# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001752724-25-177013
**Filing Date:** 2025-7
**Character Count:** 78870
**Document Hash:** 52fca5d5acf3a0b79cabedf73655774f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-177013.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-177013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250531

**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:** 251146625

**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 HIGH EQUITY INCOME FUND (Series ID: S000001509)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000004057 | INSTITUTIONAL | BMCIX           |
| C000004059 | INVESTOR A    | BMEAX           |
| C000004061 | INVESTOR C    | BMECX           |
| C000219259 | Class K       |  |

## 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 High Equity Income Fund

- **b. EDGAR series identifier (if any):** S000001509

- **c. LEI of Series:** 5P4Q4JLCZIQPV2V8P740

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1924782957.73

**Total Liabilities:** $137309945.98

**Net Assets:** $1787473011.75

**Cash Not Reported:** $49687593.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 30.26000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 646.56000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004057 | -1.74%               | -2.63%               | 3.37%                |
| Class ID C000004059 | -1.79%               | -2.67%               | 3.39%                |
| Class ID C000004061 | -1.83%               | -2.72%               | 3.33%                |
| Class ID C000219259 | -1.77%               | -2.63%               | 3.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1293310.10             | $-47054649.89                              |
| Month 2  | $-60855534.84            | $-13948656.33                              |
| Month 3  | $-3988401.55             | $49231112.39                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cardinal Health Inc                   | Cardinal Health Inc                                                                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    217448 | NS      | $33582669.12  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                  | Labcorp Holdings Inc                                                                                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64623 | NS      | $16089188.31  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc              | Lamb Weston Holdings Inc                                                                               | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |    187266 | NS      | $10445697.48  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                 | STMicroelectronics NV                                                                                  | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |    465819 | NS      | $11650133.19  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (SEALED AIR CORP) 22.27 06/26/2025 (SEE US)                                    | CUSIP: 61779N357<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    117700 | PA      | $3603373.07   | 0.20%             | 2025-06-26      | Fixed         | 22.27%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (WESTERN DIGITAL CORP) 29.51 06/02/2025 (WDC US)                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |    161400 | PA      | $6479104.99   | 0.36%             | 2025-06-02      | Fixed         | 29.51%                | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (FIDELITY NATIONAL INFORMATION SERVICES INC) 19.22 06/16/2025 (FIS US)         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |    169700 | PA      | $13513023.77  | 0.76%             | 2025-06-16      | Fixed         | 19.22%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (STAG INDUSTRIAL INC) 16.50 07/14/2025 (STAG US)                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |    102700 | PA      | $3631477.72   | 0.20%             | 2025-07-14      | Fixed         | 16.50%                | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (BRITISH AMERICAN TOBACCO PLC) 14.07 06/05/2025 (BATS LN)                    | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |    269800 | PA      | $11911421.03  | 0.67%             | 2025-06-05      | Fixed         | 14.07%                | No            |                  2 | On Loan: No      |
| Boeing Co/The                         | Boeing Co/The                                                                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     69118 | NS      | $14329543.76  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                      | Paramount Global                                                                                       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    822781 | NS      | $9955650.10   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                    | Capri Holdings Ltd                                                                                     | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |    316943 | NS      | $5743007.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                   | Electronic Arts Inc                                                                                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    100326 | NS      | $14424872.28  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                        | Albemarle Corp                                                                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     46916 | NS      | $2616036.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                  | Rentokil Initial PLC                                                                                   | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |   2411701 | NS      | $11448616.85  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                    | Walt Disney Co/The                                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     44896 | NS      | $5075043.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (FEDEX CORP) 25.13 07/14/2025 (FDX US)                             | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |     22700 | PA      | $4928821.48   | 0.28%             | 2025-07-14      | Fixed         | 25.13%                | No            |                  2 | On Loan: No      |
| HP Inc                                | HP Inc                                                                                                 | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    550499 | NS      | $13707425.10  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                   | Elevance Health Inc                                                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     22467 | NS      | $8623733.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (DOLLAR GENERAL CORP) 20.82 06/16/2025 (DG US)                                 | CUSIP: 61779N316<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |     92600 | PA      | $8852173.90   | 0.50%             | 2025-06-16      | Fixed         | 20.82%                | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc        | Air Products and Chemicals Inc                                                                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     54672 | NS      | $15248567.52  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (AIRBUS SE) 26.96 06/30/2025 (AIR FP)                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |     39300 | PA      | $7070528.98   | 0.40%             | 2025-06-30      | Fixed         | 26.96%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (RENTOKIL INITIAL PLC) 29.03 07/17/2025 (RTO LN)                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |   1498100 | PA      | $7000036.74   | 0.39%             | 2025-07-17      | Fixed         | 29.03%                | No            |                  2 | On Loan: No      |
| IFF                                   | International Flavors & Fragrances Inc                                                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    141596 | NS      | $10840589.76  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (LEIDOS HOLDINGS INC) 22.94 06/20/2025 (LDOS US)                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |     47700 | PA      | $7090410.75   | 0.40%             | 2025-06-20      | Fixed         | 22.94%                | No            |                  2 | On Loan: No      |
| Medtronic PLC                         | Medtronic PLC                                                                                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    221590 | NS      | $18387538.20  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International        | Johnson Controls International plc                                                                     | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     65114 | NS      | $6600606.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                              | CSX Corp                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    306310 | NS      | $9676332.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/        | First Citizens BancShares Inc/NC                                                                       | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     16957 | NS      | $31351458.16  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (SWATCH GROUP AG/THE) 34.56 06/30/2025 (UHR SW)                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |     41900 | PA      | $7023360.08   | 0.39%             | 2025-06-30      | Fixed         | 34.56%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (WELLS FARGO & CO) 18.63 07/03/2025 (WFC US)                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |    318300 | PA      | $23893707.65  | 1.34%             | 2025-07-03      | Fixed         | 18.63%                | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (L3HARRIS TECHNOLOGIES INC) 21.78 07/21/2025 (LHX US)                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $15678080.00  | 0.88%             | 2025-07-21      | Fixed         | 21.78%                | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC              | Willis Towers Watson PLC                                                                               | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |     42489 | NS      | $13449892.95  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I        | American International Group Inc                                                                       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    171971 | NS      | $14555625.44  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                       | Sony Group Corp                                                                                        | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    284745 | NS      | $7511573.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| CVS Health Corp                       | CVS Health Corp                                                                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    349628 | NS      | $22390177.12  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (MICROSOFT CORP) 12.72 07/24/2025 (MSFT US)                         | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |     31400 | PA      | $14382456.00  | 0.80%             | 2025-07-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (VOYA FINANCIAL INC) 29.11 06/20/2025 (VOYA US)                    | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |    101100 | PA      | $6282307.70   | 0.35%             | 2025-06-20      | Fixed         | 29.11%                | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                   | Leidos Holdings Inc                                                                                    | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     86149 | NS      | $12794849.48  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (LEAR CORP) 28.92 06/12/2025 (LEA US)                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     31100 | PA      | $2782017.84   | 0.16%             | 2025-06-12      | Fixed         | 28.92%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (FIDELITY NATIONAL FINANCIAL INC) 22.84 06/20/2025 (FNF US)        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |    203600 | PA      | $11184070.33  | 0.63%             | 2025-06-20      | Fixed         | 22.84%                | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc           | Healthcare Realty Trust Inc                                                                            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    564800 | NS      | $8189600.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                        | Microsoft Corp                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     42675 | NS      | $19645863.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (AMAZON.COM INC) 21.36 06/09/2025 (AMZN US)                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     28900 | PA      | $5801198.69   | 0.32%             | 2025-06-09      | Fixed         | 21.36%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (SS&C TECHNOLOGIES HOLDINGS INC) 22.12 06/26/2025 (SSNC US)        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |    118200 | PA      | $9343933.76   | 0.52%             | 2025-06-26      | Fixed         | 22.12%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (LAMB WESTON HOLDINGS INC) 21.61 07/14/2025 (LW US)                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |    112300 | PA      | $6087005.37   | 0.34%             | 2025-07-14      | Fixed         | 21.61%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (NIKE INC) 27.51 06/09/2025 (NKE US)                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     61500 | PA      | $3714154.50   | 0.21%             | 2025-06-09      | Fixed         | 27.51%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (FIDELITY NATIONAL FINANCIAL INC) 17.30 06/20/2025 (FNF US)        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |     54940 | PA      | $3009903.82   | 0.17%             | 2025-06-20      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (CARLYLE GROUP INC/THE) 19.65 07/10/2025 (CG US)                            | CUSIP: 83371M439<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |    156500 | PA      | $7155950.02   | 0.40%             | 2025-07-10      | Fixed         | 19.65%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (PDD HOLDINGS INC) 31.04 06/12/2025 (PDD US)                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |     67000 | PA      | $6479139.94   | 0.36%             | 2025-06-12      | Fixed         | 31.04%                | No            |                  2 | On Loan: No      |
| Aptiv PLC                             | Aptiv PLC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    162606 | NS      | $10863706.86  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds T-Fund      | BlackRock Liquidity Funds T-Fund                                                                       | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  35502420 | NS      | $35502419.60  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In        | Fidelity National Financial Inc                                                                        | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    275677 | NS      | $15098829.29  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P        | Sensata Technologies Holding PLC                                                                       | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |     58973 | NS      | $1536836.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                              | Bayer AG                                                                                               | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    325567 | NS      | $9165858.60   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc        | SS&C Technologies Holdings Inc                                                                         | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    337428 | NS      | $27267556.68  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (BP PLC) 24.28 07/17/2025 (BP/ LN)                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |   2286600 | PA      | $11056734.63  | 0.62%             | 2025-07-17      | Fixed         | 24.28%                | No            |                  2 | On Loan: No      |
| General Motors Co                     | General Motors Co                                                                                      | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     99243 | NS      | $4923445.23   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (NVIDIA CORP) 25.72 07/14/2025 (NVDA US)                                     | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     26500 | PA      | $3588134.27   | 0.20%             | 2025-07-14      | Fixed         | 25.72%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (ROBERT HALF INC) 23.55 06/26/2025 (RHI US)                                 | CUSIP: 83371M447<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     62000 | PA      | $2874905.84   | 0.16%             | 2025-06-26      | Fixed         | 23.55%                | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (WILLIS TOWERS WATSON PLC) 23.01 07/21/2025 (WTW US)                           | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |     25100 | PA      | $7852033.00   | 0.44%             | 2025-07-21      | Fixed         | 23.01%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (GLOBAL PAYMENTS INC) 27.08 06/09/2025 (GPN US)                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     60600 | PA      | $4580341.72   | 0.26%             | 2025-06-09      | Fixed         | 27.08%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (WILLIS TOWERS WATSON PLC) 14.78 07/21/2025 (WTW US)               | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |      6220 | PA      | $1931990.38   | 0.11%             | 2025-07-21      | Fixed         | 14.78%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (FIRST CITIZENS BANCSHARES INC/NC) 12.89 06/02/2025 (FCNCA US)           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |     11600 | PA      | $21399212.62  | 1.20%             | 2025-06-02      | Fixed         | 12.89%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (KEURIG DR PEPPER INC) 17.00 07/10/2025 (KDP US)                             | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    123600 | PA      | $4133405.17   | 0.23%             | 2025-07-10      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions        | Cognizant Technology Solutions Corp                                                                    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    102806 | NS      | $8326257.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (AMERICAN ELECTRIC POWER CO INC) 17.57 06/12/2025 (AEP US)                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     36100 | PA      | $3757351.24   | 0.21%             | 2025-06-12      | Fixed         | 17.57%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (KRAFT HEINZ CO/THE) 21.09 07/21/2025 (KHC US)                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |    411200 | PA      | $11065392.00  | 0.62%             | 2025-07-21      | Fixed         | 21.09%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (CROWN CASTLE INC) 23.16 07/14/2025 (CCI US)                       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |    101400 | PA      | $10173373.39  | 0.57%             | 2025-07-14      | Fixed         | 23.16%                | No            |                  2 | On Loan: No      |
| Crown Castle Inc                      | Crown Castle Inc                                                                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    137253 | NS      | $13773338.55  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                   | Swatch Group AG/The                                                                                    | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |     47213 | NS      | $7965128.54   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                             | Airbus SE                                                                                              | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     28555 | NS      | $5251966.53   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (SEMPRA) 23.38 06/16/2025 (SRE US)                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     64400 | PA      | $4989987.82   | 0.28%             | 2025-06-16      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                 | Carlyle Group Inc/The                                                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    173468 | NS      | $7840753.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (HASBRO INC) 22.15 06/16/2025 (HAS US)                                       | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |    103500 | PA      | $6728375.16   | 0.38%             | 2025-06-16      | Fixed         | 22.15%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (INTERNATIONAL FLAVORS & FRAGRANCES INC) 24.67 06/26/2025 (IFF US) | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |     89900 | PA      | $6911210.36   | 0.39%             | 2025-06-26      | Fixed         | 24.67%                | No            |                  2 | On Loan: No      |
| Hasbro Inc                            | Hasbro Inc                                                                                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     90798 | NS      | $6057134.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                | BP PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   3779521 | NS      | $18376408.13  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                              | NIKE Inc                                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     95471 | NS      | $5784587.89   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (JOHNSON CONTROLS INTERNATIONAL PLC) 25.52 06/26/2025 (JCI US)                 | CUSIP: 61779N332<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |     42400 | PA      | $4019613.54   | 0.22%             | 2025-06-26      | Fixed         | 25.52%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (FIRST CITIZENS BANCSHARES INC/NC) 20.43 07/24/2025 (FCNCA US)                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |     12400 | PA      | $22711455.60  | 1.27%             | 2025-07-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (CNH INDUSTRIAL NV) 22.95 07/10/2025 (CNH US)                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |    292300 | PA      | $3731914.12   | 0.21%             | 2025-07-10      | Fixed         | 22.95%                | No            |                  2 | On Loan: No      |
| Voya Financial Inc                    | Voya Financial Inc                                                                                     | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    156947 | NS      | $10440114.44  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                  | Keurig Dr Pepper Inc                                                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    313830 | NS      | $10566656.10  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (SHELL PLC) 30.84 06/30/2025 (SHEL LN)                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |    406500 | PA      | $13292624.11  | 0.74%             | 2025-06-30      | Fixed         | 30.84%                | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                      | PDD Holdings Inc                                                                                       | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | IE        |    104775 | NS      | $10111835.25  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                             | Shell PLC                                                                                              | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    550011 | NS      | $18147574.14  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc             | Keysight Technologies Inc                                                                              | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     28581 | NS      | $4488360.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (WESTERN DIGITAL CORP) 22.13 07/24/2025 (WDC US)                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |    145500 | PA      | $7621290.00   | 0.43%             | 2025-07-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc             | L3Harris Technologies Inc                                                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     86757 | NS      | $21198205.38  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc        | American Electric Power Co Inc                                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     57078 | NS      | $5907002.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                      | Pernod Ricard SA                                                                                       | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     35735 | NS      | $3695087.36   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                       | Sealed Air Corp                                                                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    392576 | NS      | $12640947.20  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                       | Cigna Group/The                                                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     19161 | NS      | $6067139.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (PPG INDUSTRIES INC) 17.55 07/24/2025 (PPG US)                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |     77100 | PA      | $8478687.00   | 0.47%             | 2025-07-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (TECK RESOURCES LTD) 21.17 07/14/2025 (TECK US)                              | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |    120200 | PA      | $4410662.98   | 0.25%             | 2025-07-14      | Fixed         | 21.17%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (ELECTRONIC ARTS INC) 20.40 06/20/2025 (EA US)                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |     56500 | PA      | $8180395.09   | 0.46%             | 2025-06-20      | Fixed         | 20.40%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (BOEING CO/THE) 20.32 06/12/2025 (BA US)                                       | CUSIP: 61779N233<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |     29900 | PA      | $5659108.40   | 0.32%             | 2025-06-12      | Fixed         | 20.32%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (SS&C TECHNOLOGIES HOLDINGS INC) 23.13 06/16/2025 (SSNC US)                    | CUSIP: 61779N324<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |     77900 | PA      | $5993644.09   | 0.34%             | 2025-06-16      | Fixed         | 23.13%                | No            |                  2 | On Loan: No      |
| Western Digital Corp                  | Western Digital Corp                                                                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    196901 | NS      | $10150246.55  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                       | Dollar Tree Inc                                                                                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    136543 | NS      | $12324371.18  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO CAPITAL MARKETS CORP.             | BMO CAPITAL MARKETS CORP. (CIGNA GROUP/THE) 20.84 06/09/2025 (CI US)                                   | CUSIP: 06370C771<br>LEI: RUC0QBLBRPRCU4W1NE59 | Long             | DBT              | CORP              | CA        |     11300 | PA      | $3565320.70   | 0.20%             | 2025-06-09      | Fixed         | 20.84%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (CENTENE CORP) 24.27 06/26/2025 (CNC US)                                     | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     68900 | PA      | $3916572.78   | 0.22%             | 2025-06-26      | Fixed         | 24.27%                | No            |                  2 | On Loan: No      |
| Fidelity National Information         | Fidelity National Information Services Inc                                                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    265304 | NS      | $21120851.44  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                                                                    | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |    180373 | NS      | $14452397.55  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (STMICROELECTRONICS NV) 24.12 07/24/2025 (STM US)                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |    279400 | PA      | $7082790.00   | 0.40%             | 2025-07-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (VISA INC) 19.32 07/21/2025 (V US)                                           | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     12500 | PA      | $4470475.00   | 0.25%             | 2025-07-21      | Fixed         | 19.32%                | No            |                  2 | On Loan: No      |
| BlackRock Cash Funds - Institutional  | BlackRock Cash Funds - Institutional                                                                   | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |   6213290 | NS      | $6215775.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (INTEL CORP) 36.63 06/09/2025 (INTC US)                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |    134900 | PA      | $2663918.01   | 0.15%             | 2025-06-09      | Fixed         | 36.63%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (APTIV PLC) 29.81 06/12/2025 (APTV US)                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |    103100 | PA      | $6067816.86   | 0.34%             | 2025-06-12      | Fixed         | 29.81%                | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                    | Kraft Heinz Co/The                                                                                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    685391 | NS      | $18320501.43  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd            | Samsung Electronics Co Ltd                                                                             | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     28336 | NS      | $28537013.43  | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                              | Visa Inc                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     11324 | NS      | $4135411.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                    | Burberry Group PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |    436184 | NS      | $6101971.98   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                | Koninklijke Philips NV                                                                                 | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    326408 | NS      | $7526821.89   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (CVS HEALTH CORP) 24.17 06/26/2025 (CVS US)                                    | CUSIP: 61779N340<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    258300 | PA      | $16686328.84  | 0.93%             | 2025-06-26      | Fixed         | 24.17%                | No            |                  2 | On Loan: No      |
| Centene Corp                          | Centene Corp                                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     93367 | NS      | $5269633.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                        | Amazon.com Inc                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     44516 | NS      | $9126225.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (SEALED AIR CORP) 20.92 07/03/2025 (SEE US)                                  | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    147238 | PA      | $4641563.91   | 0.26%             | 2025-07-03      | Fixed         | 20.92%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (CISCO SYSTEMS INC) 17.45 06/09/2025 (CSCO US)                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |    161100 | PA      | $9548437.74   | 0.53%             | 2025-06-09      | Fixed         | 17.45%                | No            |                  2 | On Loan: No      |
| Baxter International Inc              | Baxter International Inc                                                                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   1217718 | NS      | $37140399.00  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                             | Lear Corp                                                                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     49637 | NS      | $4488177.54   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                             | PG&E Corp                                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    678765 | NS      | $11457553.20  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc               | WESCO International Inc                                                                                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     54940 | NS      | $9223876.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (ELEVANCE HEALTH INC) 30.79 07/21/2025 (ELV US)                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |     18300 | PA      | $6949425.00   | 0.39%             | 2025-07-21      | Fixed         | 30.79%                | No            |                  2 | On Loan: No      |
| RTX Corp                              | RTX Corp                                                                                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    129887 | NS      | $17726977.76  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                             | Sanofi SA                                                                                              | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    179813 | NS      | $17808850.99  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (WALT DISNEY CO/THE) 19.32 07/10/2025 (DIS US)                               | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     33100 | PA      | $3722982.62   | 0.21%             | 2025-07-10      | Fixed         | 19.32%                | No            |                  2 | On Loan: No      |
| Fortive Corp                          | Fortive Corp                                                                                           | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     97090 | NS      | $6814747.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (COGNIZANT TECHNOLOGY SOLUTIONS CORP) 23.07 06/12/2025 (CTSH US)               | CUSIP: 61779N241<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    125200 | PA      | $9521090.95   | 0.53%             | 2025-06-12      | Fixed         | 23.07%                | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                     | Kosmos Energy Ltd                                                                                      | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |   7054416 | NS      | $11710330.56  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                               | WPP PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |   3850653 | NS      | $31098048.99  | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                     | CISCO SYSTEMS INC                                                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    247097 | NS      | $15576994.88  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                             | Hess Corp                                                                                              | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    135967 | NS      | $17973477.73  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (HENKEL AG & CO KGAA) 34.71 06/05/2025 (HEN3 GY)                             | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     64100 | PA      | $5079795.73   | 0.28%             | 2025-06-05      | Fixed         | 34.71%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (SENSATA TECHNOLOGIES HOLDING PLC) 29.47 06/12/2025 (ST US)                    | CUSIP: 61779N258<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    167100 | PA      | $3986917.95   | 0.22%             | 2025-06-12      | Fixed         | 29.47%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (BURBERRY GROUP PLC) 45.60 06/30/2025 (BRBY LN)                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |    322300 | PA      | $3491400.14   | 0.20%             | 2025-06-30      | Fixed         | 45.60%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (EXELON CORP) 14.96 07/10/2025 (EXC US)                                     | CUSIP: 83371M454<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |    253600 | PA      | $11050611.93  | 0.62%             | 2025-07-10      | Fixed         | 14.96%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                      | WELLS FARGO & CO                                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    357512 | NS      | $26734747.36  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (PG&E CORP) 21.22 07/21/2025 (PCG US)                                        | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    501600 | PA      | $8406314.40   | 0.47%             | 2025-07-21      | Fixed         | 21.22%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC            | VERIZON COMMUNICATIONS INC                                                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    281323 | NS      | $12366959.08  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (KONINKLIJKE PHILIPS NV) 58.21 06/05/2025 (PHIA NA)                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |    212200 | PA      | $4920678.11   | 0.28%             | 2025-06-05      | Fixed         | 58.21%                | No            |                  2 | On Loan: No      |
| British American Tobacco PLC          | British American Tobacco PLC                                                                           | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    355396 | NS      | $15999362.85  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                   | Dollar General Corp                                                                                    | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    129571 | NS      | $12600779.75  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                          | Comcast Corp                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1036396 | NS      | $35828209.72  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                   | Global Payments Inc                                                                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     92745 | NS      | $7012449.45   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                   | STAG Industrial Inc                                                                                    | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    139059 | NS      | $4947719.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (DOLLAR TREE INC) 32.59 06/09/2025 (DLTR US)                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |    100600 | PA      | $8614570.93   | 0.48%             | 2025-06-09      | Fixed         | 32.59%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc         | Intercontinental Exchange Inc                                                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     73024 | NS      | $13129715.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                           | NVIDIA Corp                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     44223 | NS      | $5975853.99   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (GENERAL MOTORS CO) 19.82 07/14/2025 (GM US)                                 | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     73300 | PA      | $3620618.83   | 0.20%             | 2025-07-14      | Fixed         | 19.82%                | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (SANOFI SA) 20.17 07/17/2025 (SAN FP)                                        | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |    132900 | PA      | $13460549.17  | 0.75%             | 2025-07-17      | Fixed         | 20.17%                | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                 | Becton Dickinson & Co                                                                                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    136267 | NS      | $23518321.53  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc         | Rexford Industrial Realty Inc                                                                          | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    259455 | NS      | $9143194.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (STMICROELECTRONICS NV) 29.01 06/02/2025 (STM US)                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |    317700 | PA      | $6923359.94   | 0.39%             | 2025-06-02      | Fixed         | 29.01%                | No            |                  2 | On Loan: No      |
| Sempra                                | Sempra                                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     94125 | NS      | $7397283.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (INTERCONTINENTAL EXCHANGE INC) 17.65 06/26/2025 (ICE US)                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     31000 | PA      | $5509450.58   | 0.31%             | 2025-06-26      | Fixed         | 17.65%                | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (ALBEMARLE CORP) 25.80 07/10/2025 (ALB US)                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |     34600 | PA      | $1952141.51   | 0.11%             | 2025-07-10      | Fixed         | 25.80%                | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (PERNOD RICARD SA) 27.47 06/30/2025 (RI FP)                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     26300 | PA      | $2766853.92   | 0.15%             | 2025-06-30      | Fixed         | 27.47%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (KEYSIGHT TECHNOLOGIES INC) 22.72 07/10/2025 (KEYS US)                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     21000 | PA      | $3363996.72   | 0.19%             | 2025-07-10      | Fixed         | 22.72%                | No            |                  2 | On Loan: No      |
| PPG Industries Inc                    | PPG Industries Inc                                                                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    104374 | NS      | $11564639.20  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (AMERICAN INTERNATIONAL GROUP INC) 19.41 06/16/2025 (AIG US)                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |    111900 | PA      | $9417529.99   | 0.53%             | 2025-06-16      | Fixed         | 19.41%                | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (AIR PRODUCTS AND CHEMICALS INC) 20.83 06/20/2025 (APD US)                   | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     21700 | PA      | $6006863.67   | 0.34%             | 2025-06-20      | Fixed         | 20.83%                | No            |                  2 | On Loan: No      |
| BMO CAPITAL MARKETS CORP.             | BMO CAPITAL MARKETS CORP. (PPG INDUSTRIES INC) 27.20 06/02/2025 (PPG US)                               | CUSIP: 06370C763<br>LEI: RUC0QBLBRPRCU4W1NE59 | Long             | DBT              | CORP              | US        |     51100 | PA      | $5392976.07   | 0.30%             | 2025-06-02      | Fixed         | 27.20%                | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The               | Charles Schwab Corp/The                                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    145750 | NS      | $12875555.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                           | Exelon Corp                                                                                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    343199 | NS      | $15038980.18  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (SEALED AIR CORP) 23.57 06/26/2025 (SEE US)                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |    169050 | PA      | $5230602.72   | 0.29%             | 2025-06-26      | Fixed         | 23.57%                | No            |                  2 | On Loan: No      |
| Flagstar Financial Inc                | Flagstar Financial Inc                                                                                 | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    609635 | NS      | $7022995.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                     | CNH Industrial NV                                                                                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    395556 | NS      | $4948405.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                         | HSBC BANK PLC (MICROSOFT CORP) 10.30 06/02/2025 (MSFT US)                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |     30800 | PA      | $12922200.87  | 0.72%             | 2025-06-02      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (VERIZON COMMUNICATIONS INC) 16.32 07/03/2025 (VZ US)                        | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    207800 | PA      | $8923594.24   | 0.50%             | 2025-07-03      | Fixed         | 16.32%                | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                    | Teck Resources Ltd                                                                                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    162732 | NS      | $6029220.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                         | Citigroup Inc                                                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    483550 | NS      | $36420986.00  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (BAYER AG) 40.77 06/05/2025 (BAYN GY)                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |    208000 | PA      | $5352518.00   | 0.30%             | 2025-06-05      | Fixed         | 40.77%                | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | UBS SECURITIES LLC (LABCORP HOLDINGS INC) 17.30 07/03/2025 (LH US)                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | Long             | DBT              | CORP              | GB        |     47600 | PA      | $11848979.91  | 0.66%             | 2025-07-03      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                  | Bank of America Corp                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    137294 | NS      | $6058784.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                            | Intel Corp                                                                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     79611 | NS      | $1556395.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (HP INC) 22.01 07/10/2025 (HPQ US)                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |    406800 | PA      | $10290564.88  | 0.58%             | 2025-07-10      | Fixed         | 22.01%                | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (CVS HEALTH CORP) 17.48 06/26/2025 (CVS US)                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     52510 | PA      | $3390136.24   | 0.19%             | 2025-06-26      | Fixed         | 17.48%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (MEDTRONIC PLC) 20.02 07/14/2025 (MDT US)                                    | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    163700 | PA      | $13646418.22  | 0.76%             | 2025-07-14      | Fixed         | 20.02%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-24

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer