588643 | PA      | $-6069.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                | Rheinmetall AG                                             | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |          73 | NS      | $154592.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                | VeriSign, Inc.                                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1359 | NS      | $392479.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4938.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-2645.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                      | Hermes International SCA                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          21 | NS      | $56928.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson               | Telefonaktiebolaget LM Ericsson, Class B                   | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |        3993 | NS      | $34121.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    49500000 | PA      | $-2028.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                         | Resona Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        8000 | NS      | $73886.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   137500000 | PA      | $72790.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                  | CarMax, Inc.                                               | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1592 | NS      | $106998.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                     | Amundi SA                                                  | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         567 | NS      | $45958.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    46000000 | PA      | $-104.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                  | Hitachi Ltd.                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |        3200 | NS      | $93005.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                            | Banco Santander SA                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       29863 | NS      | $247291.86    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        2027 | NS      | $542303.58    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                      | Enel SpA                                                   | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       16442 | NS      | $156046.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2840.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                    | Eiffage SA                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         220 | NS      | $30912.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                          | Viking Holdings Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |         973 | NS      | $51851.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | MSCI EAFE Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -199 | NC      | $-349418.13   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                  | Chipotle Mexican Grill, Inc.                               | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4620 | NS      | $259413.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                   | Adobe, Inc.                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        1002 | NS      | $387653.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                              | Novo Nordisk A/S, Class B                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |        4054 | NS      | $280918.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                | Air Liquide SA                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |         898 | NS      | $185168.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10000000 | PA      | $11732.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                   | Carvana Co., Class A                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         497 | NS      | $167469.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                    | Hess Corp.                                                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |         407 | NS      | $56385.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   773248200 | PA      | $-43755.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    48000000 | PA      | $6735.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   121000000 | PA      | $-170.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $6429.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                           | Veeva Systems, Inc., Class A                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         325 | NS      | $93593.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | TOPIX Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          90 | NC      | $374961.96    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                          | Banco de Sabadell SA                                       | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |        8427 | NS      | $26827.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                  | ROBLOX Corp., Class A                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1573 | NS      | $165479.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                  | Daiwa Securities Group, Inc.                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        6100 | NS      | $43322.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                       | Aristocrat Leisure Ltd.                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        6027 | NS      | $258225.57    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                             | Wolters Kluwer NV                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |         237 | NS      | $39635.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp.                          | Dollar General Corp.                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        1045 | NS      | $119527.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $641.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                            | Ralph Lauren Corp., Class A                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         599 | NS      | $164293.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | U.S. Treasury 10-Year Note                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         971 | NC      | $993120.05    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                   | Sysco Corp.                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        4029 | NS      | $305156.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                    | MarketAxess Holdings, Inc.                                 | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         210 | NS      | $46901.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5000000 | PA      | $-8380.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.               | Universal Health Services, Inc., Class B                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         252 | NS      | $45649.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                   | Swissquote Group Holding SA (Registered)                   | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |          24 | NS      | $13640.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   197000000 | PA      | $-2586.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                  | Ventas, Inc.                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        1863 | NS      | $117648.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                        | Eurofins Scientific SE                                     | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         540 | NS      | $38483.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                  | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       16333 | NS      | $314214.76    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                   | Cie Financiere Richemont SA (Registered)                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |         151 | NS      | $28574.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                    | AddTech AB, Class B                                        | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |         551 | NS      | $18784.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                 | Kyocera Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1400 | NS      | $16814.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    41242125 | PA      | $191296.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                  | Natera, Inc.                                               | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1053 | NS      | $177893.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                    | MSCI, Inc.                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         375 | NS      | $216277.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7478.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $44483.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                      | Snam SpA                                                   | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        8457 | NS      | $51196.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        4096 | NS      | $348651.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2000000 | PA      | $-16195.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                  | 3i Group plc                                               | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        2831 | NS      | $160212.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                   | Moncler SpA                                                | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |         645 | NS      | $36791.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                        | BP plc                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       36406 | NS      | $181385.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    42000000 | PA      | $51468.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                  | Airbnb, Inc., Class A                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |         292 | NS      | $38643.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1000000 | PA      | $-9851.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29000000 | PA      | $-17824.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.             | Singapore Telecommunications Ltd.                          | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       49700 | NS      | $149834.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                         | Axon Enterprise, Inc.                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |          56 | NS      | $46364.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   191000000 | PA      | $180724.74    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | U.S. Treasury 10-Year Note                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -147 | NC      | $-333393.94   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   209000000 | PA      | $-10503.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    99000000 | PA      | $-1759.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                          | Exact Sciences Corp.                                       | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |         862 | NS      | $45806.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $150128.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                            | Computershare Ltd.                                         | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        2478 | NS      | $65008.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                              | S&P Global, Inc.                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         431 | NS      | $227261.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                        | Encompass Health Corp.                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |         158 | NS      | $19375.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    32015590 | PA      | $-2120542.32  | -1.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd.                                     | Nova Ltd.                                                  | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |         104 | NS      | $28620.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17000000 | PA      | $15893.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                      | Tower Semiconductor Ltd.                                   | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |         467 | NS      | $20244.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd.                               | Wesfarmers Ltd.                                            | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |         475 | NS      | $26508.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                | AutoZone, Inc.                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          57 | NS      | $211597.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco, Inc.                           | Japan Tobacco, Inc.                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        6900 | NS      | $203270.04    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Interpublic Group of Cos., Inc. (The)         | Interpublic Group of Cos., Inc. (The)                      | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |         191 | NS      | $4675.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                      | Darden Restaurants, Inc.                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |          82 | NS      | $17873.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                     | Gecina SA                                                  | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         208 | NS      | $22897.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                  | Invesco Ltd.                                               | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |        2492 | NS      | $39298.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class B                                         | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        2327 | NS      | $120143.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                | Broadcom, Inc.                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        6990 | NS      | $1926793.50   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                | McKesson Corp.                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         170 | NS      | $124572.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-8462.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $29482.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp.                                | Teradata Corp.                                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |         146 | NS      | $3257.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                   | ANSYS, Inc.                                                | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         108 | NS      | $37931.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                    | Sarepta Therapeutics, Inc.                                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |         134 | NS      | $2291.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                           | Societe Generale SA                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |         925 | NS      | $52913.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                      | ABB Ltd. (Registered)                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        4458 | NS      | $267162.77    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc               | London Stock Exchange Group plc                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        1067 | NS      | $156045.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                               | BAE Systems plc                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |        4626 | NS      | $120058.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $80491.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                        | Alaska Air Group, Inc.                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        2724 | NS      | $134783.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9000000 | PA      | $1684.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        2626 | NS      | $1938224.34   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4373.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                 | Medtronic plc                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |         709 | NS      | $61803.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI EAFE Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          34 | NC      | $59020.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                | United Airlines Holdings, Inc.                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        2425 | NS      | $193102.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |         165 | NS      | $35105.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                        | Costco Wholesale Corp.                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        1162 | NS      | $1150310.28   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | CDI                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    56113462 | PA      | $335243.15    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    68000000 | PA      | $-42236.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12000000 | PA      | $16019.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12000000 | PA      | $163692.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                            | Sekisui House Ltd.                                         | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        5600 | NS      | $123252.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                               | ASML Holding NV                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |         511 | NS      | $409483.13    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                      | VF Corp.                                                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        1093 | NS      | $12842.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                       | Aon plc, Class A                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |         149 | NS      | $53157.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.             | Philip Morris International, Inc.                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        3180 | NS      | $579173.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                           | Qantas Airways Ltd.                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        9063 | NS      | $64026.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1803.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                        | AP Moller - Maersk A/S, Class A                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          14 | NS      | $25829.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                | Carnival Corp.                                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |         914 | NS      | $25701.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3666.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half, Inc.                             | Robert Half, Inc.                                          | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |         809 | NS      | $33209.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alnylam Pharmaceuticals, Inc.                 | Alnylam Pharmaceuticals, Inc.                              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         151 | NS      | $49239.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                       | DBS Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |        3200 | NS      | $112966.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                   | Reckitt Benckiser Group plc                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        1408 | NS      | $95922.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                   | Canon, Inc.                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |         900 | NS      | $26103.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                   | Palantir Technologies, Inc., Class A                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        3344 | NS      | $455854.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.            | Marriott Vacations Worldwide Corp.                         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |          54 | NS      | $3904.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group plc                            | Kingspan Group plc                                         | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         176 | NS      | $14996.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                           | Intesa Sanpaolo SpA                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       71593 | NS      | $412405.05    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                        | Invitation Homes, Inc.                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8004 | NS      | $262531.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                       | Arch Capital Group Ltd.                                    | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |         868 | NS      | $79031.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2360.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy, Inc.                                 | GoDaddy, Inc., Class A                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        2331 | NS      | $419719.86    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd.                | Insurance Australia Group Ltd.                             | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |        7142 | NS      | $42459.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                | Fortinet, Inc.                                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |         771 | NS      | $81510.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                             | Xcel Energy, Inc.                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        2339 | NS      | $159285.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    23000000 | PA      | $-357603.98   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                  | Otsuka Corp.                                               | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |        2200 | NS      | $44817.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.         | Sumitomo Mitsui Financial Group, Inc.                      | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       15300 | NS      | $385268.71    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                      | Motorola Solutions, Inc.                                   | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         418 | NS      | $175752.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)         | Kansai Electric Power Co., Inc. (The)                      | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        5300 | NS      | $62857.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93500000 | PA      | $-68087.23    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   299000000 | PA      | $-4181.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   185000000 | PA      | $-350.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.           | Hong Kong Exchanges & Clearing Ltd.                        | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |        1700 | NS      | $91437.17     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    88000000 | PA      | $-983.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-2749.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     7000000 | PA      | $-48284.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $30959.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                    | United Utilities Group plc                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        2354 | NS      | $36964.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                         | STMicroelectronics NV                                      | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        2321 | NS      | $71166.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                             | Nintendo Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |         700 | NS      | $67220.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                         | Cardinal Health, Inc.                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         812 | NS      | $136416.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                               | RB Global, Inc.                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |         260 | NS      | $27609.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                        | SAP SE                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        2156 | NS      | $659260.52    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                           | Expedia Group, Inc.                                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          68 | NS      | $11470.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                          | ADMA Biologics, Inc.                                       | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         568 | NS      | $10343.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                              | Blackstone, Inc., Class A                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        1094 | NS      | $163640.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                 | Netflix, Inc.                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         269 | NS      | $360225.97    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2500000 | PA      | $63601.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital, Inc.                        | Blue Owl Capital, Inc., Class A                            | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2955 | NS      | $56765.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  1412764500 | PA      | $-32424.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                | Chubu Electric Power Co., Inc.                             | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |        4000 | NS      | $49497.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21000000 | PA      | $-23027.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                     | NEC Corp.                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        8400 | NS      | $245070.45    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       11911 | NS      | $538972.75    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                          | Dassault Systemes SE                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        1961 | NS      | $71069.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                        | Tenet Healthcare Corp.                                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |         227 | NS      | $39952.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                  | Dexcom, Inc.                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |         208 | NS      | $18156.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        2232 | NS      | $178827.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | SET50 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |        2012 | NC      | $-127458.41   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.               | Brookfield Infrastructure Corp., Class A                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |        1170 | NS      | $48681.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62188.22    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Communications AG                     | Sunrise Communications AG, Class A                         | CUSIP: 867975104<br>LEI: 2138008J8IGGR6AGSX51 | Long             | EC               | CORP              | CH        |        1315 | NS      | $74363.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                      | LY Corp.                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       22300 | NS      | $82122.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      360097 | PA      | $3865.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    31000000 | PA      | $8455.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93500000 | PA      | $50736.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.         | Alexandria Real Estate Equities, Inc.                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        1005 | NS      | $72993.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                       | WPP plc                                                    | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |        1452 | NS      | $10223.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                           | Cisco Systems, Inc.                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        8049 | NS      | $558439.62    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.          | Mitsubishi UFJ Financial Group, Inc.                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       22800 | NS      | $310845.90    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                               | Starbucks Corp.                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        2360 | NS      | $216246.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                   | Seven & i Holdings Co. Ltd.                                | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |        3000 | NS      | $48285.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                             | Galderma Group AG                                          | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         291 | NS      | $42298.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        4177 | NS      | $1210954.07   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19470000 | PA      | $25664.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3000000 | PA      | $-22243.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   311000000 | PA      | $-133.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        1491 | NS      | $724283.07    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14000000 | PA      | $34353.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                    | Haleon plc                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |        9317 | NS      | $47885.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        4453 | NS      | $627249.58    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                         | Nomura Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       30400 | NS      | $200326.95    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                  | Unilever plc                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        3172 | NS      | $193575.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4034.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                  | Ferrovial SE                                               | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |         721 | NS      | $38460.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Global-e Online Ltd.                          | Global-e Online Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         325 | NS      | $10900.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                  | Securitas AB, Class B                                      | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        1944 | NS      | $29106.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                              | MSA Safety, Inc.                                           | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |           9 | NS      | $1507.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                    | Vonovia SE                                                 | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |         313 | NS      | $11096.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                  | Advanced Micro Devices, Inc.                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        3011 | NS      | $427260.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $280.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                            | George Weston Ltd.                                         | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         136 | NS      | $27275.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                   | Ciena Corp.                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |         486 | NS      | $39526.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     6000000 | PA      | $-18311.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                  | Vertex Pharmaceuticals, Inc.                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |          28 | NS      | $12465.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         141 | NS      | $31283.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                          | Analog Devices, Inc.                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         860 | NS      | $204697.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp.                            | FirstService Corp.                                         | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |         544 | NS      | $94929.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9000000 | PA      | $-34572.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                 | Schroders plc                                              | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        8796 | NS      | $43743.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                          | Macquarie Group Ltd.                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        1418 | NS      | $213275.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                       | Applied Materials, Inc.                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        1298 | NS      | $237624.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14077.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                             | National Grid plc                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       10931 | NS      | $160452.46    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                  | Wix.com Ltd.                                               | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |         432 | NS      | $68454.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                    | Allianz SE (Registered)                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |         760 | NS      | $308433.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                    | Edenred SE                                                 | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |         573 | NS      | $17797.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                | Penumbra, Inc.                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |         138 | NS      | $35414.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   383687900 | PA      | $-24053.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    39530000 | PA      | $53954.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1225.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                     | EQT Corp.                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        1175 | NS      | $68526.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15000000 | PA      | $9339.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16000000 | PA      | $-220191.42   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                 | Chevron Corp.                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1453 | NS      | $208055.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Cigna Group (The)                             | Cigna Group (The)                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         112 | NS      | $37024.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | SPI 200 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         -46 | NC      | $-9656.31     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                            | Credit Agricole SA                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        2332 | NS      | $44117.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness, Inc.                          | Planet Fitness, Inc., Class A                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |         434 | NS      | $47327.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93500000 | PA      | $51847.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp.                               | Atlassian Corp., Class A                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |         342 | NS      | $69456.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                | Wingstop, Inc.                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |          48 | NS      | $16163.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29000000 | PA      | $18619.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                  | Target Corp.                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        1685 | NS      | $166225.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                        | SGS SA (Registered)                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        2103 | NS      | $213529.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                  | Twilio, Inc., Class A                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |         146 | NS      | $18156.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                 | Insulet Corp.                                              | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         339 | NS      | $106507.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IBEX 35 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         -17 | NC      | $-3027.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                         | Delta Air Lines, Inc.                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        7075 | NS      | $347948.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        5117 | NS      | $459199.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                       | ANZ Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |         581 | NS      | $11141.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey, Inc.                          | Houlihan Lokey, Inc., Class A                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |         546 | NS      | $98252.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    11000000 | PA      | $-157230.82   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                            | Crown Castle, Inc.                                         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |         715 | NS      | $73451.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                     | Flex Ltd.                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |        1852 | NS      | $92451.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                       | E.ON SE                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       18236 | NS      | $336009.95    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                | Lehman Brothers Holdings, Inc.                             | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |       25000 | PA      | $0.00         | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $5196.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.          | Broadridge Financial Solutions, Inc.                       | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         532 | NS      | $129291.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9000000 | PA      | $-301.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                    | Charles Schwab Corp. (The)                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        5438 | NS      | $496163.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                         | Southern Copper Corp.                                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         134 | NS      | $13556.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                     | Shell plc                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       13917 | NS      | $485557.92    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                  | Lennar Corp., Class A                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         944 | NS      | $104415.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                | Var Energi ASA                                             | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |        7134 | NS      | $22860.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                   | Berkeley Group Holdings plc                                | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |         799 | NS      | $42334.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   275207325 | PA      | $-9932.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $94181.91     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   214896338 | PA      | $-8532.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAIL, Inc.                                   | GRAIL, Inc.                                                | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |          41 | NS      | $2108.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                              | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         105 | NS      | $36490.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $740.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | FTSE/JSE Top 40 Index                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         -17 | NC      | $-8682.24     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                       | Micron Technology, Inc.                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         583 | NS      | $71854.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $11717.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3000000 | PA      | $-47759.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA            | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |        9907 | NS      | $152550.65    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                       | Veolia Environnement SA                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        2285 | NS      | $81578.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $-50119.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                     | Segro plc                                                  | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |        3824 | NS      | $35797.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                        | Verisk Analytics, Inc.                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         618 | NS      | $192507.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku Electric Power Co., Inc.               | Tohoku Electric Power Co., Inc.                            | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |        4700 | NS      | $34316.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                   | Teledyne Technologies, Inc.                                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         250 | NS      | $128077.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                   | Tokio Marine Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        1800 | NS      | $76285.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDI                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9326765 | PA      | $204322.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                      | Guidewire Software, Inc.                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |          84 | NS      | $19777.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                       | Tokyo Tatemono Co. Ltd.                                    | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |       10000 | NS      | $177969.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                    | Genmab A/S                                                 | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |          90 | NS      | $18690.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group plc                     | Janus Henderson Group plc                                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |        8928 | NS      | $346763.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     4000000 | PA      | $784.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.              | SS&C Technologies Holdings, Inc.                           | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |         988 | NS      | $81806.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                  | Terumo Corp.                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |        3300 | NS      | $60561.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower, Inc.                               | Welltower, Inc.                                            | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        1273 | NS      | $195698.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1185875 | PA      | $-11409.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                | AppLovin Corp., Class A                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         398 | NS      | $139331.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                  | Japan Post Holdings Co. Ltd.                               | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |        6200 | NS      | $57425.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                              | ServiceNow, Inc.                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         339 | NS      | $348519.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8710.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         610 | NS      | $325575.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                | Takeda Pharmaceutical Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |        9200 | NS      | $284031.64    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Amer Sports, Inc.                             | Amer Sports, Inc.                                          | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |        3816 | NS      | $147908.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   181000000 | PA      | $-143391.12   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                     | Millrose Properties, Inc.                                  | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         164 | NS      | $4675.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International, Inc.                       | TFI International, Inc.                                    | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         320 | NS      | $28725.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    23000000 | PA      | $25690.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                     | Zurich Insurance Group AG                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         519 | NS      | $363156.33    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14000000 | PA      | $-193528.43   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                   | Aena SME SA                                                | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |         920 | NS      | $24558.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $2433.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                 | UniCredit SpA                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |         861 | NS      | $57758.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                     | BlackRock Liquidity Funds, T-Fund, Institutional Class     | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    13490843 | NS      | $13490843.43  | 8.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp.                            | Primo Brands Corp., Class A                                | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |        3060 | NS      | $90637.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                           | ACI Worldwide, Inc.                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |         729 | NS      | $33468.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                        | Truist Financial Corp.                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        9114 | NS      | $391810.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23977.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onto Innovation, Inc.                         | Onto Innovation, Inc.                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        1151 | NS      | $116170.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | FTSE 100 Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -12 | NC      | $2605.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     6000000 | PA      | $-54845.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                          | Domino's Pizza, Inc.                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |          72 | NS      | $32443.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                         | Global Payments, Inc.                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        1475 | NS      | $118059.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8000000 | PA      | $-110696.73   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                        | Standard Chartered plc                                     | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        5978 | NS      | $98927.22     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                | American Financial Group, Inc.                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        1100 | NS      | $138831.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $16655.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                | Secom Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |         400 | NS      | $14369.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon plc                                 | Persimmon plc                                              | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |        1755 | NS      | $31222.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgebio Pharma, Inc.                        | Bridgebio Pharma, Inc.                                     | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |         675 | NS      | $29146.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                             | SentinelOne, Inc., Class A                                 | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |         525 | NS      | $9597.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13893.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     4000000 | PA      | $-7319.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        5002 | NS      | $402260.84    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5000000 | PA      | $-9758.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    11000000 | PA      | $-35249.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15000000 | PA      | $14205.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22000000 | PA      | $-13460.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14000000 | PA      | $38866.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                  | Verizon Communications, Inc.                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        8772 | NS      | $379564.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)               | Goldman Sachs Group, Inc. (The)                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         445 | NS      | $314948.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2000000 | PA      | $-31568.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                     | Kellanova                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |         372 | NS      | $29585.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA  | Cie Generale des Etablissements Michelin SCA               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |        1165 | NS      | $43331.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                | REA Group Ltd.                                             | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |         664 | NS      | $105150.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11000000 | PA      | $-294.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   137500000 | PA      | $-99341.13    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                         | Walt Disney Co. (The)                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        1287 | NS      | $159600.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                               | AstraZeneca plc                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        3068 | NS      | $426971.00    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                              | AutoNation, Inc.                                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         944 | NS      | $187525.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                  | Humana, Inc.                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         305 | NS      | $74566.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.               | Principal Financial Group, Inc.                            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |         969 | NS      | $76967.67     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                   | Amgen, Inc.                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         766 | NS      | $213874.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                      | Otsuka Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         600 | NS      | $29747.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Japan-10-Year Bond                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -26 | NC      | $-72677.72    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       11100 | NS      | $5521251.00   | 3.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co., Inc. (The)                          | AZEK Co., Inc. (The), Class A                              | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |         205 | NS      | $11141.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                    | ORIX Corp.                                                 | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       12100 | NS      | $273056.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2000000 | PA      | $-5763.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp.                         | Ares Management Corp., Class A                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         263 | NS      | $45551.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    10000000 | PA      | $-27987.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    27000000 | PA      | $67974.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       16360 | NS      | $774155.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                | Public Storage                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |         122 | NS      | $35797.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                 | Nutanix, Inc., Class A                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        1301 | NS      | $99448.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                 | Rio Tinto plc                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        1507 | NS      | $87713.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Nasdaq-100 E-Mini Index                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -28 | NC      | $-415979.25   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                   | ONEOK, Inc.                                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |         764 | NS      | $62365.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                    | NIKE, Inc., Class B                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        2005 | NS      | $142435.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                            | Badger Meter, Inc.                                         | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |          62 | NS      | $15186.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                        | Labcorp Holdings, Inc.                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         309 | NS      | $81115.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                     | Safran SA                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |         813 | NS      | $265138.98    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                             | Ashtead Group plc                                          | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |        1855 | NS      | $118953.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                  | Centrica plc                                               | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       10071 | NS      | $22345.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                    | TransUnion                                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        1767 | NS      | $155496.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group plc                               | Kerry Group plc, Class A                                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         268 | NS      | $29610.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                     | Nice Ltd.                                                  | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         247 | NS      | $41869.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    25000000 | PA      | $4569.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Remitly Global, Inc.                          | Remitly Global, Inc.                                       | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5428 | NS      | $101883.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                   | Santos Ltd.                                                | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       17681 | NS      | $89145.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    19000000 | PA      | $-68079.79    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                 | Banco BPM SpA                                              | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        1170 | NS      | $13656.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-613993.40   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      608606 | PA      | $17085.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                 | Aeon Co. Ltd.                                              | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |         900 | NS      | $27587.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                | Techtronic Industries Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |        1500 | NS      | $16550.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                       | Waste Connections, Inc.                                    | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        2370 | NS      | $442526.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| SoftBank Corp.                                | SoftBank Corp.                                             | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      172600 | NS      | $267349.05    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                           | Lithia Motors, Inc., Class A                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         448 | NS      | $151343.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                | AIA Group Ltd.                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       10600 | NS      | $96019.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                | Tapestry, Inc.                                             | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        1761 | NS      | $154633.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                              | TotalEnergies SE                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        2862 | NS      | $174933.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    31000000 | PA      | $86559.39     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-1209.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $-11402.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                      | Engie SA                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |        2677 | NS      | $62917.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                            | MercadoLibre, Inc.                                         | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |          18 | NS      | $47045.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    34000000 | PA      | $15230.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coupang, Inc.                                 | Coupang, Inc., Class A                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |        1593 | NS      | $47726.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                              | Transurban Group                                           | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       13607 | NS      | $125197.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18000000 | PA      | $20924.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                        | OneMain Holdings, Inc.                                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |         319 | NS      | $18183.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB24 Ltd.                                    | HUB24 Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         376 | NS      | $22065.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $118286.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7000000 | PA      | $7054.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                              | Coca-Cola HBC AG                                           | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        1000 | NS      | $52242.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-83.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                         | Waystar Holding Corp.                                      | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3280 | NS      | $134053.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16500000 | PA      | $-369.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                          | HCA Healthcare, Inc.                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |          64 | NS      | $24518.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                    | Unum Group                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |         258 | NS      | $20836.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                          | Dassault Aviation SA                                       | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |          69 | NS      | $24396.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   100000000 | PA      | $104697.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                         | Elevance Health, Inc.                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         586 | NS      | $227930.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                      | Intuitive Surgical, Inc.                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |          41 | NS      | $22279.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P/TSX 60 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |          29 | NC      | $61561.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-7402.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                  | AbbVie, Inc.                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        3452 | NS      | $640760.24    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2292.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8029.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Takashimaya Co. Ltd.                          | Takashimaya Co. Ltd.                                       | CUSIP: N/A<br>LEI: 353800IFO566STDN4V78       | Long             | EC               | CORP              | JP        |        1400 | NS      | $10941.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11871.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.               | Regeneron Pharmaceuticals, Inc.                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         241 | NS      | $126525.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9719.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     4000000 | PA      | $-24496.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                        | Booking Holdings, Inc.                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          40 | NS      | $231569.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                       | GFL Environmental, Inc.                                    | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |        1217 | NS      | $61433.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs, Inc.                             | Astera Labs, Inc.                                          | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         424 | NS      | $38338.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                      | Tele2 AB, Class B                                          | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        2251 | NS      | $32858.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                             | Hershey Co. (The)                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         207 | NS      | $34351.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93500000 | PA      | $-68297.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                  | Fujitsu Ltd.                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |         800 | NS      | $19407.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                         | Gilead Sciences, Inc.                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        2056 | NS      | $227948.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                             | Duke Energy Corp.                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        3898 | NS      | $459964.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Mini-DAX                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          12 | NC      | $36042.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                           | MicroStrategy, Inc., Class A                               | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |          27 | NS      | $10914.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions, Inc.                        | Jacobs Solutions, Inc.                                     | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         321 | NS      | $42195.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                      | UnitedHealth Group, Inc.                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        2471 | NS      | $770877.87    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $-16170.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                | Thermo Fisher Scientific, Inc.                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         777 | NS      | $315042.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2120000 | PA      | $974.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | DAX Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -23 | NC      | $-341953.15   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI International, Inc.                      | CACI International, Inc., Class A                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         199 | NS      | $94863.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Guardant Health, Inc.                         | Guardant Health, Inc.                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |         852 | NS      | $44338.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                   | HEICO Corp., Class A                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         182 | NS      | $47092.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                           | Deutsche Telekom AG (Registered)                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |        1653 | NS      | $60505.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                   | FedEx Corp.                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        2666 | NS      | $606008.46    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                   | Novartis AG (Registered)                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        2430 | NS      | $294946.37    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                     | O'Reilly Automotive, Inc.                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        1290 | NS      | $116267.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                          | Sompo Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        5900 | NS      | $177795.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $3259.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                     | Prosus NV, Class N                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        4322 | NS      | $242492.32    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                   | Brighthouse Financial, Inc.                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |          86 | NS      | $4624.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                  | Incyte Corp.                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         584 | NS      | $39770.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                            | Anglo American plc                                         | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        1319 | NS      | $38881.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa, Inc.                                    | Visa, Inc., Class A                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        1339 | NS      | $475411.95    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow plc                            | Barratt Redrow plc                                         | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |        3654 | NS      | $22881.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                 | Keyence Corp.                                              | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |         500 | NS      | $199914.15    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        2166 | NS      | $632840.22    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                             | Bureau Veritas SA                                          | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |         552 | NS      | $18841.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                           | Kinder Morgan, Inc.                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        6552 | NS      | $192628.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                   | Aflac, Inc.                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |         372 | NS      | $39231.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $365.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse, Inc.                         | Texas Roadhouse, Inc.                                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |         694 | NS      | $130062.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                         | Leidos Holdings, Inc.                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         457 | NS      | $72096.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                             | Yum! Brands, Inc.                                          | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        3462 | NS      | $512999.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Tryg A/S                                      | Tryg A/S                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        1039 | NS      | $26859.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IFSC NIFTY 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |          89 | NC      | $72994.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture plc                                 | Accenture plc, Class A                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        1055 | NS      | $315328.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     1946776 | PA      | $53709.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                         | Targa Resources Corp.                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         315 | NS      | $54835.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                             | Siemens Energy AG                                          | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        1508 | NS      | $176256.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                             | Industrivarden AB, Class A                                 | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        2764 | NS      | $100480.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        1641 | NS      | $49164.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                     | Aptiv plc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |         380 | NS      | $25923.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                  | Sprouts Farmers Market, Inc.                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        1187 | NS      | $195427.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        1894 | NS      | $130648.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-919.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3000000 | PA      | $-9648.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co. Ltd.                                | Hulic Co. Ltd.                                             | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |        4900 | NS      | $49425.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |         566 | NS      | $18949.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                     | Carlyle Group, Inc. (The)                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |         319 | NS      | $16396.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1000000 | PA      | $984.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                   | FinecoBank Banca Fineco SpA                                | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        1595 | NS      | $35382.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                  | Capgemini SE                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |         222 | NS      | $38014.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    95896337 | PA      | $-3995.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.             | Nomura Real Estate Holdings, Inc.                          | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |       31700 | NS      | $185673.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                      | New York Times Co. (The), Class A                          | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |         502 | NS      | $28101.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                 | Entergy Corp.                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        4280 | NS      | $355753.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23658.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19000000 | PA      | $10757.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                | QUALCOMM, Inc.                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        2550 | NS      | $406113.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                             | HSBC Holdings plc                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       39522 | NS      | $478065.68    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    64000000 | PA      | $112024.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   790875000 | PA      | $-30694.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   199000000 | PA      | $1081.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                  | Rambus, Inc.                                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |        1725 | NS      | $110434.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                   | Toast, Inc., Class A                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        1513 | NS      | $67010.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $274568.41    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                                 | CUSIP: 00206RGT3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27930.67     | 0.02%             | 2031-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $14755.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                 | Centene Corp.                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        3400 | NS      | $184552.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                          | American Tower Corp.                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        1558 | NS      | $344349.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions, Inc.                            | UL Solutions, Inc., Class A                                | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |        1086 | NS      | $79125.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3000000 | PA      | $-8706.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                         | Lockheed Martin Corp.                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         150 | NS      | $69471.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                | Citizens Financial Group, Inc.                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        7693 | NS      | $344261.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $-3265.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                   | Bouygues SA                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         588 | NS      | $26592.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                     | Land Securities Group plc                                  | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        3084 | NS      | $26787.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $5117.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1000000 | PA      | $-17743.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                             | NatWest Group plc                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       12079 | NS      | $84830.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                     | Repsol SA                                                  | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |         940 | NS      | $13748.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.             | Booz Allen Hamilton Holding Corp.                          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        1184 | NS      | $123289.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                       | Texas Instruments, Inc.                                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1346 | NS      | $279456.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                   | Swiss Re AG                                                | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        1275 | NS      | $220558.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                           | Iron Mountain, Inc.                                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        2300 | NS      | $235911.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                    | Ferrari NV                                                 | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |         121 | NS      | $59279.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                       | SSE plc                                                    | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |        3208 | NS      | $80777.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                              | Salesforce, Inc.                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        2133 | NS      | $581647.77    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings plc                      | Rolls-Royce Holdings plc                                   | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |        6848 | NS      | $90754.13     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   571000000 | PA      | $7620.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.  | Fidelity National Information Services, Inc.               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        1803 | NS      | $146782.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                               | DR Horton, Inc.                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        1689 | NS      | $217745.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                 | Workday, Inc., Class A                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         418 | NS      | $100320.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd.                                     | Xero Ltd.                                                  | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        3654 | NS      | $432375.13    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkermes plc                                  | Alkermes plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        2768 | NS      | $79192.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Long Gilt                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          78 | NC      | $23729.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $6750.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   101500000 | PA      | $131090.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Skechers USA, Inc.                            | Skechers USA, Inc., Class A                                | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |          31 | NS      | $1956.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-990.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                 | Murata Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        5900 | NS      | $87206.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Euro-Buxl                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -22 | NC      | $45661.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        1877 | NS      | $102653.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3085.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $52.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                             | Taylor Wimpey plc                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |       11228 | NS      | $18309.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                              | Cloudflare, Inc., Class A                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |          79 | NS      | $15470.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                   | Block, Inc., Class A                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |         678 | NS      | $46056.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                  | Zoetis, Inc., Class A                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         176 | NS      | $27447.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | WIG20 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | PL        |         145 | NC      | $116559.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                              | Deutsche Bank AG (Registered)                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       12238 | NS      | $362800.79    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                 | Equinix, Inc.                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         444 | NS      | $353188.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2000000 | PA      | $-16802.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp.                                  | Cintas Corp.                                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1660 | NS      | $369964.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    27000000 | PA      | $-260166.57   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG        | Chocoladefabriken Lindt & Spruengli AG (Registered)        | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           1 | NS      | $166725.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                            | Best Buy Co., Inc.                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        1143 | NS      | $76729.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    10000000 | PA      | $-157810.36   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** BlackRock Variable Series Funds, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer