# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0002071691-26-007288
**Filing Date:** 2026-3
**Character Count:** 404304
**Document Hash:** 5780ae72a1db56cbac9d1debb419014a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007288.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007288

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779

**ORGANIZATION NAME:**
- **EIN:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 26803278

**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:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

### BLACKROCK TACTICAL OPPORTUNITIES FUND (Series ID: S000001870)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000004878 | INSTITUTIONAL  | PBAIX           |
| C000004879 | SERVICE        | PCBSX           |
| C000004880 | INVESTOR A     | PCBAX           |
| C000004882 | INVESTOR C     | BRBCX           |
| C000173964 | Class K Shares |  |

## 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 Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

- **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 Tactical Opportunities Fund

- **b. EDGAR series identifier (if any):** S000001870

- **c. LEI of Series:** 6FFMMI3AGWZH5SDXSF05

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4333178720.53

**Total Liabilities:** $162621419.47

**Net Assets:** $4170557301.06

**Cash Not Reported:** $2358820.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 26.76000000 | **1-Year:** 0.00000000 | **5-Year:** 92675.77000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -0.16000000 | **1-Year:** 0.00000000 | **5-Year:** 265182.46000000 | **10-Year:** -555963.06000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004879 | -0.52%               | 1.10%                | 0.64%                |
| Class ID C000004882 | -0.54%               | 1.03%                | 0.61%                |
| Class ID C000173964 | -0.44%               | 1.15%                | 0.63%                |
| Class ID C000004880 | -0.52%               | 1.11%                | 0.64%                |
| Class ID C000004878 | -0.51%               | 1.15%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2193219.51             | $10863720.94                               |
| Month 2  | $7855681.39              | $18404523.44                               |
| Month 3  | $15234722.93             | $51702935.00                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mexican Peso                                  | Mexican Peso                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |    187009674 | OU      | $10700942.64  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     97000000 | PA      | $-167585.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Intercontinental Exchange, Inc.                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        36099 | NS      | $6273284.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P/TSX 60 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |          202 | NC      | $-1204980.76  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp.                         | Thomson Reuters Corp.                                      | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        19183 | NS      | $2119547.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                  | Oracle Corp.                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        57546 | NS      | $9470920.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                         | Kraft Heinz Co. (The)                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        98447 | NS      | $2337131.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                     | Orange SA                                                  | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |        49644 | NS      | $922883.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                               | Eaton Corp. plc                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        33757 | NS      | $11862884.94  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  12170889675 | PA      | $2666204.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp.                                     | RLI Corp.                                                  | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |         1770 | NS      | $103421.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                  | Mizuho Financial Group, Inc.                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        93050 | NS      | $4040039.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                        | Monster Beverage Corp.                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        46895 | NS      | $3787240.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    407360000 | PA      | $-117072.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                   | nCino, Inc.                                                | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |         1780 | NS      | $38003.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group, Inc.                     | Versant Media Group, Inc.                                  | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |        10096 | NS      | $328927.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                            | Lam Research Corp.                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        36590 | NS      | $8542301.40   | 0.20%             |  |  |  | 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      | $640139.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                             | Mitsui & Co. Ltd.                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |        24300 | NS      | $793760.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                    | Archer-Daniels-Midland Co.                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        19516 | NS      | $1313621.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   1785577211 | PA      | $1472398.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                   | Euronext NV                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |         5128 | NS      | $718195.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1297000000 | PA      | $-247636.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     50400000 | PA      | $40471.49     | 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      | $525278.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                               | Norwegian Krone                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      1920359 | OU      | $199403.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        65296 | NS      | $9232854.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                       | Louisiana-Pacific Corp.                                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        89188 | NS      | $7468603.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class A                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       216856 | NS      | $73297328.00  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                   | Brinker International, Inc.                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |         4636 | NS      | $731189.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  25260000000 | PA      | $-48127.91    | -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      | $-178120.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                  | Experian plc                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        61889 | NS      | $2344029.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                     | United Therapeutics Corp.                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         3099 | NS      | $1454949.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                                  | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32184 | NS      | $1207865.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                 | Walmart, Inc.                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       159276 | NS      | $18976142.64  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc., Class A                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        25656 | NS      | $7416123.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.               | Interactive Brokers Group, Inc., Class A                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        24220 | NS      | $1813593.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                           | Valero Energy Corp.                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         3618 | NS      | $656413.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 123728000000 | PA      | $-842788.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  87636000000 | PA      | $-86617.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                    | Crowdstrike Holdings, Inc., Class A                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         1751 | NS      | $772900.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                          | SoftBank Group Corp.                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       234900 | NS      | $6414505.29   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      7000000 | PA      | $11112.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                    | Microchip Technology, Inc.                                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        16101 | NS      | $1222387.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                | Amphenol Corp., Class A                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        54450 | NS      | $7845156.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    460000000 | PA      | $-439036.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                  | Evolution AB                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         4932 | NS      | $320388.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                       | Robinhood Markets, Inc., Class A                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        21824 | NS      | $2171051.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd.                                   | Keppel Ltd.                                                | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       140900 | NS      | $1212138.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                  | AMETEK, Inc.                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         1826 | NS      | $408987.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                    | Chubb Ltd.                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        14125 | NS      | $4372535.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG | Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         6199 | NS      | $3757068.84   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3488497 | PA      | $-722291.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                          | Meritage Homes Corp.                                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        21457 | NS      | $1491476.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                   | Huntington Bancshares, Inc.                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        25416 | NS      | $444271.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     80000000 | PA      | $-1331.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                  | NVIDIA Corp.                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       820389 | NS      | $156800949.57 | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                    | PG&E Corp.                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       135196 | NS      | $2084722.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       312706 | NS      | $74830545.80  | 1.79%             |  |  |  | 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        |        42300 | NS      | $1441333.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                  | Unilever plc                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        39140 | NS      | $2662671.84   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                 | BioMarin Pharmaceutical, Inc.                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        25556 | NS      | $1444936.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                 | Ovintiv, Inc.                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |         7591 | NS      | $329980.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                            | Bloom Energy Corp., Class A                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |         5897 | NS      | $892628.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.                     | Mirati Therapeutics, Inc., CVR                             | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | Long             |  | CORP              | US        |         1004 | NS      | $793.16       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36519.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                | EPR Properties                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |         1596 | NS      | $86567.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                      | Sea Ltd., Class A                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        25251 | NS      | $2941488.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     98000000 | PA      | $-381948.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                           | Flowers Foods, Inc.                                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |         4004 | NS      | $45765.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                               | Advantest Corp.                                            | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        21400 | NS      | $3539273.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | U.S. Treasury Ultra Bond                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4403 | NC      | $11401440.02  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                   | Jabil, Inc.                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         6593 | NS      | $1563793.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     13000000 | PA      | $93597.81     | 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        |        12632 | NS      | $1582536.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                   | Xylem, Inc.                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |         2941 | NS      | $405475.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                            | nVent Electric plc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         3390 | NS      | $380561.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                         | AECOM                                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        28213 | NS      | $2720579.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand                                          | Rand                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |    100997366 | OU      | $6252255.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    118000000 | PA      | $-516158.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                             | RingCentral, Inc., Class A                                 | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |         1754 | NS      | $45393.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta plc                               | Antofagasta plc                                            | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        12120 | NS      | $600564.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.               | Hilton Worldwide Holdings, Inc.                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |         4249 | NS      | $1268368.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                     | NVR, Inc.                                                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |           56 | NS      | $427600.88    | 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      | $11582167.21  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Doximity, Inc.                                | Doximity, Inc., Class A                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20109 | NS      | $753484.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ING Groep NV                                  | ING Groep NV                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |        84761 | NS      | $2499680.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  24287422500 | PA      | $5236176.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                        | Northrop Grumman Corp.                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         1268 | NS      | $877785.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                   | NN Group NV                                                | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        49328 | NS      | $3910094.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                  | Tokyu Fudosan Holdings Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       104900 | NS      | $971322.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2408727811 | PA      | $-251686.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                     | KLA Corp.                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         3139 | NS      | $4482303.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd.              | Brookfield Asset Management Ltd., Class A                  | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |         7737 | NS      | $384606.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                          | ENEOS Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       667600 | NS      | $5642500.26   | 0.14%             |  |  |  | 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      | $307401.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd.                            | Futu Holdings Ltd.                                         | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         6117 | NS      | $994440.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13000000 | PA      | $33771.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                       | Vestas Wind Systems A/S                                    | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        41308 | NS      | $1252103.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OMX Stockholm 30 Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -15046 | NC      | $-7175893.78  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4924000000 | PA      | $-398626.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                              | Sony Group Corp.                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       418600 | NS      | $9229254.75   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        82611 | NS      | $4547735.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                     | Sampo OYJ, Class A                                         | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       136699 | NS      | $1524510.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                      | CSL Ltd.                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        15750 | NS      | $1984654.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    677000000 | PA      | $-39601.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                               | Eli Lilly & Co.                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        18051 | NS      | $18721594.65  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     45000000 | PA      | $-12573.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                 | Danaher Corp.                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         9629 | NS      | $2107691.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                 | Stryker Corp.                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         3869 | NS      | $1429827.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                    | Elastic NV                                                 | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |        20074 | NS      | $1323478.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                         | Harley-Davidson, Inc.                                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |         2534 | NS      | $50173.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                        | Howmet Aerospace, Inc.                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |         7079 | NS      | $1472998.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Infrastructure Holdings Ltd.               | CK Infrastructure Holdings Ltd.                            | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |        47000 | NS      | $386023.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       175071 | NS      | $59266785.63  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                   | Informa plc                                                | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        53512 | NS      | $645773.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    258000000 | PA      | $162012.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                | Commonwealth Bank of Australia                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        97772 | NS      | $10121441.92  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobileye Global, Inc.                         | Mobileye Global, Inc., Class A                             | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        66024 | NS      | $592895.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                  | Neurocrine Biosciences, Inc.                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         8268 | NS      | $1124944.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                   | Intel Corp.                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       234477 | NS      | $10896146.19  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                       | Boston Scientific Corp.                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        91593 | NS      | $8566693.29   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                  | Insmed, Inc.                                               | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |         1896 | NS      | $297425.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                   | James Hardie Industries plc                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |         2734 | NS      | $62854.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         7105 | NS      | $3544826.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.         | International Business Machines Corp.                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        28371 | NS      | $8701385.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     58000000 | PA      | $-31082.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                        | Julius Baer Group Ltd.                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         4236 | NS      | $353834.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85000000 | PA      | $-563450.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                    | Constellation Brands, Inc., Class A                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         5830 | NS      | $913561.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                 | Crane NXT Co.                                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |         1051 | NS      | $53096.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                     | Danone SA                                                  | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |         3673 | NS      | $287816.09    | 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      | $-32737.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                     | Sanofi SA                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        21718 | NS      | $2048522.84   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                              | GE Vernova, Inc.                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        17323 | NS      | $12582907.51  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                                 | ABIOMED, Inc., CVR                                         | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |          843 | NS      | $1955.76      | 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        |       195000 | NS      | $3464645.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                | Fortescue Ltd.                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       141230 | NS      | $2045133.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                       | GSK plc                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        67995 | NS      | $1758463.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6815000000 | PA      | $-645475.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                       | Republic Services, Inc.                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        26298 | NS      | $5656436.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                 | Brambles Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        41582 | NS      | $645465.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.            | Mettler-Toledo International, Inc.                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          702 | NS      | $964014.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                | Sumitomo Corp.                                             | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |        44700 | NS      | $1815226.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2520000000 | PA      | $2654097.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     24000000 | PA      | $66.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                   | Apple, Inc.                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       534282 | NS      | $138635493.36 | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co. Ltd.             | Daito Trust Construction Co. Ltd.                          | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |        28500 | NS      | $578476.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                     | Logitech International SA (Registered)                     | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |         6923 | NS      | $596431.19    | 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      | $440709.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                  | British American Tobacco plc                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       100472 | NS      | $6069875.38   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                               | thyssenkrupp AG                                            | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |       107555 | NS      | $1433787.87   | 0.03%             |  |  |  | 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        |        10776 | NS      | $1934399.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.               | Automatic Data Processing, Inc.                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         9107 | NS      | $2247789.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                   | Swedbank AB, Class A                                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        69991 | NS      | $2721268.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                | DoorDash, Inc., Class A                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        22142 | NS      | $4530696.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                  | Fiserv, Inc.                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        16663 | NS      | $1061932.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                            | Royalty Pharma plc, Class A                                | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |         8377 | NS      | $349153.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                            | Devon Energy Corp.                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        50234 | NS      | $2019909.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                          | NextEra Energy, Inc.                                       | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        41652 | NS      | $3661210.80   | 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      | $331822.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                     | Recruit Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        15100 | NS      | $795374.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     95000000 | PA      | $-58042.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    210300000 | PA      | $-26995.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                        | Southwest Airlines Co.                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        36070 | NS      | $1714046.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    526000000 | PA      | $-234427.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                              | Boeing Co. (The)                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        13593 | NS      | $3176955.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                      | Sartorius Stedim Biotech                                   | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |          989 | NS      | $221009.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    208000000 | PA      | $-2003555.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    555000000 | PA      | $-184768.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.               | Galaxy Entertainment Group Ltd.                            | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       150000 | NS      | $762114.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                           | Toll Brothers, Inc.                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         9275 | NS      | $1340144.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class A                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        13955 | NS      | $1015644.90   | 0.02%             |  |  |  | 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        |       663700 | NS      | $5836672.53   | 0.14%             |  |  |  | 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      | $-318651.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                            | SBI Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |        29600 | NS      | $669374.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                  | Danish Krone                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |      1113261 | OU      | $176698.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group plc                             | Compass Group plc                                          | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |        10391 | NS      | $311578.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  27122000000 | PA      | $-337447.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IBEX 35 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         -666 | NC      | $-2089622.39  | -0.05%            |  |  |  | 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      | $738730.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                            | Vodafone Group plc                                         | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |       229050 | NS      | $337327.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                 | Gartner, Inc.                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         9697 | NS      | $2032588.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings, Inc.                   | Liberty Live Holdings, Inc., Class C                       | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          991 | NS      | $81836.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                            | New Zealand Dollar                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       105779 | OU      | $63689.67     | 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      | $310572.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                           | BlackRock Cash Funds: Institutional, SL Agency Shares      | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |      7592072 | NS      | $7595867.70   | 0.18%             |  |  |  | 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        |          498 | NS      | $1231417.85   | 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      | $-112888.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                        | Mercedes-Benz Group AG                                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        46263 | NS      | $3161809.95   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     35000000 | PA      | $-209244.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     89000000 | PA      | $101791.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Canada 10-Year Bonds                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -13373 | NC      | $-1604771.58  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                 | Veralto Corp.                                              | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |         5591 | NS      | $553397.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    181000000 | PA      | $-64292.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                          | American Express Co.                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        17910 | NS      | $6307364.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                           | EssilorLuxottica SA                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         6569 | NS      | $2008117.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3502000000 | PA      | $-375431.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                       | Uber Technologies, Inc.                                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        46975 | NS      | $3760348.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                         | Spotify Technology SA                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        15037 | NS      | $7523762.95   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                              | Kroger Co. (The)                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        32559 | NS      | $2046333.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                      | Svenska Handelsbanken AB, Class A                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       436734 | NS      | $6885138.45   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        36272 | NS      | $7217765.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower, Inc.                               | Nextpower, Inc., Class A                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4912 | NS      | $575146.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                    | Digital Realty Trust, Inc.                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        24456 | NS      | $4058473.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        75129 | NS      | $4679034.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines, Inc.                    | Revolution Medicines, Inc.                                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |         3427 | NS      | $332247.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                         | MGIC Investment Corp.                                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |         9484 | NS      | $255309.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        38835 | NS      | $8825253.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     74643000 | PA      | $-111151.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                   | Groupe Bruxelles Lambert NV                                | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |        12752 | NS      | $1206626.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                             | Merck & Co., Inc.                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |         5279 | NS      | $582115.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        26841 | NS      | $14461662.39  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                  | Barclays plc                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |       612266 | NS      | $4086304.49   | 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      | $-212825.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corp.                                   | Fluor Corp.                                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |        15524 | NS      | $717053.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                      | Lloyds Banking Group plc                                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |       779216 | NS      | $1163528.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       201275 | NS      | $5275417.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    473000000 | PA      | $442200.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                 | Swedish Krona                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     96574474 | OU      | $10841927.99  | 0.26%             |  |  |  | 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        |        11494 | NS      | $233528.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp.                       | Liberty Broadband Corp., Class A                           | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |          358 | NS      | $17191.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingram Micro Holding Corp.                    | Ingram Micro Holding Corp.                                 | CUSIP: 457152106<br>LEI: 9845008639BC538AB065 | Long             | EC               | CORP              | US        |          378 | NS      | $7983.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings, Inc.                  | Howard Hughes Holdings, Inc.                               | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |          654 | NS      | $53405.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                      | XP, Inc., Class A                                          | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |         8718 | NS      | $170088.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    695000000 | PA      | $137870.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     65000000 | PA      | $140370.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                  | Pfizer, Inc.                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       328033 | NS      | $8673192.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                | BNP Paribas SA                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        62709 | NS      | $6780884.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                       | Lumentum Holdings, Inc.                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |         4194 | NS      | $1643376.96   | 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      | $62629.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp.                                  | Cameco Corp.                                               | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |         3426 | NS      | $423730.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                               | Confluent, Inc., Class A                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |          454 | NS      | $13865.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       103377 | NS      | $4370779.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    328000000 | PA      | $-201809.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    619000000 | PA      | $-400867.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.        | Bright Horizons Family Solutions, Inc.                     | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |         3441 | NS      | $318739.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                  | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |         2651 | NS      | $59601.77     | 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      | $-1690034.33  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                         | Las Vegas Sands Corp.                                      | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        59031 | NS      | $3112704.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    175000000 | PA      | $48133.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     54000000 | PA      | $67124.22     | 0.00%             |  |  |  | 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        |         6540 | NS      | $425558.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    179000000 | PA      | $-137044.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                    | Taylor Morrison Home Corp.                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        35310 | NS      | $2152144.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.             | Sumitomo Mitsui Trust Group, Inc.                          | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |       131800 | NS      | $4401961.76   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                        | Cie de Saint-Gobain SA                                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |         5144 | NS      | $507741.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SET50 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |        26377 | NC      | $7234024.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                   | Tesla, Inc.                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        70712 | NS      | $30435151.92  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    479000000 | PA      | $273292.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp.                           | IPG Photonics Corp.                                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |          583 | NS      | $53875.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     69782014 | PA      | $-1706785.63  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                              | Deutsche Post AG                                           | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        19943 | NS      | $1115382.24   | 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      | $-18269.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale              | Terna - Rete Elettrica Nazionale                           | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        33640 | NS      | $364533.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    347000000 | PA      | $-5728.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA           | Banca Monte dei Paschi di Siena SpA                        | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       195943 | NS      | $2032674.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                            | Under Armour, Inc., Class C                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |         4085 | NS      | $24795.95     | 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      | $-24606.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                 | Shimizu Corp.                                              | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        61800 | NS      | $1097501.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                      | Ipsen SA                                                   | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         1672 | NS      | $273146.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG        | Chocoladefabriken Lindt & Spruengli AG                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           21 | NS      | $301801.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    462000000 | PA      | $-137511.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                  | Sun Hung Kai Properties Ltd.                               | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |        43500 | NS      | $698561.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd.                         | Assured Guaranty Ltd.                                      | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |         1073 | NS      | $91044.05     | 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      | $74173.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                         | Arista Networks, Inc.                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        67169 | NS      | $9520534.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA                                      | Ageas SA                                                   | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        56228 | NS      | $3993899.01   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                    | Prudential Financial, Inc.                                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        10359 | NS      | $1150988.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    190000000 | PA      | $359835.68    | 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      | $-95099.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                    | Aegon Ltd.                                                 | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |       212757 | NS      | $1671097.01   | 0.04%             |  |  |  | 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        |       124100 | NS      | $3161768.18   | 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      | $186709.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | FTSE 100 Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         3794 | NC      | $16780165.35  | 0.40%             |  |  |  | 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      | $-59157.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                     | Thales SA                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         2525 | NS      | $772967.98    | 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      | $-208155.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                  | UBS Group AG (Registered)                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       172149 | NS      | $8145298.43   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                      | Marvell Technology, Inc.                                   | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44002 | NS      | $3472637.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        16288 | NS      | $3116057.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                    | Hexagon AB, Class B                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        22747 | NS      | $256473.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        13024 | NS      | $280276.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     56000000 | PA      | $-133442.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                              | Severn Trent plc                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        10850 | NS      | $435798.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |         6301 | NS      | $631612.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                       | Eni SpA                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |        56546 | NS      | $1155751.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1378000000 | PA      | $848897.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                      | Vinci SA                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |         8731 | NS      | $1255384.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                            | Publicis Groupe SA                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         3902 | NS      | $389998.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.             | Solstice Advanced Materials, Inc.                          | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |         5009 | NS      | $309405.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                              | Dutch Bros, Inc., Class A                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12674 | NS      | $689338.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                | Assurant, Inc.                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         2113 | NS      | $503168.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                              | DraftKings, Inc., Class A                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        20770 | NS      | $571382.70    | 0.01%             |  |  |  | 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        |         7717 | NS      | $4980587.65   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                              | Globe Life, Inc.                                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |         3590 | NS      | $503389.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                             | Essent Group Ltd.                                          | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |        30849 | NS      | $1941019.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                      | Panasonic Holdings Corp.                                   | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       481900 | NS      | $6607185.35   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    888000000 | PA      | $863966.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                               | KKR & Co., Inc.                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |         7155 | NS      | $817530.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX plc                                      | RELX plc                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        24252 | NS      | $859782.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                             | HF Sinclair Corp.                                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |         8136 | NS      | $422990.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                              | NU Holdings Ltd., Class A                                  | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |        95548 | NS      | $1695977.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                | Prudential plc                                             | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |        74445 | NS      | $1222777.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                         | Mitsui OSK Lines Ltd.                                      | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        43500 | NS      | $1363505.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)          | Hartford Insurance Group, Inc. (The)                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        11510 | NS      | $1554540.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                    | Lamb Weston Holdings, Inc.                                 | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        19261 | NS      | $884657.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2128000000 | PA      | $-173237.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                       | Progressive Corp. (The)                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        46727 | NS      | $9719216.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    128000000 | PA      | $-45802.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                              | Pro Medicus Ltd.                                           | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |         4629 | NS      | $591786.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                  | Glencore plc                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       246847 | NS      | $1682843.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                        | CK Asset Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |        84500 | NS      | $495012.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                   | Warner Bros Discovery, Inc.                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        68095 | NS      | $1875336.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    901500000 | PA      | $-683108.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                          | Schindler Holding AG                                       | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         3701 | NS      | $1428003.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk, Inc. (The)                        | Trade Desk, Inc. (The), Class A                            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        38766 | NS      | $1175772.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                       | Croda International plc                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |         3304 | NS      | $123470.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                        | Home Depot, Inc. (The)                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        13561 | NS      | $5079814.99   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                           | General Mills, Inc.                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        13127 | NS      | $607255.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     65000000 | PA      | $-59411.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1075000000 | PA      | $-1575732.49  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                      | QBE Insurance Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        73883 | NS      | $1012623.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4546500000 | PA      | $-702221.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                     | Airbus SE                                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        14055 | NS      | $3217892.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14750000 | PA      | $22672.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                       | Daiichi Sankyo Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        15700 | NS      | $287618.18    | 0.01%             |  |  |  | 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        |        19183 | NS      | $400643.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                        | AXA SA                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        79982 | NS      | $3647110.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc., Class A                             | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |          687 | NS      | $23199.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                | Comerica, Inc.                                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |         1263 | NS      | $111990.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc.                                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        22317 | NS      | $923031.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  58795000000 | PA      | $-173498.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                   | Helvetia Baloise Holding AG                                | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |          356 | NS      | $90288.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                         | Schneider Electric SE                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        17120 | NS      | $4908337.75   | 0.12%             |  |  |  | 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      | $18041.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                       | M&G plc                                                    | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        76477 | NS      | $324205.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                           | Tokyo Electron Ltd.                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        14900 | NS      | $3970240.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                                | Coherent Corp.                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |         1435 | NS      | $304478.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                       | Bank Leumi Le-Israel BM                                    | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        49198 | NS      | $1182687.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                      | Skyworks Solutions, Inc.                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        53289 | NS      | $2971394.64   | 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      | $3941095.85   | 0.09%             |  |  |  | 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      | $-145551.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                        | Trane Technologies plc                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         2881 | NS      | $1211690.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                         | Dentsply Sirona, Inc.                                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |         4314 | NS      | $53795.58     | 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      | $436414.38    | 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      | $2918.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                | Rheinmetall AG                                             | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         1919 | NS      | $4066068.65   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Seaboard Corp.                                | Seaboard Corp.                                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |            5 | NS      | $25411.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                | VeriSign, Inc.                                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        20659 | NS      | $5045547.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco, Inc.                       | Great-West Lifeco, Inc.                                    | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        20493 | NS      | $959294.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                 | Hologic, Inc.                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |         3878 | NS      | $290578.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One       | Liberty Media Corp.-Liberty Formula One, Class A           | CUSIP: 531229771<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |          490 | NS      | $39048.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)      | PNC Financial Services Group, Inc. (The)                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         4082 | NS      | $911510.60    | 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      | $45480.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                      | Hermes International SCA                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          991 | NS      | $2384345.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9000000 | PA      | $35473.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                    | Cincinnati Financial Corp.                                 | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         3787 | NS      | $609290.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings, Inc.                         | Resona Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       138400 | NS      | $1613762.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                | Lehman Brothers Holdings, Inc., Capital Trust VII          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |       110000 | PA      | $0.01         | 0.00%             | 2049-11-29      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| CarMax, Inc.                                  | CarMax, Inc.                                               | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16009 | NS      | $713040.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                     | Amundi SA                                                  | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         2815 | NS      | $250279.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                  | Hitachi Ltd.                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       143300 | NS      | $4972529.48   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EURO STOXX 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1100 | NC      | $-1697380.11  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                            | Banco Santander SA                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       279580 | NS      | $3569696.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        49829 | NS      | $14176848.79  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                             | First Solar, Inc.                                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         3725 | NS      | $840062.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1383000000 | PA      | $917789.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                    | Eiffage SA                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         3884 | NS      | $576025.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                         | Westpac Banking Corp.                                      | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |        25719 | NS      | $691046.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                          | Viking Holdings Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        30775 | NS      | $2220416.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                  | Chipotle Mexican Grill, Inc.                               | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |        38344 | NS      | $1490431.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                   | Adobe, Inc.                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        25834 | NS      | $7575820.50   | 0.18%             |  |  |  | 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        |        54298 | NS      | $3224174.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                | Air Liquide SA                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |         7414 | NS      | $1388363.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                   | Carvana Co., Class A                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         3845 | NS      | $1542267.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Knollwood CDO Ltd.                            | Knollwood CDO Ltd., Series 2004-1A, Class C                | CUSIP: 499169AD2<br>LEI: 549300E24U6UCPJEUI87 | Long             | ABS-CBDO         | CORP              | KY        |       237640 | PA      | $0.24         | 0.00%             | 2039-01-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.               | Ultragenyx Pharmaceutical, Inc.                            | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |         1895 | NS      | $45612.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                           | Imperial Brands plc                                        | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        56701 | NS      | $2388120.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                            | Altria Group, Inc.                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       303302 | NS      | $18801690.98  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1834500000 | PA      | $-1423761.93  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    390000000 | PA      | $-52123.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                           | Vertiv Holdings Co., Class A                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        28815 | NS      | $5364776.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     31000000 | PA      | $1037.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies, Inc.                   | ZoomInfo Technologies, Inc.                                | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |         6441 | NS      | $51850.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                          | Banco de Sabadell SA                                       | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       130163 | NS      | $510601.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14750000 | PA      | $12849.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                  | ROBLOX Corp., Class A                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |        33723 | NS      | $2217624.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                  | Daiwa Securities Group, Inc.                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        55700 | NS      | $542762.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                       | Aristocrat Leisure Ltd.                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       101075 | NS      | $3754910.02   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5695438 | PA      | $87999.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    116000000 | PA      | $-1741862.03  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                             | Wolters Kluwer NV                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        18497 | NS      | $1736925.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                        | General Dynamics Corp.                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        22588 | NS      | $7930420.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                          | Dollar General Corp.                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        23546 | NS      | $3377202.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA   | Mediobanca Banca di Credito Finanziario SpA                | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |        15327 | NS      | $320852.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    410000000 | PA      | $-51193.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    823680070 | PA      | $267605.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity plc                           | TE Connectivity plc                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        23724 | NS      | $5285232.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                   | Sysco Corp.                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        19772 | NS      | $1657882.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                | Huntsman Corp.                                             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |         3503 | NS      | $37902.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.               | Universal Health Services, Inc., Class B                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         6375 | NS      | $1283032.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                  | Royal Caribbean Cruises Ltd.                               | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |         4773 | NS      | $1549554.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                 | Alfa Laval AB                                              | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |        10087 | NS      | $584262.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                        | Eurofins Scientific SE                                     | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         3330 | NS      | $269373.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                     | Tesco plc                                                  | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       161360 | NS      | $938921.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashland, Inc.                                 | Ashland, Inc.                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |         1039 | NS      | $63545.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5151000000 | PA      | $-23032.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                  | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       193532 | NS      | $4351131.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    220941176 | PA      | $406675.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                 | Kyocera Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        26600 | NS      | $399074.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                           | CNA Financial Corp.                                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |          476 | NS      | $22781.36     | 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      | $-371785.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                           | Newell Brands, Inc.                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |         8864 | NS      | $37672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                  | Natera, Inc.                                               | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |         8950 | NS      | $2068703.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     78970000 | PA      | $5018.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     33600000 | PA      | $-20164.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                    | MSCI, Inc.                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         2703 | NS      | $1646721.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          279 | NC      | $21120.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                    | Sherwin-Williams Co. (The)                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         4829 | NS      | $1712556.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                | Celanese Corp.                                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |         3598 | NS      | $159895.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                | Commerzbank AG                                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        52022 | NS      | $2138350.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                      | Snam SpA                                                   | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        47547 | NS      | $326775.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    455108400 | PA      | $-41860.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        99553 | NS      | $11519277.63  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     70030000 | PA      | $25609.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 139937000000 | PA      | $-1434926.70  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                  | 3i Group plc                                               | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        27177 | NS      | $1248487.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                        | BP plc                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       300200 | NS      | $1903435.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                   | Swiss Franc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      1988061 | OU      | $2571711.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    630000000 | PA      | $-110950.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                  | Airbnb, Inc., Class A                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        28729 | NS      | $3716670.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.             | Singapore Telecommunications Ltd.                          | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       560000 | NS      | $2020867.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    763000000 | PA      | $-514131.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     13000000 | PA      | $120729.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  95110000000 | PA      | $-709052.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   1340197481 | PA      | $-26031954.54 | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                     | QIAGEN NV                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        21936 | NS      | $1177305.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                    | Renault SA                                                 | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |         3825 | NS      | $144353.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                        | EDP SA                                                     | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       336588 | NS      | $1721125.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     69000000 | PA      | $-17120.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                  | LyondellBasell Industries NV, Class A                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |         6426 | NS      | $314874.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                            | Under Armour, Inc., Class A                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |         3982 | NS      | $24568.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Corteva, Inc.                                 | Corteva, Inc.                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       174942 | NS      | $12735777.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                          | Exact Sciences Corp.                                       | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |         8369 | NS      | $856483.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    254000000 | PA      | $-3054804.43  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | FTSE/JSE Top 40 Index                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |          750 | NC      | $1176318.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings, Inc.                   | Liberty Live Holdings, Inc., Class A                       | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          414 | NS      | $33302.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                     | ExlService Holdings, Inc.                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        56736 | NS      | $2221214.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                 | Sandisk Corp.                                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7189 | NS      | $4142661.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                    | Legrand SA                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |         8372 | NS      | $1336656.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                     | Israel Discount Bank Ltd., Class A                         | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        25021 | NS      | $294781.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                            | Computershare Ltd.                                         | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        19525 | NS      | $443423.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                              | S&P Global, Inc.                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        12843 | NS      | $6778406.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                        | Encompass Health Corp.                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        36239 | NS      | $3425672.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd.                                     | Nova Ltd.                                                  | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |         1113 | NS      | $509575.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.          | White Mountains Insurance Group Ltd.                       | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |           54 | NS      | $110426.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                           | Yen                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   5488339334 | OU      | $35463552.17  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                             | Eversource Energy                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        14843 | NS      | $1026096.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd.                      | Tower Semiconductor Ltd.                                   | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |         2781 | NS      | $374684.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wesfarmers Ltd.                               | Wesfarmers Ltd.                                            | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        68620 | NS      | $3958452.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                | AutoZone, Inc.                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          375 | NS      | $1389108.75   | 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      | $-1704856.64  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                           | Japan Tobacco, Inc.                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       219300 | NS      | $7925873.84   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    257280000 | PA      | $-48453.77    | -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      | $-27778.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                          | Otis Worldwide Corp.                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        17716 | NS      | $1513300.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                            | Brown-Forman Corp., Class A                                | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         1028 | NS      | $28609.24     | 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      | $-87045.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                     | Gecina SA                                                  | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         1657 | NS      | $152197.62    | 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      | $-701904.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    138000000 | PA      | $-2353266.49  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class B                                         | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        13232 | NS      | $867622.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                     | BlackRock Liquidity Funds, T-Fund, Institutional Class     | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |     45005110 | NS      | $45005108.64  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                | Broadcom, Inc.                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       169901 | NS      | $56288201.30  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                               | Canadian Dollar                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     46964480 | OU      | $34490860.40  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                | McKesson Corp.                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         8086 | NS      | $6721164.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                 | Datadog, Inc., Class A                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |         4108 | NS      | $531246.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec, Inc.                                 | Stantec, Inc.                                              | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |         3044 | NS      | $301661.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                     | ADT, Inc.                                                  | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7045 | NS      | $56360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     29000000 | PA      | $18841.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp.                                | Teradata Corp.                                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |         2048 | NS      | $58408.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                    | Sarepta Therapeutics, Inc.                                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |         2698 | NS      | $54877.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                           | Societe Generale SA                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        40993 | NS      | $3592196.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Marex Group plc                               | Marex Group plc                                            | CUSIP: N/A<br>LEI: 549300DWX0SVICJAL507       | Long             | EC               | CORP              | GB        |        53311 | NS      | $2104718.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | U.S. Treasury 10-Year Note                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        15761 | NC      | $-3589957.30  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8880500000 | PA      | $-903804.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                      | ABB Ltd. (Registered)                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       142322 | NS      | $12253652.67  | 0.29%             |  |  |  | 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        |        33898 | NS      | $3781054.64   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                               | BAE Systems plc                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       130599 | NS      | $3545363.76   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5582000000 | PA      | $-400107.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                               | Danske Bank A/S                                            | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |         8931 | NS      | $455016.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                        | Alaska Air Group, Inc.                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        22091 | NS      | $1122885.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp.                                     | Kao Corp.                                                  | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        20200 | NS      | $808050.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        70238 | NS      | $50325527.00  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                 | Medtronic plc                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        46204 | NS      | $4757163.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                 | Koninklijke Ahold Delhaize NV                              | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        40392 | NS      | $1579333.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MDU Resources Group, Inc.                     | MDU Resources Group, Inc.                                  | CUSIP: 552690109<br>LEI: 549300MA0UV6AI6SNV27 | Long             | EC               | CORP              | US        |         4340 | NS      | $89013.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                | United Airlines Holdings, Inc.                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        46113 | NS      | $4718282.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                | Air Products & Chemicals, Inc.                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         3092 | NS      | $842570.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4879000000 | PA      | $-536301.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                       | Saab AB, Class B                                           | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        38163 | NS      | $2977587.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        14557 | NS      | $3186964.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                        | Costco Wholesale Corp.                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        17208 | NS      | $16179822.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2027162162 | PA      | $-224202.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.           | Teva Pharmaceutical Industries Ltd.                        | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        20067 | NS      | $683883.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                        | BWX Technologies, Inc.                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |         1933 | NS      | $397096.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    216000000 | PA      | $-3195585.15  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     37000000 | PA      | $22774.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2691000000 | PA      | $226755.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 335456000000 | PA      | $-1856537.78  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    164000000 | PA      | $-1263830.71  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TFS Financial Corp.                           | TFS Financial Corp.                                        | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1094 | NS      | $15398.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400000000 | PA      | $-4071733.58  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1000000 | PA      | $2317.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp.                              | Concentrix Corp.                                           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |          993 | NS      | $37088.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                   | DoubleVerify Holdings, Inc.                                | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3107 | NS      | $33617.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos. Ltd.                              | Loblaw Cos. Ltd.                                           | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        28912 | NS      | $1300949.76   | 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      | $-1010469.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                            | Sekisui House Ltd.                                         | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |       130700 | NS      | $2912884.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                               | ASML Holding NV                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        16951 | NS      | $24306141.24  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Euro-BTP                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1850 | NC      | $898713.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc.                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         6943 | NS      | $1501979.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.             | Philip Morris International, Inc.                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        96718 | NS      | $17355077.92  | 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      | $-29920.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                          | Sage Group plc (The)                                       | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |        14841 | NS      | $194613.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                           | Qantas Airways Ltd.                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |       133529 | NS      | $933585.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                  | Leonardo SpA                                               | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |         4817 | NS      | $321903.92    | 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      | $-5743742.09  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                  | Kubota Corp.                                               | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |        60800 | NS      | $931557.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                | BPER Banca SpA                                             | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |        35298 | NS      | $497117.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                | Carnival Corp.                                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        86549 | NS      | $2598200.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                           | Sonoco Products Co.                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |         2093 | NS      | $100464.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                             | Robert Half, Inc.                                          | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |         2949 | NS      | $102064.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                 | Alnylam Pharmaceuticals, Inc.                              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         2166 | NS      | $732237.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                       | DBS Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |        63760 | NS      | $2963714.93   | 0.07%             |  |  |  | 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      | $-330011.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    146000000 | PA      | $319454.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                   | Reckitt Benckiser Group plc                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        12773 | NS      | $1064755.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon, Inc.                                   | Canon, Inc.                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        58000 | NS      | $1765455.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                   | Palantir Technologies, Inc., Class A                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        65572 | NS      | $9612199.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    224000000 | PA      | $22257.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                        | Keurig Dr Pepper, Inc.                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       113801 | NS      | $3122699.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group plc                            | Kingspan Group plc                                         | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         1676 | NS      | $145937.04    | 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      | $-114549.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    721060000 | PA      | $-281652.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    356720000 | PA      | $-78150.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                           | Intesa Sanpaolo SpA                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       889833 | NS      | $6299476.45   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                        | Invitation Homes, Inc.                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50407 | NS      | $1347379.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                       | Arch Capital Group Ltd.                                    | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |        17886 | NS      | $1717771.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                 | Comcast Corp., Class A                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       252403 | NS      | $7508989.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                 | GoDaddy, Inc., Class A                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        10331 | NS      | $1038472.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 182027000000 | PA      | $-1257468.08  | -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      | $337347.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                          | Conagra Brands, Inc.                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       100838 | NS      | $1866511.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                    | Woodside Energy Group Ltd.                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        52756 | NS      | $931486.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 264232000000 | PA      | $189392.41    | 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        |          414 | NC      | $57890.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp.                                  | Otsuka Corp.                                               | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |        37400 | NS      | $741510.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    820000000 | PA      | $-96384.50    | -0.00%            |  |  |  | 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        |       311700 | NS      | $10968863.61  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                            | Nippon Steel Corp.                                         | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       176500 | NS      | $735484.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                      | Motorola Solutions, Inc.                                   | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        36233 | NS      | $14585231.82  | 0.35%             |  |  |  | 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        |        70900 | NS      | $1131205.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EURO STOXX 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          285 | NC      | $-293891.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce, Inc.                                | Dayforce, Inc.                                             | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |         1261 | NS      | $87349.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.           | Hong Kong Exchanges & Clearing Ltd.                        | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |        20300 | NS      | $1119161.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                    | United Utilities Group plc                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        26318 | NS      | $450709.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SPI 200 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -1592 | NC      | $-2818513.39  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                         | STMicroelectronics NV                                      | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        40167 | NS      | $1134238.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                             | Nintendo Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        13000 | NS      | $805032.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                         | Cardinal Health, Inc.                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        22483 | NS      | $4831147.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                    | News Corp., Class B                                        | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |         2426 | NS      | $75448.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                               | RB Global, Inc.                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |         3924 | NS      | $445648.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                        | SAP SE                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        42192 | NS      | $8428630.22   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                           | Expedia Group, Inc.                                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13009 | NS      | $3445303.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                              | Blackstone, Inc.                                           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        22897 | NS      | $3260990.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                            | UWM Holdings Corp., Class A                                | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1951 | NS      | $9579.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                    | Diageo plc                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |        34042 | NS      | $783316.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                 | Netflix, Inc.                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       223314 | NS      | $18644485.86  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                              | Hong Kong Dollar                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     86857864 | OU      | $11118375.89  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                               | API Group Corp.                                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        34395 | NS      | $1429800.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| New Israeli Sheqel                            | New Israeli Sheqel                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |      4936520 | OU      | $1592605.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik, Inc.                                  | Rubrik, Inc., Class A                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |         9526 | NS      | $532979.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | WIG20 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | PL        |        -1275 | NC      | $-644867.35   | -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        |        41800 | NS      | $607295.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                     | NEC Corp.                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       115800 | NS      | $3925580.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       157739 | NS      | $8850735.29   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                          | Dassault Systemes SE                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        19548 | NS      | $537664.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                        | Tenet Healthcare Corp.                                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        18387 | NS      | $3480291.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8330000000 | PA      | $-97566.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       107920 | NS      | $9765680.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  72567000000 | PA      | $-328537.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.               | Brookfield Infrastructure Corp., Class A                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |        10595 | NS      | $506698.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                     | Rockwell Automation, Inc.                                  | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         4399 | NS      | $1854838.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp.                    | Brookfield Renewable Corp.                                 | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |         2887 | NS      | $120214.68    | 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      | $141471.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Euro-Bund                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        16569 | NC      | $3691870.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                         | Deutsche Lufthansa AG (Registered)                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |        46448 | NS      | $478483.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Co. plc                               | Perrigo Co. plc                                            | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |         2893 | NS      | $41109.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                      | LY Corp.                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       263500 | NS      | $674671.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4546500000 | PA      | $-713332.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.         | Alexandria Real Estate Equities, Inc.                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        39023 | NS      | $2132216.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                       | WPP plc                                                    | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |        13380 | NS      | $55503.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                           | Cisco Systems, Inc.                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       173758 | NS      | $13608726.56  | 0.33%             |  |  |  | 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      | $-38217.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.          | Mitsubishi UFJ Financial Group, Inc.                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       558700 | NS      | $10118262.96  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                          | Travel + Leisure Co.                                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |         1403 | NS      | $97564.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      7000000 | PA      | $-7342.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                         | Matador Resources Co.                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |          939 | NS      | $42480.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                               | Starbucks Corp.                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        30931 | NS      | $2844105.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.              | Mitsubishi Heavy Industries Ltd.                           | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       178000 | NS      | $5241021.19   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                 | Stellantis NV                                              | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |        39014 | NS      | $382822.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    198000000 | PA      | $-4718.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                 | PepsiCo, Inc.                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        55151 | NS      | $8472848.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                 | Corning, Inc.                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |         7156 | NS      | $738857.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                           | Liberty Global Ltd., Class C                               | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |         3265 | NS      | $36176.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                     | KBR, Inc.                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |         7528 | NS      | $322273.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     50000000 | PA      | $-129701.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                   | Seven & i Holdings Co. Ltd.                                | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |        54600 | NS      | $781905.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                         | Kioxia Holdings Corp.                                      | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |         4300 | NS      | $588181.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YETI Holdings, Inc.                           | YETI Holdings, Inc.                                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |         1818 | NS      | $83100.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                        | Cleveland-Cliffs, Inc.                                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |        29337 | NS      | $403677.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                  | Casey's General Stores, Inc.                               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         1002 | NS      | $607713.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                              | Bank Hapoalim BM                                           | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        43263 | NS      | $1069523.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       120762 | NS      | $36939888.18  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2692000000 | PA      | $-1704526.28  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     42000000 | PA      | $-11259.76    | -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      | $-134555.56   | -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      | $28944.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Koruna                                  | Czech Koruna                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |      3800262 | OU      | $185079.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                    | Acciona SA                                                 | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |         1051 | NS      | $225876.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IFSC NIFTY 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         -426 | NC      | $41796.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                           | Erste Group Bank AG                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |         6548 | NS      | $851298.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        51763 | NS      | $24873674.39  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     49000000 | PA      | $-657557.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                    | Haleon plc                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |        83811 | NS      | $438323.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        54366 | NS      | $9938104.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                         | Nomura Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       325100 | NS      | $2946166.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                         | Affirm Holdings, Inc., Class A                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12901 | NS      | $777930.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                          | PPG Industries, Inc.                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        12250 | NS      | $1416467.50   | 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      | $511658.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                  | Ferrovial SE                                               | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        33625 | NS      | $2271204.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    284328333 | PA      | $-840954.29   | -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      | $627467.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                    | Vonovia SE                                                 | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        54042 | NS      | $1582311.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                  | Advanced Micro Devices, Inc.                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        74940 | NS      | $17740546.20  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                 | Certara, Inc.                                              | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2605 | NS      | $22897.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    216000000 | PA      | $35916.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   1527680450 | PA      | $-43505573.36 | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                    | Constellation Energy Corp.                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         8491 | NS      | $2383253.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                    | Ball Corp.                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |         5528 | NS      | $314377.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                     | Holcim AG                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |         3740 | NS      | $385477.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     50000000 | PA      | $-138495.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    281000000 | PA      | $-531606.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Australia 10-Year Bonds                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -11886 | NC      | $-2263040.88  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         2025 | NS      | $540796.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                          | Analog Devices, Inc.                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        28962 | NS      | $9003706.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    454000000 | PA      | $-616658.58   | -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      | $-209916.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National, Inc.                      | Schneider National, Inc., Class B                          | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |          991 | NS      | $26598.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     78000000 | PA      | $-119948.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                 | Schroders plc                                              | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        67265 | NS      | $416621.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                          | Macquarie Group Ltd.                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        36370 | NS      | $5337654.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                       | Applied Materials, Inc.                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        18702 | NS      | $6028028.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                             | National Grid plc                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |        98370 | NS      | $1671262.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                  | Wix.com Ltd.                                               | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |        10888 | NS      | $945513.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                              | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         7446 | NS      | $3385993.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                    | Allianz SE (Registered)                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        24296 | NS      | $10698067.53  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    133000000 | PA      | $-9702.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                    | Edenred SE                                                 | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |         5256 | NS      | $110091.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                   | Denso Corp.                                                | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        70800 | NS      | $982333.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  38249636250 | PA      | $8935833.51   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                | Penumbra, Inc.                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |          459 | NS      | $164400.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                     | Epiroc AB, Class A                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        16842 | NS      | $472134.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                            | ANA Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |        17300 | NS      | $335878.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                  | Exelon Corp.                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        12516 | NS      | $560466.48    | 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      | $1269.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     47500000 | PA      | $-6186.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      9473354 | PA      | $-1755487.26  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                    | KDDI Corp.                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        71600 | NS      | $1208892.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                 | Chevron Corp.                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51694 | NS      | $9144668.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     47500000 | PA      | $-3914.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                             | Cigna Group (The)                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        14468 | NS      | $3965823.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                            | Credit Agricole SA                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        33021 | NS      | $715117.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness, Inc.                          | Planet Fitness, Inc., Class A                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |         5011 | NS      | $456201.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc               | Seagate Technology Holdings plc                            | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |         1149 | NS      | $468435.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                        | SGS SA (Registered)                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        18526 | NS      | $2229779.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| American Airlines Group, Inc.                 | American Airlines Group, Inc.                              | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |        76745 | NS      | $1020708.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 124770000000 | PA      | $-988375.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                             | Australian Dollar                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     64131676 | OU      | $44658092.43  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                         | Delta Air Lines, Inc.                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       104075 | NS      | $6857501.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty, Inc.                             | GCI Liberty, Inc., Class A                                 | CUSIP: 36164V602<br>LEI: 549300N3IE9H88Q20221 | Long             | EC               | CORP              | US        |           71 | NS      | $2660.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                       | ANZ Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |        90282 | NS      | $2296805.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey, Inc.                          | Houlihan Lokey, Inc., Class A                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |         8938 | NS      | $1504444.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.             | American Electric Power Co., Inc.                          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         4692 | NS      | $561984.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9612534720 | PA      | $63600.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOK Financial Corp.                           | BOK Financial Corp.                                        | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |          485 | NS      | $63020.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    195000000 | PA      | $53045.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp.                                 | Vontier Corp.                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |         3201 | NS      | $120037.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                               | Bunge Global SA                                            | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |         9745 | NS      | $1109760.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5732772189 | PA      | $-650904.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1123000000 | PA      | $-155020.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    249000000 | PA      | $-139705.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd.                                     | Flex Ltd.                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |        40510 | NS      | $2553750.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                       | E.ON SE                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       225804 | NS      | $4789271.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                | Lehman Brothers Holdings, Inc.                             | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |       190000 | PA      | $0.02         | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    321176197 | PA      | $526979.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Euro-Bund                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -3494 | NC      | $1036517.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                    | Charles Schwab Corp. (The)                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       105380 | NS      | $10951089.60  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                         | Southern Copper Corp.                                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         1930 | NS      | $367317.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      5000000 | PA      | $-80212.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    603000000 | PA      | $-1528957.10  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                     | Shell plc                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       128467 | NS      | $4938208.69   | 0.12%             |  |  |  | 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      | $-1453553.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                  | Lennar Corp., Class A                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         9837 | NS      | $1075675.95   | 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      | $-332987.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     12000000 | PA      | $82865.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                   | Berkeley Group Holdings plc                                | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |         7381 | NS      | $417017.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                | Nomura Research Institute Ltd.                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        18100 | NS      | $550609.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                             | Tyson Foods, Inc., Class A                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |         7137 | NS      | $466260.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.               | MSC Industrial Direct Co., Inc., Class A                   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |          980 | NS      | $82653.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                   | Park Hotels & Resorts, Inc.                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |         4383 | NS      | $47906.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | U.S. Treasury 5-Year Note                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          675 | NC      | $109514.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                               | Nippon Yusen KK                                            | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        32000 | NS      | $1051676.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  35081608800 | PA      | $4704923.02   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                  | Vistra Corp.                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         4986 | NS      | $789533.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                              | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |          748 | NS      | $345666.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     16000000 | PA      | $84061.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                        | Hayward Holdings, Inc.                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3009 | NS      | $48565.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                      | Mowi ASA                                                   | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        14597 | NS      | $336491.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                             | Wynn Resorts Ltd.                                          | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         4255 | NS      | $457199.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                       | Micron Technology, Inc.                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        50128 | NS      | $20797104.64  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd.                       | Singapore Airlines Ltd.                                    | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |       110300 | NS      | $550619.64    | 0.01%             |  |  |  | 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        |       136274 | NS      | $3459134.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.                      | Sun Life Financial, Inc.                                   | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |         6685 | NS      | $421233.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                       | Veolia Environnement SA                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        22574 | NS      | $846687.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                     | Segro plc                                                  | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |        25857 | NS      | $269393.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6812090 | PA      | $-160429.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                        | Verisk Analytics, Inc.                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         5953 | NS      | $1294539.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                   | Teledyne Technologies, Inc.                                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         3220 | NS      | $1997366.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                   | Tokio Marine Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        66900 | NS      | $2493533.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                | Duolingo, Inc., Class A                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4452 | NS      | $596835.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2449200000 | PA      | $-3246411.34  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | FTSE/MIB Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          215 | NC      | $723306.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                 | Viatris, Inc.                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |        26237 | NS      | $343442.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                      | Guidewire Software, Inc.                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |         3570 | NS      | $502513.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     77000000 | PA      | $-498635.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    164165031 | PA      | $112658.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                     | Arkema SA                                                  | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |         2623 | NS      | $157962.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                            | Toyota Motor Corp.                                         | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       320800 | NS      | $7271094.70   | 0.17%             |  |  |  | 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      | $155481.26    | 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      | $54571.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                           | Coca-Cola Co. (The)                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       116810 | NS      | $8738556.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                       | Tokyo Tatemono Co. Ltd.                                    | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |        45700 | NS      | $1075423.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    125000000 | PA      | $-273976.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     90000000 | PA      | $-442089.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                       | DuPont de Nemours, Inc.                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        20101 | NS      | $882835.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                             | Caterpillar, Inc.                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         7299 | NS      | $4798070.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.              | Reynolds Consumer Products, Inc.                           | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |         1148 | NS      | $26599.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                    | Genmab A/S                                                 | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         3563 | NS      | $1160773.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                      | Zebra Technologies Corp., Class A                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         2199 | NS      | $516721.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                     | Janus Henderson Group plc                                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |         3837 | NS      | $184674.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.              | SS&C Technologies Holdings, Inc.                           | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |         6521 | NS      | $534004.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85000000 | PA      | $-34807.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                   | Marsh & McLennan Cos., Inc.                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        53147 | NS      | $10001733.93  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                      | Infineon Technologies AG                                   | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |        14334 | NS      | $700681.99    | 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      | $-298103.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                | AppLovin Corp., Class A                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         2683 | NS      | $1269354.13   | 0.03%             |  |  |  | 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        |       791900 | NS      | $9528791.64   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                              | ServiceNow, Inc.                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        29757 | NS      | $3481866.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 110606000000 | PA      | $-1198216.65  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                        | Norfolk Southern Corp.                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         6661 | NS      | $1939949.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARM Holdings plc                              | ARM Holdings plc                                           | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |        27187 | NS      | $2864422.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  50584000000 | PA      | $-668415.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        11880 | NS      | $6263017.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                     | Millrose Properties, Inc., Class A                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5009 | NS      | $149268.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International, Inc.                       | TFI International, Inc.                                    | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         6064 | NS      | $651669.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                        | Forint                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |     10822540 | OU      | $33633.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                              | Singapore Dollar                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      5122669 | OU      | $4026939.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     80595600 | PA      | $36778.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                     | Zurich Insurance Group AG                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        13078 | NS      | $9303976.59   | 0.22%             |  |  |  | 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      | $240038.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                     | Dow, Inc.                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        55440 | NS      | $1527372.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2411000000 | PA      | $-357765.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    190000000 | PA      | $-1637052.36  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     39000000 | PA      | $29680.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                    | Procter & Gamble Co. (The)                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       105638 | NS      | $16032679.26  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                   | Aena SME SA                                                | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |         9660 | NS      | $300016.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                  | Kenvue, Inc.                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |        48835 | NS      | $849729.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                 | UniCredit SpA                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        44168 | NS      | $3849067.12   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7715465280 | PA      | $47556.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                            | Primo Brands Corp., Class A                                | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |        61694 | NS      | $1168484.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    406527013 | PA      | $-22390.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    107404400 | PA      | $23051.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                      | Penn Entertainment, Inc.                                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3230 | NS      | $41473.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                        | Truist Financial Corp.                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        69185 | NS      | $3557492.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                         | Onto Innovation, Inc.                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        10318 | NS      | $2084751.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.         | Restaurant Brands International, Inc.                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |         6940 | NS      | $464910.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                          | Domino's Pizza, Inc.                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         7888 | NS      | $3236683.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                         | Global Payments, Inc.                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        21369 | NS      | $1533012.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                        | Standard Chartered plc                                     | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        43427 | NS      | $1111141.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                | American Financial Group, Inc.                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |         5685 | NS      | $740584.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc., Class C                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |         1622 | NS      | $58635.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                     | Endesa SA                                                  | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |         8292 | NS      | $305581.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon plc                                 | Persimmon plc                                              | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |         7491 | NS      | $144255.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                | Obayashi Corp.                                             | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        27400 | NS      | $618509.05    | 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      | $209394.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Beer Co., Inc. (The)                   | Boston Beer Co., Inc. (The), Class A                       | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |          185 | NS      | $39519.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        81709 | NS      | $6445205.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI Singapore Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |          630 | NC      | $66783.28     | 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      | $3052680.67   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IonQ, Inc.                                    | IonQ, Inc.                                                 | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |         4916 | NS      | $196541.68    | 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      | $763229.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                              | ArcelorMittal SA                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        82865 | NS      | $4500239.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                         | Coinbase Global, Inc., Class A                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         2858 | NS      | $556566.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                    | Siemens AG (Registered)                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        23092 | NS      | $6981411.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)               | Goldman Sachs Group, Inc. (The)                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        14724 | NS      | $13772976.84  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                             | Rocket Cos., Inc., Class A                                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45372 | NS      | $813519.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    324000000 | PA      | $-250607.88   | -0.01%            |  |  |  | No            |                  2 | 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        |        10704 | NS      | $397499.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                      | U.S. Treasury Bills                                        | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    123443500 | PA      | $122819395.59 | 2.94%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                    | Sandvik AB                                                 | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        12273 | NS      | $484615.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1132000000 | PA      | $-522289.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                         | Walt Disney Co. (The)                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        83526 | NS      | $9421732.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 495775000000 | PA      | $-102421.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    712000000 | PA      | $247844.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                               | AstraZeneca plc                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        44106 | NS      | $8217569.46   | 0.20%             |  |  |  | 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      | $-444703.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    276000000 | PA      | $-92608.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    699000000 | PA      | $-110820.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.               | Principal Financial Group, Inc.                            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        11730 | NS      | $1111065.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    541000000 | PA      | $-58045.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    791000000 | PA      | $-47805.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Lab Corp.                              | Rocket Lab Corp.                                           | CUSIP: 773121108<br>LEI: 254900B4DEYFZJ980A14 | Long             | EC               | CORP              | US        |        10755 | NS      | $861152.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                   | Amgen, Inc.                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        24301 | NS      | $8308025.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI EAFE E-Mini Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          495 | NC      | $3530156.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                      | Otsuka Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        11700 | NS      | $700460.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       248823 | NS      | $107066048.67 | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                     | Comfort Systems USA, Inc.                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         2992 | NS      | $3417163.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                    | ORIX Corp.                                                 | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       127000 | NS      | $3870376.27   | 0.09%             |  |  |  | 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      | $457313.29    | 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      | $619827.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp.                         | Ares Management Corp., Class A                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         5325 | NS      | $796992.75    | 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      | $-711828.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DXC Technology Co.                            | DXC Technology Co.                                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |         3818 | NS      | $55093.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       479631 | NS      | $25516369.20  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    136000000 | PA      | $4144.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     15000000 | PA      | $-106951.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                   | Inpex Corp.                                                | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |        31900 | NS      | $714694.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    132000000 | PA      | $-1319813.37  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                 | Rio Tinto plc                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        14660 | NS      | $1337495.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                | Unicharm Corp.                                             | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       139700 | NS      | $847985.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                        | Labcorp Holdings, Inc.                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4182 | NS      | $1135496.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    685000000 | PA      | $-129392.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     38500000 | PA      | $95311.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                     | Safran SA                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        12672 | NS      | $4527596.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    735000000 | PA      | $-950148.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                             | Ashtead Group plc                                          | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |        17651 | NS      | $1136365.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                  | Centrica plc                                               | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |        95180 | NS      | $249229.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | DAX Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -341 | NC      | $6230394.59   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                               | Kerry Group plc, Class A                                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         1829 | NS      | $162583.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  32729000000 | PA      | $-423003.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    315000000 | PA      | $-101218.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                   | Santos Ltd.                                                | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       349821 | NS      | $1705988.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                 | Banco BPM SpA                                              | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        21748 | NS      | $325987.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                           | ManpowerGroup, Inc.                                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |         1007 | NS      | $36584.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                       | Qnity Electronics, Inc.                                    | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |         8780 | NS      | $844460.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                          | Emerson Electric Co.                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        15057 | NS      | $2212776.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                | Techtronic Industries Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |        30500 | NS      | $416370.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                | SoftBank Corp.                                             | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      3840400 | NS      | $5220098.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier, Inc.                                | Rayonier, Inc.                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |         3451 | NS      | $78475.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    645500000 | PA      | $-108253.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT, Inc.                                     | NTT, Inc.                                                  | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      2295200 | NS      | $2306400.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                    | Ferguson Enterprises, Inc.                                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |         1318 | NS      | $332742.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                           | Lithia Motors, Inc., Class A                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         5817 | NS      | $1881450.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                | AIA Group Ltd.                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      1184200 | NS      | $13662686.83  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1047 | NC      | $1142468.92   | 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      | $-80861.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                        | 3M Co.                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        53706 | NS      | $8225610.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                 | Honeywell International, Inc.                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       126008 | NS      | $28669340.16  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                              | TotalEnergies SE                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        42288 | NS      | $3075554.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2260800000 | PA      | $-3076725.48  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    823788000 | PA      | $-157959.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     64357000 | PA      | $-47992.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                      | Kone OYJ, Class B                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |         8787 | NS      | $631476.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                      | Engie SA                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       148054 | NS      | $4420365.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GCI Liberty, Inc.                             | GCI Liberty, Inc., Class C                                 | CUSIP: 36164V800<br>LEI: 549300N3IE9H88Q20221 | Long             | EC               | CORP              | US        |           28 | NS      | $1035.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazilian Real                                | Brazilian Real                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |           -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                      | U.S. Treasury Bills                                        | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    261892600 | PA      | $261498124.27 | 6.27%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coupang, Inc.                                 | Coupang, Inc., Class A                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |        33853 | NS      | $682476.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                     | Nestle SA (Registered)                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        92595 | NS      | $8836021.62   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                             | Admiral Group plc                                          | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |         6668 | NS      | $250943.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                              | Transurban Group                                           | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |        62173 | NS      | $601385.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                              | Coles Group Ltd.                                           | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        89410 | NS      | $1321018.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    630000000 | PA      | $-98035.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                  | Hasbro, Inc.                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        24807 | NS      | $2215513.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                        | OneMain Holdings, Inc.                                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        28443 | NS      | $1864154.22   | 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      | $-916969.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                         | Kongsberg Gruppen ASA                                      | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        20113 | NS      | $690903.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    146000000 | PA      | $-478413.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                              | Coca-Cola HBC AG                                           | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        12063 | NS      | $655137.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                     | RTX Corp.                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        54057 | NS      | $10861673.01  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1654000000 | PA      | $-182182.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS plc                                    | STERIS plc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         5361 | NS      | $1407798.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                         | Waystar Holding Corp.                                      | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24467 | NS      | $649843.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                          | HCA Healthcare, Inc.                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         9110 | NS      | $4448139.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                  | Ecolab, Inc.                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        14613 | NS      | $4120719.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp.                                     | IHI Corp.                                                  | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |        50100 | NS      | $1159123.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                 | Obic Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        26000 | NS      | $722642.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                          | Dassault Aviation SA                                       | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |          817 | NS      | $310603.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                         | Elevance Health, Inc.                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         2817 | NS      | $973949.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    249000000 | PA      | $-101804.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                             | New Taiwan Dollar                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |           -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                      | Intuitive Surgical, Inc.                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         1398 | NS      | $704899.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                  | Mondelez International, Inc., Class A                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        31007 | NS      | $1812979.29   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                             | Wendy's Co. (The)                                          | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |         3698 | NS      | $28807.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                  | AbbVie, Inc.                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        63488 | NS      | $14158458.88  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3578159 | PA      | $-527656.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                   | BOC Hong Kong Holdings Ltd.                                | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       213000 | NS      | $1121656.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                    | Etsy, Inc.                                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |         9940 | NS      | $526422.40    | 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      | $-689548.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    426000000 | PA      | $-5996.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                       | Arrow Electronics, Inc.                                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |         2782 | NS      | $368587.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                           | Union Pacific Corp.                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        18365 | NS      | $4317611.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                       | EXOR NV                                                    | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |         4263 | NS      | $350018.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                             | Dollar Tree, Inc.                                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |         4222 | NS      | $496464.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                             | CLP Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |        43000 | NS      | $406459.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.            | Reinsurance Group of America, Inc.                         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |         7176 | NS      | $1454934.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI EAFE E-Mini Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4675 | NC      | $-33595519.84 | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                      | Marathon Petroleum Corp.                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         8720 | NS      | $1536376.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                            | U-Haul Holding Co.                                         | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |          167 | NS      | $9443.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                     | Bunzl plc                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |         4065 | NS      | $113995.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                         | Western Digital Corp.                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |         7954 | NS      | $1990329.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     87000000 | PA      | $-821266.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.               | Regeneron Pharmaceuticals, Inc.                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         5705 | NS      | $4229972.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                        | Booking Holdings, Inc.                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         2712 | NS      | $13564990.08  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     36000000 | PA      | $10372.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                  | NetApp, Inc.                                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |         3022 | NS      | $291169.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    163000000 | PA      | $-1879769.06  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    118000000 | PA      | $-1714322.02  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                       | GFL Environmental, Inc.                                    | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        17498 | NS      | $751630.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs, Inc.                             | Astera Labs, Inc.                                          | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |         8639 | NS      | $1301206.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    730000000 | PA      | $-1020258.93  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     64000000 | PA      | $-33288.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                             | Hershey Co. (The)                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         4188 | NS      | $815613.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                            | Zillow Group, Inc., Class A                                | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |          987 | NS      | $61430.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    499000000 | PA      | $-376807.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                  | Fujitsu Ltd.                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |        45800 | NS      | $1272588.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                  | Copart, Inc.                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        11323 | NS      | $459487.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.            | American International Group, Inc.                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        25457 | NS      | $1906220.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.               | Everus Construction Group, Inc.                            | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |         1084 | NS      | $95923.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                           | EOG Resources, Inc.                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        29723 | NS      | $3332839.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                         | Gilead Sciences, Inc.                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        47362 | NS      | $6723035.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                  | National Australia Bank Ltd.                               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |        20913 | NS      | $628214.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     84000000 | PA      | $52037.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     53000000 | PA      | $140237.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                             | Duke Energy Corp.                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        28390 | NS      | $3445126.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | CDI                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    203061813 | PA      | $595432.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Strategy, Inc.                                | Strategy, Inc., Class A                                    | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |         7011 | NS      | $1049616.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                           | Liberty Global Ltd., Class A                               | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |         3545 | NS      | $39314.05     | 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      | $79837.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                        | Jacobs Solutions, Inc.                                     | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |         7805 | NS      | $1055704.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                      | UnitedHealth Group, Inc.                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        24117 | NS      | $6919890.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                            | General Motors Co.                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        14735 | NS      | $1237740.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                    | Carpenter Technology Corp.                                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |         2673 | NS      | $849559.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                     | Essential Utilities, Inc.                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |         2449 | NS      | $94996.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    102000000 | PA      | $-13614.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                | Thermo Fisher Scientific, Inc.                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         6776 | NS      | $3920661.36   | 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      | $4695.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI International, Inc.                      | CACI International, Inc., Class A                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         2005 | NS      | $1244262.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Guardant Health, Inc.                         | Guardant Health, Inc.                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |         8407 | NS      | $958734.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                         | Anglogold Ashanti plc                                      | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |        14567 | NS      | $1352837.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                  | CaixaBank SA                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |        40389 | NS      | $533142.46    | 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      | $94807.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                   | HEICO Corp., Class A                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         5310 | NS      | $1351872.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                           | Deutsche Telekom AG (Registered)                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       138225 | NS      | $4638594.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                 | Wayfair, Inc., Class A                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |         3896 | NS      | $403197.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                           | Won                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |        -2134 | OU      | $-1.48        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    232000000 | PA      | $-54935.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1142364587 | PA      | $-114441.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                   | Novartis AG (Registered)                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        61766 | NS      | $9164210.22   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                          | Sompo Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        96800 | NS      | $3338102.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                 | Apellis Pharmaceuticals, Inc.                              | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |         2229 | NS      | $50330.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                     | Prosus NV, Class N                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        83347 | NS      | $4792558.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                   | Brighthouse Financial, Inc.                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |         1281 | NS      | $82060.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                            | Anglo American plc                                         | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        25197 | NS      | $1168329.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust, Inc.                | Medical Properties Trust, Inc.                             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |        12685 | NS      | $63678.70     | 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      | $-223789.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                            | AerCap Holdings NV                                         | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |        59632 | NS      | $8566733.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                    | Visa, Inc., Class A                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        42522 | NS      | $13684855.26  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                         | Parker-Hannifin Corp.                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         2383 | NS      | $2230106.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                | Walgreens Boots Alliance, Inc., CVR                        | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |        15344 | NS      | $8132.32      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crown Holdings, Inc.                          | Crown Holdings, Inc.                                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |         3099 | NS      | $324403.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow plc                            | Barratt Redrow plc                                         | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |        63317 | NS      | $337146.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.       | Tokyo Electric Power Co. Holdings, Inc.                    | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |        60700 | NS      | $228008.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                     | Illinois Tool Works, Inc.                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        19548 | NS      | $5107110.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     91000000 | PA      | $75093.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.         | Restaurant Brands International, Inc.                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        25698 | NS      | $1721755.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                    | Highwoods Properties, Inc.                                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |         2228 | NS      | $57593.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        86602 | NS      | $27279630.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                               | Albemarle Corp.                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        28022 | NS      | $4781393.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                             | Bureau Veritas SA                                          | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        30549 | NS      | $983443.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    320000000 | PA      | $59010.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                  | GE Aerospace                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        45323 | NS      | $13904643.17  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                           | Kinder Morgan, Inc.                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       263485 | NS      | $8033657.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.       | Singapore Technologies Engineering Ltd.                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |        54300 | NS      | $417436.03    | 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      | $617599.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                   | Aflac, Inc.                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        43393 | NS      | $4814453.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                         | Texas Roadhouse, Inc.                                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |         2658 | NS      | $478067.88    | 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      | $-1073522.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                         | Leidos Holdings, Inc.                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        11008 | NS      | $2072586.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                    | Super Micro Computer, Inc.                                 | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        23612 | NS      | $687345.32    | 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      | $438725.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                             | Yum! Brands, Inc.                                          | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        15961 | NS      | $2481935.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                      | Tryg A/S                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        72120 | NS      | $1752732.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rigetti Computing, Inc.                       | Rigetti Computing, Inc.                                    | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |        26942 | NS      | $489536.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | TOPIX Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         1676 | NC      | $13431779.60  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                        | TTM Technologies, Inc.                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |         3228 | NS      | $316989.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                  | Charter Communications, Inc., Class A                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        14949 | NS      | $3081287.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                 | Accenture plc, Class A                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |         1868 | NS      | $492479.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                         | Targa Resources Corp.                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         6213 | NS      | $1248688.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                             | Siemens Energy AG                                          | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        65715 | NS      | $11196528.35  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Zloty                                         | Zloty                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |     22715514 | OU      | $6393333.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  92165000000 | PA      | $-679683.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  85826773200 | PA      | $19163350.56  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |         6685 | NS      | $145733.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | CAC 40 10 Euro Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          614 | NC      | $-899659.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                     | Asahi Group Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |        36000 | NS      | $376878.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                     | Aptiv plc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        32480 | NS      | $2460360.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprouts Farmers Market, Inc.                  | Sprouts Farmers Market, Inc.                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        22018 | NS      | $1561296.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                  | Lennar Corp., Class B                                      | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |          237 | NS      | $23998.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | CDI                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     40206416 | PA      | $681174.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                              | PulteGroup, Inc.                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10845 | NS      | $1356601.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9234000000 | PA      | $-732919.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Long Gilt                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13361 | NC      | $8924023.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        45576 | NS      | $3396323.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        57213 | NS      | $2712468.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                     | Carlyle Group, Inc. (The)                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |         4686 | NS      | $275443.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     45000000 | PA      | $-321714.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                   | FinecoBank Banca Fineco SpA                                | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        23610 | NS      | $625907.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                       | Dell Technologies, Inc., Class C                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        26873 | NS      | $3075346.12   | 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      | $866718.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  52960000000 | PA      | $-284069.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                  | Capgemini SE                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |         2296 | NS      | $356748.46    | 0.01%             |  |  |  | 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        |       172600 | NS      | $1146969.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                         | Electronic Arts, Inc.                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |         7377 | NS      | $1504317.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                  | MasTec, Inc.                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         9353 | NS      | $2249209.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                | QUALCOMM, Inc.                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        68507 | NS      | $10384976.13  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                           | Joby Aviation, Inc., Class A                               | CUSIP: N/A<br>LEI: 254900NMVFUM8FO88E56       | Long             | EC               | CORP              | US        |       113621 | NS      | $1200973.97   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     45000000 | PA      | $-43145.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                             | HSBC Holdings plc                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       528540 | NS      | $9323934.55   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co. Ltd.           | Henderson Land Development Co. Ltd.                        | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |        76000 | NS      | $302298.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian, Inc.                          | First Hawaiian, Inc.                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |         2719 | NS      | $72189.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Euro-OAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -6731 | NC      | $-6530918.22  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                               | Nordea Bank Abp                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       180253 | NS      | $3482561.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                        | UCB SA                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         1019 | NS      | $310515.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1594000000 | PA      | $-28048.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                    | L'Oreal SA                                                 | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         3213 | NS      | $1476179.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                  | Rambus, Inc.                                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |        11227 | NS      | $1277969.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NRG Energy, Inc.                              | NRG Energy, Inc.                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        16954 | NS      | $2587689.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Autotrader Group plc                          | Autotrader Group plc                                       | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |        15459 | NS      | $113955.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     51352334 | PA      | $-1051364.02  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                | Continental AG                                             | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        17763 | NS      | $1397758.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                          | EURO                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     29498538 | OU      | $34966091.59  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4879000000 | PA      | $-534093.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pound Sterling                                | Pound Sterling                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     45114911 | OU      | $61732987.89  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                 | Centene Corp.                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        67994 | NS      | $2945500.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                          | American Tower Corp.                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |         5301 | NS      | $950363.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                  | Scotts Miracle-Gro Co. (The)                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |          911 | NS      | $58504.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                            | Genius Sports Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       108703 | NS      | $945716.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                         | Lockheed Martin Corp.                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         6563 | NS      | $4162385.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                  | Reddit, Inc., Class A                                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |         5029 | NS      | $906577.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                   | Bouygues SA                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         5267 | NS      | $284701.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    122000000 | PA      | $14321.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                     | Land Securities Group plc                                  | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        16160 | NS      | $144235.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    113000000 | PA      | $-182506.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Euro-Buxl                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -471 | NC      | $1081298.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    772000000 | PA      | $-372407.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6346651700 | PA      | $-630988.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                             | NatWest Group plc                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       525792 | NS      | $4792481.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                     | Repsol SA                                                  | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |        16670 | NS      | $328417.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                       | Texas Instruments, Inc.                                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        35519 | NS      | $7656120.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    173000000 | PA      | $-1712220.49  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                   | Swiss Re AG                                                | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        14169 | NS      | $2263977.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    390000000 | PA      | $-56691.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                           | Iron Mountain, Inc.                                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        10638 | NS      | $980078.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5712348300 | PA      | $-599465.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate plc                                 | Clarivate plc                                              | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |         8615 | NS      | $22829.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     23029412 | PA      | $65928.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                       | SSE plc                                                    | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |        29172 | NS      | $969602.92    | 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      | $67845.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                 | Moderna, Inc.                                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        24861 | NS      | $1095624.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                              | Salesforce, Inc.                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        29622 | NS      | $6288454.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings plc                      | Rolls-Royce Holdings plc                                   | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       535946 | NS      | $8959396.75   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                               | Air Lease Corp., Class A                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |         3227 | NS      | $208561.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.  | Fidelity National Information Services, Inc.               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        48533 | NS      | $2681448.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                               | DR Horton, Inc.                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        27557 | NS      | $4101583.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  36278000000 | PA      | $-48695.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NASDAQ 100 E-Mini Index                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -494 | NC      | $2504923.00   | 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      | $34977.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                     | Xero Ltd.                                                  | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        36230 | NS      | $2361154.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkermes plc                                  | Alkermes plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        11987 | NS      | $406239.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                  | DNB Bank ASA                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       125689 | NS      | $3603926.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     45000000 | PA      | $-134767.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                        | Envista Holdings Corp.                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |         3668 | NS      | $86087.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust             | National Storage Affiliates Trust                          | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |         1492 | NS      | $47460.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    177000000 | PA      | $-2099428.20  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                 | Murata Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       131000 | NS      | $2661338.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                     | CSX Corp.                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        15861 | NS      | $598911.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                   | Service Corp. International                                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |         4573 | NS      | $367806.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    114000000 | PA      | $-39540.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    304000000 | PA      | $-19263.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     46029412 | PA      | $106823.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        40675 | NS      | $2488496.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                        | CyberArk Software Ltd.                                     | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |         1498 | NS      | $645383.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                              | ASR Nederland NV                                           | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |        27222 | NS      | $1977153.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Iridium Communications, Inc.                  | Iridium Communications, Inc.                               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |         2397 | NS      | $47748.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd.                     | United Overseas Bank Ltd.                                  | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |        15900 | NS      | $479212.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku, Inc.                                    | Roku, Inc., Class A                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |         2703 | NS      | $257325.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey plc                             | Taylor Wimpey plc                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |       237023 | NS      | $346518.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                  | Kemper Corp.                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |         1294 | NS      | $50996.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                          | Smurfit WestRock plc                                       | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |        10756 | NS      | $447772.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                   | Block, Inc., Class A                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        14789 | NS      | $893699.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva plc                                     | Aviva plc                                                  | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |        54576 | NS      | $475785.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                  | Zoetis, Inc., Class A                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         5943 | NS      | $741805.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1785640000 | PA      | $-434743.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                      | Palo Alto Networks, Inc.                                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         3538 | NS      | $626119.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                              | Deutsche Bank AG (Registered)                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       220155 | NS      | $8687560.83   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2053320000 | PA      | $-3340907.59  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                          | Henkel AG & Co. KGaA (Preference)                          | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |         8782 | NS      | $771516.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    241000000 | PA      | $-1129396.83  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                               | Celestica, Inc.                                            | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         1552 | NS      | $436119.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                             | Sotera Health Co.                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3179 | NS      | $57603.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                  | Cintas Corp.                                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1894 | NS      | $362492.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                     | Linde plc                                                  | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |        40991 | NS      | $18731657.27  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp.                       | Toyota Industries Corp.                                    | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |         4800 | NS      | $614189.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG        | Chocoladefabriken Lindt & Spruengli AG (Registered)        | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |            7 | NS      | $1034682.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     44000000 | PA      | $123237.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Japan 10-Year Bond                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -594 | NC      | $5818401.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer