# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0002071691-26-012467
**Filing Date:** 2026-5
**Character Count:** 327077
**Document Hash:** 2fbb52cc535d0ca70ab24ad40868506e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012467.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012467

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03290
- **FILM NUMBER:** 261029712

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Variable Series Funds, Inc.

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

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

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

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Managed Volatility V.I. Fund

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $142683076.43

**Total Liabilities:** $1788949.33

**Net Assets:** $140894127.10

**Cash Not Reported:** $92176.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.24000000 | **1-Year:** 0.00000000 | **5-Year:** 23757.11000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -0.01000000 | **1-Year:** 0.00000000 | **5-Year:** 6553.47000000 | **10-Year:** 1439.92000000 | **30-Year:** 3202.36000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007901 | 0.72%                | 0.71%                | 2.12%                |
| Class ID C000007899 | 0.71%                | 0.71%                | 2.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2029562.58              | $539535.87                                 |
| Month 2  | $1379078.71              | $-646573.32                                |
| Month 3  | $-279556.84              | $-6280400.54                               |

**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        |     6904401 | OU      | $385225.77    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1455955348 | PA      | $-220756.25   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3552000 | PA      | $-714.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                         | Thomson Reuters Corp.                                      | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        1065 | NS      | $96126.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6653.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDI                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    42701732 | PA      | $21191.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                  | Oracle Corp.                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        1858 | NS      | $273330.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                         | Kraft Heinz Co. (The)                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        5662 | NS      | $127338.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                               | Eaton Corp. plc                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         945 | NS      | $337998.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                       | MEIJI Holdings Co. Ltd.                                    | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |        2100 | NS      | $51214.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                  | Mizuho Financial Group, Inc.                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |         600 | NS      | $24290.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                        | Monster Beverage Corp.                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        1640 | NS      | $118834.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P/TSX 60 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |           7 | NC      | $5131.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI EAFE Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -183 | NC      | $-123479.45   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $20633.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                     | Versant Media Group, Inc.                                  | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |         174 | NS      | $6441.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                            | Lam Research Corp.                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        1927 | NS      | $411722.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                             | Mitsui & Co. Ltd.                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |         900 | NS      | $34787.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                        | Yaskawa Electric Corp.                                     | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |         700 | NS      | $18488.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                   | Euronext NV                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |         371 | NS      | $59575.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                               | Norwegian Krone                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       18090 | OU      | $1868.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        4458 | NS      | $756344.28    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                          | Vulcan Materials Co.                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         273 | NS      | $74337.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5341.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    57000000 | PA      | $7341.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp.                       | Louisiana-Pacific Corp.                                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        6782 | NS      | $493390.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class A                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        8794 | NS      | $2528802.64   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                   | Brinker International, Inc.                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |         217 | NS      | $30981.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                  | Experian plc                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        4304 | NS      | $148894.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                     | United Therapeutics Corp.                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |          69 | NS      | $40915.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.  | Expeditors International of Washington, Inc.               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         360 | NS      | $51562.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                 | Walmart, Inc.                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        6612 | NS      | $821739.36    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorp NA                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |         178 | NS      | $10256.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc., Class A                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |         406 | NS      | $119912.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp.                            | QuantumScape Corp., Class A                                | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |         553 | NS      | $3528.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Valero Energy Corp.                           | Valero Energy Corp.                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         149 | NS      | $36814.92     | 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      | $49298.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH plc                                       | CRH plc                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |        1410 | NS      | $148219.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                         | PayPal Holdings, Inc.                                      | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        1117 | NS      | $50521.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                    | Crowdstrike Holdings, Inc., Class A                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         149 | NS      | $58171.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                        | Waste Management, Inc.                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        1288 | NS      | $295969.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                          | SoftBank Group Corp.                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        6000 | NS      | $146098.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                    | Microchip Technology, Inc.                                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |         158 | NS      | $10208.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                | Amphenol Corp., Class A                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        2517 | NS      | $318022.95    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                  | Evolution AB                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         532 | NS      | $33435.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                | BAWAG Group AG                                             | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |         138 | NS      | $20979.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                  | AMETEK, Inc.                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         736 | NS      | $157768.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                    | Chubb Ltd.                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |         559 | NS      | $182194.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG | Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |          68 | NS      | $42944.81     | 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      | $-207.06      | -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      | $10066.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   136030495 | PA      | $-26862.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                          | Meritage Homes Corp.                                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        1029 | NS      | $63633.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $2946.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                  | NVIDIA Corp.                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       31767 | NS      | $5540164.80   | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                 | Equifax, Inc.                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         352 | NS      | $63384.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                    | PG&E Corp.                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        6605 | NS      | $116049.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       13381 | NS      | $2786860.87   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $7249.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                 | Daiwa House Industry Co. Ltd.                              | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        3000 | NS      | $94118.89     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                  | Unilever plc                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        2561 | NS      | $140597.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                 | BioMarin Pharmaceutical, Inc.                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |         786 | NS      | $44401.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     7000000 | PA      | $-19152.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                 | Ovintiv, Inc.                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |         308 | NS      | $18282.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                            | Bloom Energy Corp., Class A                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |         456 | NS      | $61783.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                      | Sea Ltd., Class A                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |         719 | NS      | $59540.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                               | Advantest Corp.                                            | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        1000 | NS      | $138006.67    | 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      | $-4605.75     | -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      | $8222.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                   | Jabil, Inc.                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         216 | NS      | $57376.08     | 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      | $45140.95     | 0.03%             |  |  |  | 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        |         195 | NS      | $18304.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                   | Xylem, Inc.                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |         618 | NS      | $73851.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    73000000 | PA      | $3845.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric plc                            | nVent Electric plc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         767 | NS      | $90720.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                         | AECOM                                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        1830 | NS      | $155220.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand                                          | Rand                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |    32223892 | OU      | $1904344.68   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                     | Kymera Therapeutics, Inc.                                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         210 | NS      | $17490.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.               | Hilton Worldwide Holdings, Inc.                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |          96 | NS      | $29191.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                | Doximity, Inc., Class A                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         746 | NS      | $17381.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Saison Co. Ltd.                        | Credit Saison Co. Ltd.                                     | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |        3200 | NS      | $83646.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                        | Northrop Grumman Corp.                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         115 | NS      | $78457.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                   | NN Group NV                                                | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        1687 | NS      | $131747.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                        | RWE AG                                                     | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        1767 | NS      | $118881.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                     | KLA Corp.                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         170 | NS      | $250309.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                          | Curtiss-Wright Corp.                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         122 | NS      | $83096.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      360205 | PA      | $-8203.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.              | Brookfield Asset Management Ltd., Class A                  | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |         459 | NS      | $20402.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                          | ENEOS Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       19300 | NS      | $173895.61    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    51306785 | PA      | $55911.26     | 0.04%             |  |  |  | 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        |        3154 | NS      | $95159.15     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                              | Sony Group Corp.                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       18400 | NS      | $383506.35    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        3550 | NS      | $215307.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                      | CSL Ltd.                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |         464 | NS      | $45573.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                | TechnipFMC plc                                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |        2188 | NS      | $151256.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                               | Eli Lilly & Co.                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        1116 | NS      | $1026463.32   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     6595485 | PA      | $-37857.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $18125.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                 | Danaher Corp.                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         581 | NS      | $110157.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2080000 | PA      | $5345.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     9750177 | PA      | $-30244.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                        | Howmet Aerospace, Inc.                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |         836 | NS      | $192664.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        7468 | NS      | $2142270.48   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                   | Informa plc                                                | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        5500 | NS      | $55240.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                | Commonwealth Bank of Australia                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        2038 | NS      | $238663.69    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobileye Global, Inc.                         | Mobileye Global, Inc., Class A                             | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5245 | NS      | $36033.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                               | Planet Labs PBC, Class A                                   | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |         864 | NS      | $24148.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                  | Neurocrine Biosciences, Inc.                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |          83 | NS      | $10934.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                   | Intel Corp.                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        7374 | NS      | $325414.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                       | Boston Scientific Corp.                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        3269 | NS      | $205129.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                  | Insmed, Inc.                                               | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |         295 | NS      | $48238.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                   | James Hardie Industries plc                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |         180 | NS      | $3409.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         322 | NS      | $139226.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.         | International Business Machines Corp.                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        1445 | NS      | $350253.55    | 0.25%             |  |  |  | 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      | $-8723.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                        | Julius Baer Group Ltd.                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         899 | NS      | $66125.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                  | Biogen, Inc.                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         155 | NS      | $28416.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                              | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         455 | NS      | $181586.33    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                    | Constellation Brands, Inc., Class A                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         351 | NS      | $52650.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $4716.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                     | Sanofi SA                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        2419 | NS      | $233602.42    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                              | GE Vernova, Inc.                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         618 | NS      | $539452.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                                 | ABIOMED, Inc., CVR                                         | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |         105 | NS      | $243.60       | 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      | $170.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                      | Japan Post Bank Co. Ltd.                                   | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |        1700 | NS      | $27727.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | DAX Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           2 | NC      | $3597.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd.                                | Fortescue Ltd.                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |        2532 | NS      | $36181.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                       | GSK plc                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        6197 | NS      | $170699.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                       | Republic Services, Inc.                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         507 | NS      | $111043.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.            | Mettler-Toledo International, Inc.                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          19 | NS      | $23962.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                   | Apple, Inc.                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       19266 | NS      | $4889518.14   | 3.47%             |  |  |  | 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      | $-1019.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                 | Moody's Corp.                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |          35 | NS      | $15268.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                  | British American Tobacco plc                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |         727 | NS      | $42208.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                               | thyssenkrupp AG                                            | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |        2143 | NS      | $18883.05     | 0.01%             |  |  |  | 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        |         326 | NS      | $46569.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.               | Automatic Data Processing, Inc.                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         497 | NS      | $100980.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                           | Expand Energy Corp.                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         318 | NS      | $34910.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co. Ltd.                            | Sino Land Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |       14000 | NS      | $20514.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                            | Royalty Pharma plc, Class A                                | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |         499 | NS      | $23937.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                            | Devon Energy Corp.                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        1481 | NS      | $74523.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                          | NextEra Energy, Inc.                                       | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        2415 | NS      | $224305.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                     | Recruit Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        3700 | NS      | $161208.89    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Canada 10-Year Bond                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -431 | NC      | $282796.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                              | Boeing Co. (The)                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         958 | NS      | $190670.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $48719.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | U.S. Treasury 5-Year Note                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          32 | NC      | $21800.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd.               | Galaxy Entertainment Group Ltd.                            | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       12000 | NS      | $54238.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class A                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        1674 | NS      | $97761.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Life Group, Inc.                      | Daiichi Life Group, Inc.                                   | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |        6300 | NS      | $58098.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Corp.                                     | NGK Corp.                                                  | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |         600 | NS      | $15463.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $3499.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-1286.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                        | Stifel Financial Corp.                                     | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |         436 | NS      | $32229.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10000000 | PA      | $440.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                  | Danish Krone                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |      129528 | OU      | $20034.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp.                                   | Tosoh Corp.                                                | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |        2300 | NS      | $34189.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Dollar                            | New Zealand Dollar                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |        3239 | OU      | $1861.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                           | BlackRock Cash Funds: Institutional, SL Agency Shares      | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |      606091 | NS      | $606211.80    | 0.43%             |  |  |  | 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        |          39 | NS      | $97417.39     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11402.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $7277.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                 | Veralto Corp.                                              | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        1379 | NS      | $121931.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                          | American Express Co.                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         724 | NS      | $218995.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12000000 | PA      | $1262.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   137500000 | PA      | $-62446.37    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                           | EssilorLuxottica SA                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         620 | NS      | $144475.56    | 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      | $32221.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                       | Uber Technologies, Inc.                                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        2583 | NS      | $185795.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                         | Spotify Technology SA                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |         474 | NS      | $229847.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                      | Svenska Handelsbanken AB, Class A                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |        9718 | NS      | $128119.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         831 | NS      | $172299.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower, Inc.                               | Nextpower, Inc., Class A                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         464 | NS      | $55935.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                    | Digital Realty Trust, Inc.                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |         123 | NS      | $22165.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        1217 | NS      | $89060.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    48000000 | PA      | $-21823.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Revolution Medicines, Inc.                    | Revolution Medicines, Inc.                                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |         208 | NS      | $20228.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    74000000 | PA      | $9062.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                         | MGIC Investment Corp.                                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |        1645 | NS      | $43181.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        3029 | NS      | $740408.76    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                             | Merck & Co., Inc.                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        2090 | NS      | $251406.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        1050 | NS      | $524643.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                     | Flutter Entertainment plc                                  | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |         163 | NS      | $16617.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                  | Barclays plc                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |       31637 | NS      | $165571.72    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corp.                                   | Fluor Corp.                                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |         211 | NS      | $9843.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        8729 | NS      | $253053.71    | 0.18%             |  |  |  | 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      | $-1616.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                     | Bank of Ireland Group plc                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |        1406 | NS      | $25509.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                      | XP, Inc., Class A                                          | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |         217 | NS      | $4131.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                  | Pfizer, Inc.                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        9384 | NS      | $263502.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                | BNP Paribas SA                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        2400 | NS      | $228632.69    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                       | Lumentum Holdings, Inc.                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |         173 | NS      | $121577.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelleron Industries AG                      | Accelleron Industries AG                                   | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |         133 | NS      | $12021.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                 | Zscaler, Inc.                                              | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         227 | NS      | $31845.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software, Inc.                          | Unity Software, Inc.                                       | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |         535 | NS      | $11737.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        2542 | NS      | $99722.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1000000 | PA      | $7522.13      | 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        |          73 | NS      | $5995.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                   | Pentair plc                                                | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |         297 | NS      | $25871.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Las Vegas Sands Corp.                         | Las Vegas Sands Corp.                                      | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        1339 | NS      | $72145.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       36951 | PA      | $2913.94      | 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        |         670 | NS      | $38999.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   137500000 | PA      | $44777.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                    | Taylor Morrison Home Corp.                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |         770 | NS      | $44844.80     | 0.03%             |  |  |  | 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        |        2600 | NS      | $82827.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                   | Tesla, Inc.                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        3000 | NS      | $1115250.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Euro-Buxl                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -36 | NC      | $3676.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                              | Deutsche Post AG                                           | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        2598 | NS      | $136932.60    | 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      | $34164.99     | 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      | $-6118.86     | -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        |       10836 | NS      | $94549.85     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    10000000 | PA      | $-36445.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd.                           | Capri Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |           1 | NS      | $17.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp.                                 | Shimizu Corp.                                              | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        1800 | NS      | $32294.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                      | Ipsen SA                                                   | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         204 | NS      | $38124.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG        | Chocoladefabriken Lindt & Spruengli AG                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           7 | NS      | $98293.88     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     2249051 | PA      | $-2859.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    15940413 | PA      | $-29413.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                         | Arista Networks, Inc.                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        1866 | NS      | $229107.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                  | Dai Nippon Printing Co. Ltd.                               | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |         700 | NS      | $12754.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                      | Ageas SA                                                   | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |         795 | NS      | $58522.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                    | Prudential Financial, Inc.                                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |         278 | NS      | $27157.82     | 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      | $-1281.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22000000 | PA      | $3277.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                   | United Parcel Service, Inc., Class B                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        1348 | NS      | $132616.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd.                                    | Aegon Ltd.                                                 | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |       19487 | NS      | $142512.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                     | Thales SA                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         200 | NS      | $58649.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SET50 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |         304 | NC      | $38592.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                  | UBS Group AG (Registered)                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        5273 | NS      | $205612.17    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                      | Marvell Technology, Inc.                                   | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |        1558 | NS      | $154319.90    | 0.11%             |  |  |  | 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      | $-23452.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                    | Hexagon AB, Class B                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        5047 | NS      | $49118.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        1069 | NS      | $25452.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | U.S. Treasury 10-Year Note                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $846.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      450000 | PA      | $458.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                              | Severn Trent plc                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |         885 | NS      | $36297.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |         876 | NS      | $124549.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                      | Vinci SA                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |         868 | NS      | $130286.15    | 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      | $790.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      504413 | PA      | $-3085.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                            | Publicis Groupe SA                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         443 | NS      | $36666.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.             | Solstice Advanced Materials, Inc.                          | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |         530 | NS      | $40364.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                       | Molina Healthcare, Inc.                                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         101 | NS      | $13463.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                              | DraftKings, Inc., Class A                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        1768 | NS      | $38224.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE           | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |         343 | NS      | $187500.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                             | Essent Group Ltd.                                          | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |         846 | NS      | $49440.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                      | Panasonic Holdings Corp.                                   | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       10400 | NS      | $174422.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                      | RELX plc                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        2555 | NS      | $83707.85     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                             | HF Sinclair Corp.                                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |         652 | NS      | $40678.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                              | NU Holdings Ltd., Class A                                  | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |        4011 | NS      | $57638.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd.                         | Mitsui OSK Lines Ltd.                                      | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        3700 | NS      | $153774.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  3538585842 | PA      | $-30467.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)          | Hartford Insurance Group, Inc. (The)                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |          98 | NS      | $13252.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                              | Tetra Tech, Inc.                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |         746 | NS      | $22469.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI Singapore Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -135 | NC      | $5946.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                    | Lamb Weston Holdings, Inc.                                 | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |         875 | NS      | $36977.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                       | Progressive Corp. (The)                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |         831 | NS      | $164737.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                   | Warner Bros Discovery, Inc.                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        2662 | NS      | $73098.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                          | Schindler Holding AG                                       | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         116 | NS      | $38209.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     3636774 | PA      | $-26318.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk, Inc. (The)                        | Trade Desk, Inc. (The), Class A                            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        2126 | NS      | $48238.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                        | Home Depot, Inc. (The)                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         723 | NS      | $237787.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                           | General Mills, Inc.                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |         681 | NS      | $25346.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Airbus SE                                     | Airbus SE                                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |         645 | NS      | $121952.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRONEER Holdings, Inc.                      | INFRONEER Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 353800G6TWA2W0MY9K16       | Long             | EC               | CORP              | JP        |        1100 | NS      | $15260.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kandenko Co. Ltd.                             | Kandenko Co. Ltd.                                          | CUSIP: N/A<br>LEI: 35380080NSN7GCYZ3X14       | Long             | EC               | CORP              | JP        |         400 | NS      | $15191.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      378513 | PA      | $-2059.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $12843.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                       | Daiichi Sankyo Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        2100 | NS      | $37570.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                         | St. James's Place plc                                      | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |        2147 | NS      | $33876.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                        | AXA SA                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        3623 | NS      | $166482.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                 | Newmont Corp.                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        1779 | NS      | $192576.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Baloise Holding AG                   | Helvetia Baloise Holding AG                                | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |          14 | NS      | $3623.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                         | Schneider Electric SE                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |         301 | NS      | $81986.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                          | Barrick Mining Corp.                                       | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |         797 | NS      | $32570.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G plc                                       | M&G plc                                                    | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        9749 | NS      | $35412.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                           | Tokyo Electron Ltd.                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |         800 | NS      | $198760.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                                | Coherent Corp.                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |         165 | NS      | $39304.65     | 0.03%             |  |  |  | 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        |        1860 | NS      | $41594.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear, Inc.                               | Maplebear, Inc.                                            | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         334 | NS      | $12511.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                      | Skyworks Solutions, Inc.                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        1741 | NS      | $93230.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Trane Technologies plc                        | Trane Technologies plc                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |          68 | NS      | $28338.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Long Gilt                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -100 | NC      | $48836.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      989507 | PA      | $-30331.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-1067.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                | Rheinmetall AG                                             | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |          50 | NS      | $84339.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14000000 | PA      | $-87709.12    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                | VeriSign, Inc.                                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         434 | NS      | $107788.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                 | Hologic, Inc.                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |         291 | NS      | $21996.69     | 0.02%             |  |  |  | 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        |         445 | NS      | $92600.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | FTSE 100 Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          76 | NC      | $-44133.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                      | Hermes International SCA                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          21 | NS      | $39781.39     | 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      | $189.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  4308414158 | PA      | $-41435.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                         | Resona Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        2500 | NS      | $28519.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   137500000 | PA      | $46304.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                     | Amundi SA                                                  | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         567 | NS      | $48726.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                  | Hitachi Ltd.                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |        6300 | NS      | $184813.59    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    43735499 | PA      | $212258.89    | 0.15%             |  |  |  | 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      | $4189.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                            | Banco Santander SA                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       29863 | NS      | $334785.70    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         542 | NS      | $158090.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                             | First Solar, Inc.                                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         269 | NS      | $53062.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                  | Genpact Ltd.                                               | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |        1535 | NS      | $57178.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                    | Eiffage SA                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         220 | NS      | $33740.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                          | Viking Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |        2177 | NS      | $159965.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                  | Chipotle Mexican Grill, Inc.                               | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |         511 | NS      | $16357.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                   | Adobe, Inc.                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |         944 | NS      | $229467.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                    | Sumitomo Chemical Co. Ltd.                                 | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |        6000 | NS      | $19413.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                              | Novo Nordisk A/S, Class B                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |        2516 | NS      | $92071.75     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                | Air Liquide SA                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |         898 | NS      | $185615.26    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                   | Carvana Co., Class A                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |          70 | NS      | $22006.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9000000 | PA      | $-1728.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                            | Altria Group, Inc.                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        4695 | NS      | $309823.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corp.                                   | Nidec Corp.                                                | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        1800 | NS      | $22856.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7000000 | PA      | $141351.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      578009 | PA      | $-14853.28    | -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        |        1351 | NS      | $90841.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems, Inc.                           | Veeva Systems, Inc., Class A                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |          68 | NS      | $11944.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                           | Vertiv Holdings Co., Class A                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        1105 | NS      | $276890.90    | 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      | $11579.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                          | Banco de Sabadell SA                                       | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |        5984 | NS      | $21436.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                  | ROBLOX Corp., Class A                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |        1381 | NS      | $78109.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                  | Daiwa Securities Group, Inc.                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        9500 | NS      | $90016.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                       | Aristocrat Leisure Ltd.                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        5950 | NS      | $189122.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                             | Wolters Kluwer NV                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |         721 | NS      | $53850.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                        | General Dynamics Corp.                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         766 | NS      | $262906.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                          | Dollar General Corp.                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         606 | NS      | $71950.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                | Autodesk, Inc.                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         145 | NS      | $34713.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                           | TE Connectivity plc                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |         994 | NS      | $207765.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | SPI 200 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -130 | NC      | $283592.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.               | Universal Health Services, Inc., Class B                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         333 | NS      | $59597.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                   | Swissquote Group Holding SA (Registered)                   | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |          73 | NS      | $36261.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                  | Royal Caribbean Cruises Ltd.                               | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |         202 | NS      | $55586.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                        | Eurofins Scientific SE                                     | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         282 | NS      | $20577.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3751.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                  | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       14260 | NS      | $326470.81    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                        | Red Rock Resorts, Inc., Class A                            | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         559 | NS      | $29828.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    41506643 | PA      | $3955.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    31000000 | PA      | $-1345.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                 | Kyocera Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1800 | NS      | $27600.38     | 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      | $7964.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                            | Southern Co. (The)                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |         520 | NS      | $50190.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $-10882.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                    | Sherwin-Williams Co. (The)                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         537 | NS      | $172135.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                | Celanese Corp.                                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |         432 | NS      | $28412.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    20746679 | PA      | $-339.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                | Commerzbank AG                                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |         892 | NS      | $32539.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                      | Snam SpA                                                   | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        4894 | NS      | $37074.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        4115 | NS      | $466682.15    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                  | 3i Group plc                                               | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        2831 | NS      | $92265.14     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                        | BP plc                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       36406 | NS      | $284942.60    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                   | Swiss Franc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      347426 | OU      | $434499.38    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                  | Airbnb, Inc., Class A                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        1045 | NS      | $131962.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    28000000 | PA      | $-2376.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.             | Singapore Telecommunications Ltd.                          | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       49700 | NS      | $190960.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8904.99      | 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      | $-6974.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                     | QIAGEN NV                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |         519 | NS      | $20780.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                        | EDP SA                                                     | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |        6139 | NS      | $32485.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                          | ASM International NV                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |          13 | NS      | $9853.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Co., Inc.             | Mitsubishi Gas Chemical Co., Inc.                          | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |         900 | NS      | $21117.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                  | LyondellBasell Industries NV, Class A                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |         647 | NS      | $52122.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                 | Corteva, Inc.                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        4863 | NS      | $407081.73    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS, Inc.                                     | TIS, Inc.                                                  | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |         800 | NS      | $17105.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    13000000 | PA      | $12804.03     | 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      | $16780.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                | Ricoh Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |        1500 | NS      | $12680.25     | 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      | $6813.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandisk Corp.                                 | Sandisk Corp.                                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         208 | NS      | $132150.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd.                     | Israel Discount Bank Ltd., Class A                         | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        1529 | NS      | $15439.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                 | Yuan Renminbi                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |           1 | OU      | $0.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd.                            | Computershare Ltd.                                         | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        6402 | NS      | $126263.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    52178909 | PA      | $2877569.46   | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                              | S&P Global, Inc.                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         293 | NS      | $124624.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                        | Encompass Health Corp.                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |         975 | NS      | $94311.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15000000 | PA      | $-2621.02     | -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      | $-656.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                           | Yen                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   321747309 | OU      | $2027329.38   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  5380933350 | PA      | $-333502.01   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                      | Tower Semiconductor Ltd.                                   | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |         343 | NS      | $60189.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd.                               | Wesfarmers Ltd.                                            | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |         441 | NS      | $22515.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                  | Nasdaq, Inc.                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |         194 | NS      | $16468.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd.                               | AGL Energy Ltd.                                            | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |        2739 | NS      | $18750.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                           | Japan Tobacco, Inc.                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        7900 | NS      | $303074.56    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2000000 | PA      | $17650.98     | 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      | $963.63       | 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      | $-319729.93   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                     | Gecina SA                                                  | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         208 | NS      | $16411.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp.                                  | Kajima Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1900 | NS      | $72482.47     | 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      | $15186.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2368000 | PA      | $55.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta-Ocean Construction Co. Ltd.             | Penta-Ocean Construction Co. Ltd.                          | CUSIP: N/A<br>LEI: 529900QN42Q9UIW3AS17       | Long             | EC               | CORP              | JP        |        1500 | NS      | $15953.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class B                                         | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        1249 | NS      | $66321.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                     | BlackRock Liquidity Funds, T-Fund, Institutional Class     | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |     4144894 | NS      | $4144894.36   | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                | Broadcom, Inc.                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        6385 | NS      | $1976221.35   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                               | Canadian Dollar                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     1015961 | OU      | $730329.50    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                | McKesson Corp.                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         201 | NS      | $173937.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec, Inc.                                 | Stantec, Inc.                                              | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |         233 | NS      | $20142.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    52000000 | PA      | $-25241.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    37000000 | PA      | $-12185.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp.                                | Teradata Corp.                                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |         113 | NS      | $2896.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd.                                 | NH Foods Ltd.                                              | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |         500 | NS      | $22204.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics, Inc.                    | Sarepta Therapeutics, Inc.                                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |         112 | NS      | $2437.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                           | Societe Generale SA                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |         925 | NS      | $67540.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $7827.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                      | ABB Ltd. (Registered)                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        5011 | NS      | $407434.22    | 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        |        1067 | NS      | $125999.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                               | BAE Systems plc                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |        4626 | NS      | $135627.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                               | Danske Bank A/S                                            | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |         417 | NS      | $20550.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                        | Alaska Air Group, Inc.                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |         324 | NS      | $11916.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        1344 | NS      | $137988.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuoka Financial Group, Inc.                 | Fukuoka Financial Group, Inc.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         500 | NS      | $19147.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                       | International Paper Co.                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        1544 | NS      | $55120.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        2973 | NS      | $1700942.49   | 1.21%             |  |  |  | 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      | $5480.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                 | Medtronic plc                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |         205 | NS      | $17763.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                 | Koninklijke Ahold Delhaize NV                              | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        1665 | NS      | $77537.71     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                | United Airlines Holdings, Inc.                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        1210 | NS      | $111404.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                | Air Products & Chemicals, Inc.                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         169 | NS      | $49092.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                       | Saab AB, Class B                                           | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |         893 | NS      | $58446.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |         816 | NS      | $148862.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                        | Costco Wholesale Corp.                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         755 | NS      | $752304.65    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                        | BWX Technologies, Inc.                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |         263 | NS      | $53780.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                       | FUJIFILM Holdings Corp.                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |        1900 | NS      | $36205.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-4394.81     | -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      | $1689.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                        | Generac Holdings, Inc.                                     | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |          80 | NS      | $15626.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2000000 | PA      | $5718.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Mini-DAX Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          -4 | NC      | $14203.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    43000000 | PA      | $-3352.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings, Inc.                | Sunbelt Rentals Holdings, Inc.                             | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |        1345 | NS      | $85799.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     5790580 | PA      | $-21467.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                 | HubSpot, Inc.                                              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |          62 | NS      | $15134.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $-18229.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                     | Nokia OYJ                                                  | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |        1805 | NS      | $14479.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                              | Loblaw Cos. Ltd.                                           | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |         868 | NS      | $39571.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd.                            | Sekisui House Ltd.                                         | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        6000 | NS      | $134442.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                               | ASML Holding NV                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |         593 | NS      | $788545.70    | 0.56%             |  |  |  | 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      | $-113795.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    40000000 | PA      | $10065.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc.                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         321 | NS      | $90640.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.             | Philip Morris International, Inc.                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        2170 | NS      | $358787.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                           | Qantas Airways Ltd.                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |       16522 | NS      | $97054.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor, Inc.                                | Quebecor, Inc., Class B                                    | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         862 | NS      | $36602.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago Thermal Engineering Co. Ltd.         | Takasago Thermal Engineering Co. Ltd.                      | CUSIP: N/A<br>LEI: 353800VL9UEB0RUJLC67       | Long             | EC               | CORP              | JP        |         600 | NS      | $16680.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                  | Leonardo SpA                                               | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |         505 | NS      | $34349.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                        | AP Moller - Maersk A/S, Class A                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          22 | NS      | $53867.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                | Carnival Corp.                                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        4585 | NS      | $118659.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp.                                   | SUMCO Corp.                                                | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |        1600 | NS      | $17677.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half, Inc.                             | Robert Half, Inc.                                          | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |         121 | NS      | $3073.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                 | Alnylam Pharmaceuticals, Inc.                              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         162 | NS      | $53600.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                       | DBS Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |        2700 | NS      | $120150.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $13010.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                   | Palantir Technologies, Inc., Class A                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        2763 | NS      | $404171.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp.                                  | ITOCHU Corp.                                               | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |        3300 | NS      | $41977.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                        | Keurig Dr Pepper, Inc.                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        1225 | NS      | $32254.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group plc                            | Kingspan Group plc                                         | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         176 | NS      | $15049.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                           | Intesa Sanpaolo SpA                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       71593 | NS      | $432986.22    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                           | Ascendis Pharma A/S                                        | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |          50 | NS      | $11436.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                       | Arch Capital Group Ltd.                                    | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |         568 | NS      | $54522.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                 | Comcast Corp., Class A                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        6930 | NS      | $198960.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    23000000 | PA      | $-46430.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MSCI EAFE Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          19 | NC      | $10670.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                          | Conagra Brands, Inc.                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        7807 | NS      | $122726.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $616.42       | 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        |        6900 | NS      | $226874.24    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                            | Nippon Steel Corp.                                         | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       24400 | NS      | $89976.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Motorola Solutions, Inc.                      | Motorola Solutions, Inc.                                   | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         766 | NS      | $332421.02    | 0.24%             |  |  |  | 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        |        2100 | NS      | $34914.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93500000 | PA      | $-42673.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.           | Hong Kong Exchanges & Clearing Ltd.                        | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |        1700 | NS      | $85761.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    13000000 | PA      | $-53849.33    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                    | United Utilities Group plc                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        2354 | NS      | $41044.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CAC 40 Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -109 | NC      | $-22097.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                         | STMicroelectronics NV                                      | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        2321 | NS      | $78980.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                             | Nintendo Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        1300 | NS      | $74211.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                         | Cardinal Health, Inc.                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         596 | NS      | $125940.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                               | RB Global, Inc.                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |         223 | NS      | $21374.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                        | SAP SE                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        1291 | NS      | $220093.10    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                           | Expedia Group, Inc.                                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         604 | NS      | $139457.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                              | Blackstone, Inc.                                           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |         890 | NS      | $102341.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          18 | NC      | $-135584.96   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                 | Netflix, Inc.                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        6658 | NS      | $640166.70    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                              | Hong Kong Dollar                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     4258147 | OU      | $543047.81    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                               | API Group Corp.                                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        3716 | NS      | $150572.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New Israeli Sheqel                            | New Israeli Sheqel                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       85622 | OU      | $27230.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik, Inc.                                  | Rubrik, Inc., Class A                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |         787 | NS      | $38539.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp.                                     | NEC Corp.                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        5300 | NS      | $131880.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        1458 | NS      | $75830.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                          | Dassault Systemes SE                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        1961 | NS      | $39698.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                        | Tenet Healthcare Corp.                                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |         207 | NS      | $39062.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | EURO STOXX 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -26 | NC      | $59902.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        7539 | NS      | $600179.79    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    59281300 | PA      | $64499.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 43422350000 | PA      | $-424033.04   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp.               | Brookfield Infrastructure Corp., Class A                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |         923 | NS      | $36472.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                     | Rockwell Automation, Inc.                                  | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         396 | NS      | $142116.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCurrent, Inc.                              | BayCurrent, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1700 | NS      | $49208.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                         | Deutsche Lufthansa AG (Registered)                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |        3950 | NS      | $33637.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                      | LY Corp.                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       22300 | NS      | $53768.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8629.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      883120 | PA      | $-4902.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93500000 | PA      | $32296.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                       | WPP plc                                                    | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |        1452 | NS      | $4541.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                           | Cisco Systems, Inc.                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        6524 | NS      | $506197.16    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.          | Mitsubishi UFJ Financial Group, Inc.                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       18500 | NS      | $313277.80    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                         | BellRing Brands, Inc.                                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |         153 | NS      | $2461.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordex SE                                     | Nordex SE                                                  | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |         341 | NS      | $18479.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.              | Mitsubishi Heavy Industries Ltd.                           | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |        6400 | NS      | $175850.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                 | PepsiCo, Inc.                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        1611 | NS      | $250172.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                 | Corning, Inc.                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |         587 | NS      | $79814.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                     | KBR, Inc.                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        2023 | NS      | $74567.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                  | Coca-Cola Consolidated, Inc.                               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |         258 | NS      | $49468.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                   | Seven & i Holdings Co. Ltd.                                | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |        2400 | NS      | $32279.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                             | FirstEnergy Corp.                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |         336 | NS      | $17021.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp.                         | Kioxia Holdings Corp.                                      | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |         400 | NS      | $52240.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                            | Barry Callebaut AG (Registered)                            | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |          19 | NS      | $33413.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                        | Cleveland-Cliffs, Inc.                                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |        3105 | NS      | $26237.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                   | Ono Pharmaceutical Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |        2200 | NS      | $35310.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                              | Bank Hapoalim BM                                           | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        1582 | NS      | $37153.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        4533 | NS      | $1333427.28   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                  | Czech Koruna                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |     1883907 | OU      | $88724.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                              | Mitsubishi Corp.                                           | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |         500 | NS      | $17152.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                           | CNX Resources Corp.                                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |         264 | NS      | $10177.20     | 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      | $19373.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)           | Hanover Insurance Group, Inc. (The)                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |         227 | NS      | $39350.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10000000 | PA      | $-4700.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        2182 | NS      | $1045614.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                    | Haleon plc                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |        9317 | NS      | $46109.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        2066 | NS      | $340001.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                         | Nomura Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       14900 | NS      | $117323.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                         | Affirm Holdings, Inc., Class A                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         559 | NS      | $25613.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                             | T-Mobile US, Inc.                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |         609 | NS      | $127908.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IBEX 35 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |           4 | NC      | $16770.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                  | Ferrovial SE                                               | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |         721 | NS      | $46905.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                         | Quanta Services, Inc.                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         245 | NS      | $134509.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Global-e Online Ltd.                          | Global-e Online Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         631 | NS      | $19466.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                  | Securitas AB, Class B                                      | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |         887 | NS      | $14855.41     | 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      | $5269.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                  | Advanced Micro Devices, Inc.                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        2512 | NS      | $511016.16    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                    | Constellation Energy Corp.                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         252 | NS      | $70371.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                   | Ciena Corp.                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |         122 | NS      | $47364.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                     | Holcim AG                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |         654 | NS      | $54060.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                  | Vertex Pharmaceuticals, Inc.                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         215 | NS      | $96006.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KION Group AG                                 | KION Group AG                                              | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |         235 | NS      | $12556.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                          | Analog Devices, Inc.                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1015 | NS      | $322912.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8112.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                 | Fujikura Ltd.                                              | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |        1800 | NS      | $49503.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SLB Ltd.                                      | SLB Ltd.                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        3828 | NS      | $196720.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                         | Colgate-Palmolive Co.                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |         152 | NS      | $12954.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                 | Schroders plc                                              | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |         835 | NS      | $6429.14      | 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      | $-23354.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                          | Macquarie Group Ltd.                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        1219 | NS      | $173167.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                       | Applied Materials, Inc.                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        1119 | NS      | $382463.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                             | National Grid plc                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       10931 | NS      | $184516.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDI                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    12048705 | PA      | $118120.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                    | Allianz SE (Registered)                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |         847 | NS      | $357703.87    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                    | Edenred SE                                                 | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |         573 | NS      | $11413.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    73397406 | PA      | $-96922.30    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                | Penumbra, Inc.                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |          18 | NS      | $5910.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12000000 | PA      | $-7039.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $5211.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.           | Take-Two Interactive Software, Inc.                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         290 | NS      | $57275.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                  | Exelon Corp.                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        3793 | NS      | $185932.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                    | KDDI Corp.                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       10800 | NS      | $183888.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                 | Chevron Corp.                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2695 | NS      | $557595.50    | 0.40%             |  |  |  | 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      | $8789.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                            | Credit Agricole SA                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        2332 | NS      | $43525.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                   | RenaissanceRe Holdings Ltd.                                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |         107 | NS      | $31803.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                          | Planet Fitness, Inc., Class A                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |         309 | NS      | $22983.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93500000 | PA      | $33023.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NASDAQ 100 E-Mini Index                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -18 | NC      | $307862.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                        | SGS SA (Registered)                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         887 | NS      | $93480.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group, Inc.                 | American Airlines Group, Inc.                              | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |        3275 | NS      | $35173.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      275000 | PA      | $142.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co.                               | Halliburton Co.                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        2469 | NS      | $96266.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                             | Australian Dollar                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     2411188 | OU      | $1663598.90   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $6918.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                         | Delta Air Lines, Inc.                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        1570 | NS      | $104373.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |         585 | NS      | $77220.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                 | Vontier Corp.                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |        1203 | NS      | $42670.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Japan 10-Year Bond                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -28 | NC      | $262457.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                     | Flex Ltd.                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |        1626 | NS      | $106437.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    11000000 | PA      | $-22446.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                | Lehman Brothers Holdings, Inc.                             | CUSIP: 524ESC7M6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $0.00         | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Broadridge Financial Solutions, Inc.          | Broadridge Financial Solutions, Inc.                       | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         215 | NS      | $34933.20     | 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      | $9049.49      | 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      | $-21516.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                    | Charles Schwab Corp. (The)                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        3449 | NS      | $324137.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                         | Southern Copper Corp.                                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         102 | NS      | $17550.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                     | Shell plc                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       12113 | NS      | $561014.11    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd.                       | Westgold Resources Ltd.                                    | CUSIP: N/A<br>LEI: 2549003AMX9BL7CKBQ74       | Long             | EC               | CORP              | AU        |        2631 | NS      | $11068.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                   | Berkeley Group Holdings plc                                | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |         799 | NS      | $36601.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                | Nomura Research Institute Ltd.                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        1100 | NS      | $30104.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                      | Western Alliance Bancorp                                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |         724 | NS      | $51295.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                             | Tyson Foods, Inc., Class A                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |         520 | NS      | $33316.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                               | Nippon Yusen KK                                            | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        1300 | NS      | $47755.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17444.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                  | Vistra Corp.                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         554 | NS      | $83282.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3000000 | PA      | $-3415.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2500000 | PA      | $69.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                             | Wynn Resorts Ltd.                                          | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         184 | NS      | $18685.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                       | Micron Technology, Inc.                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        1806 | NS      | $610139.04    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI, Inc.                                     | CGI, Inc., Class A                                         | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |         223 | NS      | $16303.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      275000 | PA      | $-8.17        | -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      | $8685.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                       | Singapore Airlines Ltd.                                    | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |        4400 | NS      | $22689.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA            | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |        9907 | NS      | $213986.94    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                       | Veolia Environnement SA                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        2285 | NS      | $87026.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   107011476 | PA      | $-57897.94    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                     | Segro plc                                                  | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |        3824 | NS      | $32781.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                        | Verisk Analytics, Inc.                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         300 | NS      | $56925.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OMX Stockholm 30 Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -555 | NC      | $159444.59    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $98.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                   | Teledyne Technologies, Inc.                                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         143 | NS      | $86516.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                   | Tokio Marine Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |         600 | NS      | $28164.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                       | BASF SE                                                    | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |         697 | NS      | $42928.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    20746678 | PA      | $1050.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $-989.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Communications AG                     | Sunrise Communications AG, Class A                         | CUSIP: N/A<br>LEI: 213800RS9HRGTWOGCO08       | Long             | EC               | CORP              | CH        |         442 | NS      | $26343.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                            | Toyota Motor Corp.                                         | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |        3800 | NS      | $78991.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                           | Coca-Cola Co. (The)                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        5294 | NS      | $402608.70    | 0.29%             |  |  |  | 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      | $-539.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                       | Tokyo Tatemono Co. Ltd.                                    | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |        1600 | NS      | $36912.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                       | DuPont de Nemours, Inc.                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        1483 | NS      | $67921.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                             | Caterpillar, Inc.                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         490 | NS      | $347145.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                              | CMS Energy Corp.                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |         432 | NS      | $33514.56     | 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      | $-23273.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                    | Genmab A/S                                                 | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |          65 | NS      | $17505.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group plc                     | Janus Henderson Group plc                                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |         149 | NS      | $7654.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.              | SS&C Technologies Holdings, Inc.                           | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        1302 | NS      | $87976.14     | 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      | $-9355.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                   | Marsh & McLennan Cos., Inc.                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         198 | NS      | $34343.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co. Ltd.                    | Sumitomo Forestry Co. Ltd.                                 | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Long             | EC               | CORP              | JP        |        1500 | NS      | $13647.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6000000 | PA      | $13255.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                          | TJX Cos., Inc. (The)                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        1710 | NS      | $273087.00    | 0.19%             |  |  |  | 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      | $46262.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | FTSE/MIB Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          31 | NC      | $13830.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                | AppLovin Corp., Class A                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         172 | NS      | $68456.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                          | Coterra Energy, Inc.                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |         693 | NS      | $24352.02     | 0.02%             |  |  |  | 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        |        9100 | NS      | $105072.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2500000 | PA      | $-362.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO, Inc.                                     | XPO, Inc.                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |         265 | NS      | $51555.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.            | West Pharmaceutical Services, Inc.                         | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |          65 | NS      | $16291.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                              | ServiceNow, Inc.                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1778 | NS      | $185889.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                        | Norfolk Southern Corp.                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         260 | NS      | $74620.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                                        | TUI AG                                                     | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |        1850 | NS      | $14568.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         333 | NS      | $147985.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Euro-OAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         122 | NC      | $-52513.03    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                     | Millrose Properties, Inc., Class A                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         184 | NS      | $5152.00      | 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      | $-12766.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Forint                                        | Forint                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |      709986 | OU      | $2134.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                              | Singapore Dollar                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      430251 | OU      | $334643.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | U.S. Treasury 2-Year Note                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          33 | NC      | $9689.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                     | Zurich Insurance Group AG                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         194 | NS      | $137122.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                     | Dow, Inc.                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        3832 | NS      | $159602.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                    | Procter & Gamble Co. (The)                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        3174 | NS      | $458452.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                   | Aena SME SA                                                | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |         920 | NS      | $27137.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                  | Kenvue, Inc.                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |        1892 | NS      | $32618.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                 | UniCredit SpA                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |         861 | NS      | $61771.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   447000000 | PA      | $-75963.14    | -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      | $3459.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Australia 10-Year Bond                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         705 | NC      | $-255045.00   | -0.18%            |  |  |  | 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      | $-16827.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                        | Truist Financial Corp.                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        1538 | NS      | $70701.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $24221.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.         | Restaurant Brands International, Inc.                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |         304 | NS      | $22465.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Domino's Pizza, Inc.                          | Domino's Pizza, Inc.                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         393 | NS      | $141004.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6645.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                        | Standard Chartered plc                                     | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        5978 | NS      | $124580.63    | 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      | $-3549.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    83000000 | PA      | $-989.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26000000 | PA      | $-851.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon plc                                 | Persimmon plc                                              | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |        1755 | NS      | $25053.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                | Obayashi Corp.                                             | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        4400 | NS      | $106570.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software, Inc.                       | CyberArk Software, Inc.                                    | CUSIP: N/A<br>LEI: 2549006DYHAFRZEQD459       | Long             | EC               | CORP              | US        |          45 | NS      | $2025.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $-1433.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        1618 | NS      | $114424.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Furukawa Electric Co. Ltd.                    | Furukawa Electric Co. Ltd.                                 | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |         100 | NS      | $19198.02     | 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      | $57746.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                    | Siemens AG (Registered)                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        1150 | NS      | $280179.21    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                  | Verizon Communications, Inc.                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        3749 | NS      | $188199.80    | 0.13%             |  |  |  | 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      | $-219941.45   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)               | Goldman Sachs Group, Inc. (The)                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         621 | NS      | $525359.79    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | TOPIX Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          48 | NC      | $175038.81    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                             | Rocket Cos., Inc., Class A                                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         757 | NS      | $10787.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA  | Cie Generale des Etablissements Michelin SCA               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |        1165 | NS      | $39911.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      869565 | PA      | $-4512.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                    | Sandvik AB                                                 | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |         373 | NS      | $14338.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35367.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $-262.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   137500000 | PA      | $-62052.14    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                         | Walt Disney Co. (The)                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        3297 | NS      | $317764.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Euro-Bund                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -133 | NC      | $314744.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                               | AstraZeneca plc                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        2474 | NS      | $483765.95    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                  | Humana, Inc.                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         278 | NS      | $48202.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp.                                     | TDK Corp.                                                  | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        1400 | NS      | $18186.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Lab Corp.                              | Rocket Lab Corp.                                           | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               | CORP              | US        |         503 | NS      | $32302.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                   | Amgen, Inc.                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         675 | NS      | $237498.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10000000 | PA      | $-3900.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        9532 | NS      | $3528460.44   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                     | Comfort Systems USA, Inc.                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         116 | NS      | $159962.84    | 0.11%             |  |  |  | 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      | $6856.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | FTSE/JSE Top 40 Index                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |          82 | NC      | $-154876.93   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                         | Ares Management Corp., Class A                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         228 | NS      | $24874.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries, Inc.                          | CCL Industries, Inc., Class B                              | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |         663 | NS      | $41540.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    67000000 | PA      | $6953.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       20162 | NS      | $982897.50    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Group AG                           | Sportradar Group AG, Class A                               | CUSIP: N/A<br>LEI: 549300H1P33YOAT7Z533       | Long             | EC               | CORP              | CH        |         618 | NS      | $10345.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                  | CF Industries Holdings, Inc.                               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |         317 | NS      | $41159.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                        | BKW AG                                                     | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |          80 | NS      | $15772.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    28000000 | PA      | $-4281.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                     | Safran SA                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |         813 | NS      | $266037.44    | 0.19%             |  |  |  | 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      | $-3517.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                  | Centrica plc                                               | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       10071 | NS      | $28515.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                      | U.S. Treasury Bills                                        | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1467100 | PA      | $1450815.19   | 1.03%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kerry Group plc                               | Kerry Group plc, Class A                                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         268 | NS      | $21338.10     | 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      | $-3440.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Euro-BTP                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -134 | NC      | $578309.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                   | Santos Ltd.                                                | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       31493 | NS      | $172378.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                 | Banco BPM SpA                                              | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        1170 | NS      | $16275.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                          | Emerson Electric Co.                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |         244 | NS      | $31968.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd.                            | Elbit Systems Ltd.                                         | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |          24 | NS      | $20234.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                 | Aeon Co. Ltd.                                              | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |        2000 | NS      | $23911.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                | Techtronic Industries Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |        1500 | NS      | $19920.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                       | Waste Connections, Inc.                                    | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |         360 | NS      | $58478.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                | SoftBank Corp.                                             | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |       90100 | NS      | $120564.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT, Inc.                                     | NTT, Inc.                                                  | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |       52900 | NS      | $52924.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                           | Lithia Motors, Inc., Class A                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |          73 | NS      | $18229.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7000000 | PA      | $-5184.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                | AIA Group Ltd.                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       36800 | NS      | $408896.86    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                    | Skanska AB, Class B                                        | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        2197 | NS      | $59426.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                        | 3M Co.                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        3910 | NS      | $567849.30    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                 | Honeywell International, Inc.                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        2607 | NS      | $589260.21    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                     | ITT, Inc.                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |         382 | NS      | $72782.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                              | TotalEnergies SE                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        2862 | NS      | $262657.57    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7000000 | PA      | $43550.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                      | Engie SA                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |        2677 | NS      | $86272.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                | Lonza Group AG (Registered)                                | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |          41 | NS      | $26302.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                            | MercadoLibre, Inc.                                         | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |          38 | NS      | $65702.76     | 0.05%             |  |  |  | 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      |
| Coupang, Inc.                                 | Coupang, Inc., Class A                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |        1557 | NS      | $29396.16     | 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      | $-11497.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                     | Nestle SA (Registered)                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        2622 | NS      | $257194.73    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                  | Hasbro, Inc.                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |         539 | NS      | $50450.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Petroleum Exploration Co. Ltd.          | Japan Petroleum Exploration Co. Ltd.                       | CUSIP: N/A<br>LEI: 549300WXUNBZ356DMN17       | Long             | EC               | CORP              | JP        |         800 | NS      | $13176.67     | 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        |        1000 | NS      | $56329.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                     | RTX Corp.                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        2684 | NS      | $517743.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                    | STERIS plc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |          69 | NS      | $15257.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                          | HCA Healthcare, Inc.                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         320 | NS      | $151436.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                  | Ecolab, Inc.                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         441 | NS      | $117314.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp.                                     | IHI Corp.                                                  | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |         800 | NS      | $16506.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                          | Dassault Aviation SA                                       | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |          69 | NS      | $25681.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                         | Elevance Health, Inc.                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         277 | NS      | $81091.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                             | New Taiwan Dollar                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |           0 | OU      | $0.00         | 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      | $7009.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                      | Intuitive Surgical, Inc.                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         265 | NS      | $122162.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                  | AbbVie, Inc.                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        2423 | NS      | $526978.27    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                           | Omnicom Group, Inc.                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         172 | NS      | $12953.32     | 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      | $5235.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9352.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                           | Union Pacific Corp.                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        1659 | NS      | $402506.58    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                             | Dollar Tree, Inc.                                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |         275 | NS      | $30115.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                      | Marathon Petroleum Corp.                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         131 | NS      | $31987.58     | 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      | $3383.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                         | Western Digital Corp.                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |         362 | NS      | $97917.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                              | Baker Hughes Co., Class A                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2726 | NS      | $166422.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.               | Regeneron Pharmaceuticals, Inc.                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         212 | NS      | $163799.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                        | Booking Holdings, Inc.                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          91 | NS      | $383139.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $54880.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                        | Sempra                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        1634 | NS      | $158775.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs, Inc.                             | Astera Labs, Inc.                                          | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |         374 | NS      | $40990.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                      | Tele2 AB, Class B                                          | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        1341 | NS      | $27755.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                             | Hershey Co. (The)                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         180 | NS      | $37420.20     | 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      | $70057.81     | 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      | $-3497.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    93500000 | PA      | $-42860.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                  | Fujitsu Ltd.                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |        8000 | NS      | $163605.32    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                  | Copart, Inc.                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |         265 | NS      | $8798.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-6158.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                       | Heidelberg Materials AG                                    | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |         295 | NS      | $62255.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                           | EOG Resources, Inc.                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |         971 | NS      | $140377.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                         | Gilead Sciences, Inc.                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        1399 | NS      | $194978.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    45954279 | PA      | $-38119.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                             | Duke Energy Corp.                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        2052 | NS      | $268688.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    26979022 | PA      | $-44285.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                        | Jacobs Solutions, Inc.                                     | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        1211 | NS      | $154136.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                      | UnitedHealth Group, Inc.                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        1441 | NS      | $389920.19    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                            | General Motors Co.                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        1031 | NS      | $76809.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                     | Essential Utilities, Inc.                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |         364 | NS      | $14658.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                | Thermo Fisher Scientific, Inc.                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         454 | NS      | $223154.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3000000 | PA      | $538.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SiTime Corp.                                  | SiTime Corp.                                               | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          62 | NS      | $21411.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                      | CACI International, Inc., Class A                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |          87 | NS      | $47316.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                         | Anglogold Ashanti plc                                      | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |         619 | NS      | $60265.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      621560 | PA      | $-15057.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3000000 | PA      | $22129.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                   | HEICO Corp., Class A                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         474 | NS      | $100056.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                           | Deutsche Telekom AG (Registered)                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |        6324 | NS      | $236032.34    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                   | FedEx Corp.                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         769 | NS      | $273902.42    | 0.19%             |  |  |  | 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      | $5531.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                 | Wayfair, Inc., Class A                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |         262 | NS      | $19705.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                           | Won                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |         -41 | OU      | $-0.03        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                         | Churchill Downs, Inc.                                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |         233 | NS      | $20930.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                   | Novartis AG (Registered)                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        1217 | NS      | $186802.73    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                     | O'Reilly Automotive, Inc.                                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         236 | NS      | $21785.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                     | Prosus NV, Class N                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |         571 | NS      | $26434.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                   | Brighthouse Financial, Inc.                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |          70 | NS      | $4191.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                            | AerCap Holdings NV                                         | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |        1119 | NS      | $153504.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                    | Visa, Inc., Class A                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        1268 | NS      | $383240.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                         | Parker-Hannifin Corp.                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         360 | NS      | $322286.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                | Walgreens Boots Alliance, Inc., CVR                        | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |         986 | NS      | $522.58       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crown Holdings, Inc.                          | Crown Holdings, Inc.                                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |         586 | NS      | $58746.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow plc                            | Barratt Redrow plc                                         | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |        3654 | NS      | $12708.92     | 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        |        5200 | NS      | $21427.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    48000000 | PA      | $645433.75    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                     | Illinois Tool Works, Inc.                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         695 | NS      | $180901.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         911 | NS      | $283129.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1130435 | PA      | $-4290.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    25000000 | PA      | $-692.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp.                               | Albemarle Corp.                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        1037 | NS      | $186172.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                             | Bureau Veritas SA                                          | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |         552 | NS      | $16522.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                  | GE Aerospace                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        2161 | NS      | $613226.97    | 0.44%             |  |  |  | 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      | $-6138.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                           | Kinder Morgan, Inc.                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        3067 | NS      | $102836.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.       | Singapore Technologies Engineering Ltd.                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       11200 | NS      | $95057.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                         | Leidos Holdings, Inc.                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        1138 | NS      | $176981.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                 | Portland General Electric Co.                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |         821 | NS      | $43324.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                      | Tryg A/S                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        1971 | NS      | $46979.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                          | EURO                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      466814 | OU      | $539566.63    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                 | Accenture plc, Class A                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |         696 | NS      | $138009.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                         | Targa Resources Corp.                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         257 | NS      | $64437.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                             | Siemens Energy AG                                          | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        1945 | NS      | $335414.42    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2529000000 | PA      | $-427.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zloty                                         | Zloty                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |      471209 | OU      | $126935.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                     | Crane Co.                                                  | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |         476 | NS      | $81396.00     | 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      | $11451.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                     | Asahi Group Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |        3200 | NS      | $31950.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2000000 | PA      | $2725.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16000000 | PA      | $105567.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -25 | NC      | $-10997.27    | -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      | $-1085.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        1118 | NS      | $80294.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                     | Carlyle Group, Inc. (The)                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |         317 | NS      | $15339.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orica Ltd.                                    | Orica Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         979 | NS      | $13759.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                       | Dell Technologies, Inc., Class C                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |         553 | NS      | $90763.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                  | Capgemini SE                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |         222 | NS      | $26195.66     | 0.02%             |  |  |  | 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        |       29400 | NS      | $190623.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co. (The)                      | New York Times Co. (The), Class A                          | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |         207 | NS      | $17332.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                         | Electronic Arts, Inc.                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |         279 | NS      | $56879.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                  | MasTec, Inc.                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         140 | NS      | $45043.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   136030496 | PA      | $-27070.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                       | Webster Financial Corp.                                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |          62 | NS      | $4304.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                | QUALCOMM, Inc.                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        2404 | NS      | $309587.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                           | Joby Aviation, Inc., Class A                               | CUSIP: N/A<br>LEI: 254900NMVFUM8FO88E56       | Long             | EC               | CORP              | US        |        5728 | NS      | $47313.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                             | HSBC Holdings plc                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       32423 | NS      | $532469.75    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | U.S. Treasury Ultra Bond                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -157 | NC      | $608991.45    | 0.43%             |  |  |  | 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      | $4011.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     2722716 | PA      | $15742.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline plc                                 | Frontline plc                                              | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | CY        |         729 | NS      | $25412.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                               | Nordea Bank Abp                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |        1494 | NS      | $25725.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                               | AES Corp. (The)                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |         190 | NS      | $2677.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP, Inc.                                     | BRP, Inc.                                                  | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |         275 | NS      | $19768.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  4337000000 | PA      | $1193.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                              | NRG Energy, Inc.                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         461 | NS      | $67370.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                              | Mosaic Co. (The)                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        1067 | NS      | $27208.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                | Continental AG                                             | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        1000 | NS      | $69807.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                                 | CUSIP: 00206RGT3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27501.60     | 0.02%             | 2031-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pound Sterling                                | Pound Sterling                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      364611 | OU      | $482598.56    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                 | Centene Corp.                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        1743 | NS      | $57065.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions, Inc.                            | UL Solutions, Inc., Class A                                | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |         473 | NS      | $40540.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | EURO STOXX 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          10 | NC      | $-23086.15    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | WIG20 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | PL        |         -16 | NC      | $-3576.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                         | Lockheed Martin Corp.                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         275 | NS      | $166207.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                | Citizens Financial Group, Inc.                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        1166 | NS      | $69925.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                  | Reddit, Inc., Class A                                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |         276 | NS      | $37163.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IFSC NIFTY 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |          14 | NC      | $-18202.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                   | Bouygues SA                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         588 | NS      | $34078.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Ltd.                          | Regis Resources Ltd.                                       | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |        1724 | NS      | $8171.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                     | Land Securities Group plc                                  | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        1949 | NS      | $14376.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                             | NatWest Group plc                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       12079 | NS      | $89480.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                     | Repsol SA                                                  | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |         940 | NS      | $26459.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                 | Swedish Krona                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     5753080 | OU      | $607720.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                             | EMCOR Group, Inc.                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |          40 | NS      | $29532.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.             | Booz Allen Hamilton Holding Corp.                          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |         943 | NS      | $73582.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                       | Texas Instruments, Inc.                                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1329 | NS      | $258012.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                 | Moderna, Inc.                                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |         464 | NS      | $23571.20     | 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      | $1008.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                              | Salesforce, Inc.                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        1321 | NS      | $246591.07    | 0.18%             |  |  |  | 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      | $-5878.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                      | Rolls-Royce Holdings plc                                   | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |        6848 | NS      | $104037.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                               | Air Lease Corp., Class A                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |         125 | NS      | $8117.50      | 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        |        1385 | NS      | $64970.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                     | Mitsubishi Electric Corp.                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        2300 | NS      | $75226.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                   | Garmin Ltd.                                                | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |         441 | NS      | $102316.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                               | DR Horton, Inc.                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         121 | NS      | $16603.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                  | Alkermes plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        1165 | NS      | $41194.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                 | Murata Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        8800 | NS      | $197447.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block, Inc.                               | H&R Block, Inc.                                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |         156 | NS      | $4951.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                     | CSX Corp.                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |         999 | NS      | $41008.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                   | Service Corp. International                                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |         502 | NS      | $41420.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |         829 | NS      | $34212.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                              | ASR Nederland NV                                           | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |        1221 | NS      | $84062.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    20364550 | PA      | $-37289.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Roku, Inc.                                    | Roku, Inc., Class A                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |         812 | NS      | $76831.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey plc                             | Taylor Wimpey plc                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |       11228 | NS      | $13335.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                          | Smurfit WestRock plc                                       | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |        1843 | NS      | $73443.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                              | Cloudflare, Inc., Class A                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |         163 | NS      | $33633.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                   | Block, Inc., Class A                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |         763 | NS      | $45917.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                  | Zoetis, Inc., Class A                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         834 | NS      | $98587.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1000000 | PA      | $-6179.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                      | Palo Alto Networks, Inc.                                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         177 | NS      | $28376.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                              | Deutsche Bank AG (Registered)                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |        6341 | NS      | $188708.71    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay, Inc.                                    | eBay, Inc.                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |         453 | NS      | $41232.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica, Inc.                               | Celestica, Inc.                                            | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |          54 | NS      | $15233.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9000000 | PA      | $98277.18     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                         | Virtu Financial, Inc., Class A                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |         535 | NS      | $23529.30     | 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      | $40878.62     | 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      | $5270.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                     | Linde plc                                                  | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |        1388 | NS      | $688114.88    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp.                       | Toyota Industries Corp.                                    | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |         200 | NS      | $25863.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG        | Chocoladefabriken Lindt & Spruengli AG (Registered)        | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           1 | NS      | $143131.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer