# EDGAR Filing Document

**Accession Number:** 0001761055
**File Stem:** 0001410368-26-066707
**Filing Date:** 2026-6
**Character Count:** 257791
**Document Hash:** 0e3e250e52d66bd9fb6fb7829289b735
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066707.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066707

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ETF Trust
- **CENTRAL INDEX KEY:** 0001761055

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23402
- **FILM NUMBER:** 261121634

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 8004417762

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

## Series and Classes Contracts Data

### iShares Disciplined Volatility Equity Active ETF (Series ID: S000090467)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000257712 | iShares Disciplined Volatility Equity Active ETF |  |

## 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 ETF Trust

- **b. Investment Company Act file number:** 811-23402

- **c. CIK number of Registrant:** 0001761055

- **d. LEI of Registrant:** 5493007WBHAKV9JVS642

- **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:** iShares Disciplined Volatility Equity Active ETF

- **b. EDGAR series identifier (if any):** S000090467

- **c. LEI of Series:** 529900FK45YO9WWSBQ69

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

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

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2153152053.08

**Total Liabilities:** $479282017.54

**Net Assets:** $1673870035.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257712 | 3.49%                | -5.70%               | 5.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6521735.96              | $46395669.81                               |
| Month 2  | $10772124.00             | $-99540299.88                              |
| Month 3  | $-12751391.98            | $100424760.81                              |

**Designated Index Information**

- **Index Name:** MSCI ACWI Minimum Volatility (USD) Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                   | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Bank PLC                                          | PURCHASED SGD / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $597.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                            | Honeywell International Inc                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10191 | NS      | $2184237.03   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                              | Ionis Pharmaceuticals Inc                              | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      7551 | NS      | $564512.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD CHF                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-11797.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                      | Vodacom Group Ltd                                      | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |     66970 | NS      | $568124.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | SYMRISE AG                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     14061 | OU      | $1243845.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                     | Banco do Brasil SA                                     | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |    260149 | NS      | $1166830.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | E INK HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |    280000 | OU      | $-1232075.34  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD MXN                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $6632.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | UNIVERSAL MUSIC GROUP NV                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |    371034 | OU      | $7779689.97   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | HENNES   MAURITZ                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     62906 | OU      | $-1129017.87  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Biwin Storage Technology Co Ltd                        | Biwin Storage Technology Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     43874 | NS      | $1735829.34   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD CHF                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-44883.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                             | BOC Hong Kong Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    142500 | NS      | $819686.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                      | Cisco Systems Inc                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    172158 | NS      | $15752457.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                 | Yum China Holdings Inc                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     80176 | NS      | $3923271.60   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED USD / SOLD NOK                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-85829.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED CAD / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $28955.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | IMPALA PLATINUM LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ZA        |     66846 | OU      | $936983.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $199.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                              | Warner Bros Discovery Inc                              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       606 | NS      | $16392.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                      | Galderma Group AG                                      | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |     10869 | NS      | $2280243.87   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                    | Dollar General Corp                                    | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     74959 | NS      | $8686248.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | CAIXA SEGURIDADE PARTICIPACOES SA                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |    480105 | OU      | $-1753927.75  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1370.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                          | SoftBank Corp                                          | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |   6807100 | NS      | $9580779.91   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                 | Contemporary Amperex Technology Co Ltd                 | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     72800 | NS      | $4674768.76   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings Inc                          | AAC Technologies Holdings Inc                          | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | KY        |    326500 | NS      | $1512147.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SNAP INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    201894 | OU      | $-1225496.58  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BOLIDEN                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     54853 | OU      | $-2883368.76  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                           | Protagonist Therapeutics Inc                           | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5858 | NS      | $579766.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                            | PURCHASED INR / SOLD USD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | IN        |         1 | NC      | $-99450.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD BRL                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-712511.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD CHF                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2033.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yangtze Optical Fibre & Cable Joint Stock Ltd Co       | Yangtze Optical Fibre & Cable Joint Stock Ltd Co       | CUSIP: 000000000<br>LEI: 836800VT7MZILX431W47 | Long             | EC               | CORP              | CN        |    101500 | NS      | $2617068.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                            | Alnylam Pharmaceuticals Inc                            | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     13463 | NS      | $4166663.87   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED USD / SOLD CNY                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-7976.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PANDORA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     51984 | OU      | $-3955927.90  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | KAWASAKI HEAVY INDUSTRIES LTD                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     52200 | OU      | $-1073148.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | MMG LTD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    368000 | OU      | $-397029.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BRENNTAG                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |    111382 | OU      | $-8111383.89  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                            | PURCHASED USD / SOLD MXN                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-5887.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BARRY CALLEBAUT AG                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      1629 | OU      | $-2441641.20  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                   | Progressive Corp/The                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     62827 | NS      | $12645818.56  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | TELE2 B                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      1106 | OU      | $22694.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | KONINKLIJKE KPN NV                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |    983007 | OU      | $5256672.69   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                            | American Water Works Co Inc                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     26010 | NS      | $3340204.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                         | Atlassian Corp                                         | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     76139 | NS      | $5222374.01   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | CORPAY INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11106 | OU      | $-3403655.82  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD HKD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $5647.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                             | Vertex Pharmaceuticals Inc                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     18950 | NS      | $8098851.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | COSTAR GROUP INC                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     15850 | OU      | $-548568.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED NOK / SOLD USD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $42629.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     74777 | NS      | $17187493.45  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                        | McDonald's Corp                                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     33736 | NS      | $9904552.24   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp                     | Tingyi Cayman Islands Holding Corp                     | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | KY        |   2644000 | NS      | $4079541.28   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | LULULEMON ATHLETICA INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     35518 | OU      | $-4890828.60  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                             | NetApp Inc                                             | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     21745 | NS      | $2408693.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15696 | NS      | $5815054.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CREDO TECHNOLOGY GROUP HOLDING LTD                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      3141 | OU      | $-546565.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED USD / SOLD SGD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-13775.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International Inc                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     15688 | NS      | $2589618.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD AUD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-43254.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED GBP / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $22048.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laopu Gold Co Ltd                                      | Laopu Gold Co Ltd                                      | CUSIP: 000000000<br>LEI: 2549003X1NWK88OCWI97 | Long             | EC               | CORP              | CN        |     15200 | NS      | $1085260.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | DEXCOM INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     65721 | OU      | $-3913685.55  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                 | Contemporary Amperex Technology Co Ltd                 | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     10300 | NS      | $814070.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                   | International Business Machines Corp                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     27768 | NS      | $6413852.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | REVOLUTION MEDICINES INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8412 | OU      | $-1212337.44  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | COEUR MINING INC                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      5761 | OU      | $-103525.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| StoneCo Ltd                                            | StoneCo Ltd                                            | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |    115748 | NS      | $1270913.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | INTACT FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     24591 | OU      | $4738431.44   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | TOYOTA MOTOR CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    201700 | OU      | $-3871713.79  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | INTL PAPER                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    134972 | OU      | $-4105848.24  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | INPOST SA                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |    160378 | OU      | $-2876583.99  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                     | Valero Energy Corp                                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     21009 | NS      | $5306453.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wall Motor Co Ltd                                | Great Wall Motor Co Ltd                                | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |    891533 | NS      | $2602725.09   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                          | Amphenol Corp                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    137407 | NS      | $20235928.89  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                       | Wells Fargo & Co                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     46922 | NS      | $3858396.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                    | Northern Trust Corp                                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     25161 | NS      | $4185280.74   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                | Marathon Petroleum Corp                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     15068 | NS      | $3741233.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | BROOKFIELD RENEWABLE SUBORDINATE V                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     18832 | OU      | $683489.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | VERISURE PLC                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      9445 | OU      | $-118014.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED AUD / SOLD USD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $-3342.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED NZD / SOLD USD                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | NZ        |         1 | NC      | $-6752.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | WATSCO INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3860 | OU      | $-1690062.40  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | FORTIS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    125792 | OU      | $7193670.67   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED SEK / SOLD USD                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $1061.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | FOMENTO ECONOMICO MEXICANO                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | MX        |      7288 | OU      | $86132.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SANOFI SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1639 | OU      | $153371.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD NOK                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-5603.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | ROCKWOOL CLASS B                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     15771 | OU      | $-459101.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co Ltd                  | Far EasTone Telecommunications Co Ltd                  | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |   1256000 | NS      | $3745849.02   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                            | Otsuka Corp                                            | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |    366000 | NS      | $6776219.22   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                    | Ascendis Pharma A/S                                    | CUSIP: 000000000<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      8306 | NS      | $1905230.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Henan Shenhuo Coal Industry & Electricity Power Co Ltd | Henan Shenhuo Coal Industry & Electricity Power Co Ltd | CUSIP: 000000000<br>LEI: 300300GF8XK44CSHXV64 | Long             | EC               | CORP              | CN        |    233200 | NS      | $1106253.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ZALANDO                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     40923 | OU      | $-1010793.77  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                 | Singapore Airlines Ltd                                 | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    471700 | NS      | $2336201.35   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CONSTELLATION BRANDS INC CLASS A                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      3204 | OU      | $-501682.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | TOPPAN HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    103000 | OU      | $-3061526.23  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Tongcheng Travel Holdings Ltd                          | Tongcheng Travel Holdings Ltd                          | CUSIP: 000000000<br>LEI: 2549004WGGNOPL8NUL61 | Long             | EC               | CORP              | KY        |    379200 | NS      | $865516.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10338 | NS      | $2184626.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD SGD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1620.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | PANASONIC HOLDINGS CORP                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     82900 | OU      | $-1695786.31  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD AUD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-9752.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                              | Ball Corp                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     29452 | NS      | $1798928.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED GBP / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $24759.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | KUAISHOU TECHNOLOGY                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    227300 | OU      | $1265340.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                         | Commonwealth Bank of Australia                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     17970 | NS      | $2263440.46   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                   | Southern Copper Corp                                   | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |     13721 | NS      | $2355758.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                             | Ventas Inc                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     74913 | NS      | $6581856.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | INDRA SISTEMAS SA                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     18892 | OU      | $1086561.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $41019.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                         | Advantest Corp                                         | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     51000 | NS      | $9522645.24   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BANCO BRADESCO PREF SA                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |    513526 | OU      | $2003578.97   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                  | Costco Wholesale Corp                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     11196 | NS      | $11358677.88  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | ORANGE SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |    273581 | OU      | $5696597.55   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | TELE2 B                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |    131385 | OU      | $2695934.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | SARTORIUS PREF AG                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      3473 | OU      | $-887269.03   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                              | KT&G Corp                                              | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |     20354 | NS      | $2446816.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV              | Grupo Aeroportuario del Sureste SAB de CV              | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |     43739 | NS      | $1332914.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                               | eBay Inc                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     59572 | NS      | $6164510.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | LOCALIZA RENT A CAR SA                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |    163678 | OU      | $1517520.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | REDDIT INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     39953 | OU      | $-5882280.19  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                   | WEC Energy Group Inc                                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     45767 | NS      | $5397759.98   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                 | Arch Capital Group Ltd                                 | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     67723 | NS      | $6397114.58   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp                                   | Kioxia Holdings Corp                                   | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |     24400 | NS      | $5903789.03   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                              | Airbus SE                                              | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     52560 | NS      | $10835736.11  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                               | Agilent Technologies Inc                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     75034 | NS      | $8670178.70   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                        | Mitsubishi Heavy Industries Ltd                        | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     76000 | NS      | $2268286.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD THB                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $9402.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PUBLICIS GROUPE SA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     31431 | OU      | $2936827.24   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | RENESAS ELECTRONICS CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    311000 | OU      | $-6289242.18  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-2526.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | FOMENTO ECONOMICO MEXICANO                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |    147459 | OU      | $1742731.81   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SIEMENS ENERGY N AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      8595 | OU      | $1821467.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                  | Micron Technology Inc                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4878 | NS      | $2522706.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | REDDIT INC CLASS A                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     16534 | OU      | $-2434300.82  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | TOYOTA MOTOR CORP                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     10600 | OU      | $-203471.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                              | Chubb Ltd                                              | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     11698 | NS      | $3825246.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | PURCHASED ILS / SOLD USD                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | IL        |         1 | NC      | $152775.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Co for Cooperative Insurance/The                       | Co for Cooperative Insurance/The                       | CUSIP: 000000000<br>LEI: 549300J2GTNKWJRJ8581 | Long             | EC               | CORP              | SA        |     18872 | NS      | $656912.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                   | PNC Financial Services Group Inc/The                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     34692 | NS      | $7736316.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Elm Co                                                 | Elm Co                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      5764 | NS      | $902637.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | INTL PAPER                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     97202 | OU      | $-2956884.84  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                  | Spotify Technology SA                                  | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      3042 | NS      | $1358405.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                  | Robinhood Markets Inc                                  | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     45011 | NS      | $3280851.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                 | DBS Group Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     46700 | NS      | $2153368.15   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | GENSCRIPT BIOTECH CORP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   1104000 | OU      | $-1965536.09  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | HOYA CORP                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       300 | OU      | $-56023.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $30655.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | KERING SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      8810 | OU      | $-2423748.24  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                            | Fujitsu Ltd                                            | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |    223700 | NS      | $4489959.71   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-10152.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | MUENCHENER RUECKVERSICHERUNGS-GESE                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      5096 | OU      | $3048283.33   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Wistron Corp                                           | Wistron Corp                                           | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | EC               | CORP              | TW        |    396000 | NS      | $1744039.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | SASOL LTD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |    124421 | OU      | $-1729396.25  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ROCKWOOL CLASS B                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     81515 | OU      | $-2372941.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | META PLATFORMS INC CLASS A                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      2254 | OU      | $1379245.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co Ltd                            | TS Financial Holding Co Ltd                            | CUSIP: 000000000<br>LEI: 254900NDEO99JV07HK17 | Long             | EC               | CORP              | TW        |   1714000 | NS      | $1292896.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                      | Atmos Energy Corp                                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     37286 | NS      | $7083594.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                            | DELL TECHNOLOGIES INC CLASS C                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7311 | OU      | $-1527633.45  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SAP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     29630 | OU      | $4974671.42   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CHINA NATIONAL BUILDING MATERIAL L                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   2806000 | OU      | $-1828524.66  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-25609.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Inc                                                 | SK Inc                                                 | CUSIP: 000000000<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |      3660 | NS      | $1065408.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | HONDA MOTOR LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    828100 | OU      | $-6719562.85  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                         | TD SYNNEX Corp                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     20225 | NS      | $4614940.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD CHF                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1336.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED EUR / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $379.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Marine Solution Co Ltd                      | HD Hyundai Marine Solution Co Ltd                      | CUSIP: 000000000<br>LEI: 988400NV4TGR7O3GJM74 | Long             | EC               | CORP              | KR        |     12360 | NS      | $2234764.39   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | XINYI SOLAR HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    450000 | OU      | $-165658.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                            | Exelon Corp                                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     51052 | NS      | $2347881.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                             | Carvana Co                                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      2573 | NS      | $1018393.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                             | Nucor Corp                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     30677 | NS      | $6911221.33   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | RANDSTAD HOLDING                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     47946 | OU      | $-1420706.83  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED EUR / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-29402.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                            | Hitachi Ltd                                            | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     67400 | NS      | $2143208.52   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                  | Truist Financial Corp                                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    133602 | NS      | $6880503.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| China Overseas Land & Investment Ltd                   | China Overseas Land & Investment Ltd                   | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |   1652000 | NS      | $2837599.01   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1507.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-2892.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1504.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                     | Coterra Energy Inc                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     99073 | NS      | $3557711.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                            | PepsiCo Inc                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     86167 | NS      | $13656607.83  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                          | CME Group Inc                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     32955 | NS      | $9485108.10   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                              | Thales SA                                              | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |     19013 | NS      | $5223576.44   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | JD SPORTS FASHION PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    684166 | OU      | $-628068.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                     | Tokyo Electron Ltd                                     | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      4800 | NS      | $1414476.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED TWD / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $24503.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED ZAR / SOLD USD                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |         1 | NC      | $31107.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | INTERTEK GROUP PLC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     79207 | OU      | $5102364.76   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED CAD / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $-13340.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Al-Jazira                                         | Bank Al-Jazira                                         | CUSIP: 000000000<br>LEI: 558600FGNP3JML7WY215 | Long             | EC               | CORP              | SA        |    324850 | NS      | $1018829.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BANKINTER SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     92591 | OU      | $1540813.62   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | DEUTSCHE TELEKOM N AG                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      1188 | OU      | $38373.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | EURONEXT NV                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     14249 | OU      | $2385157.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co Ltd                                | Chunghwa Telecom Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    714000 | NS      | $3065706.09   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                           | Nexon Co Ltd                                           | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |     81300 | NS      | $1372545.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-11486.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                               | Microchip Technology Inc                               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     20015 | NS      | $1859593.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $79352.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-48934.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | INTERNATIONAL FLAVORS   FRAGRANCES                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     15622 | OU      | $-1096664.40  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                               | Visa Inc                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     35743 | NS      | $11789471.12  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED MYR / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $-70110.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED SGD / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-39240.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                        | Southern Co/The                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    183150 | NS      | $17710605.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED SGD / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $-1101.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | AFFIRM HOLDINGS INC CLASS A                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     45732 | OU      | $-2939652.96  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                              | Alibaba Group Holding Ltd                              | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      7168 | NS      | $945315.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resonac Holdings Corp                                  | Resonac Holdings Corp                                  | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |     15200 | NS      | $1391013.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-51903.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                 | Boston Scientific Corp                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     42429 | NS      | $2444334.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | BCE INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    206307 | OU      | $4902705.46   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                 | Otsuka Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    101500 | NS      | $7397539.01   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                              | Archer-Daniels-Midland Co                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     32336 | NS      | $2410325.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                    | Elevance Health Inc                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     23590 | NS      | $8879747.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-133900.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | GILDAN ACTIVEWEAR INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    105159 | OU      | $-6526229.40  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                      | Lam Research Corp                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     61300 | NS      | $15806818.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                | NTT Inc                                                | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   9791800 | NS      | $9537806.26   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                  | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     15645 | NS      | $4593215.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-9383.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                    | HKT Trust & HKT Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   3296000 | NS      | $5346608.14   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                             | Biogen Inc                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      6619 | NS      | $1252844.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $38529.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | HEINEKEN HOLDING NV                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     69238 | OU      | $4920120.33   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co/The                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     91955 | NS      | $13525660.95  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | TOURMALINE OIL CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    107838 | OU      | $-5223793.87  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | LOJAS RENNER SA                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |    639925 | OU      | $1757538.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | JOHNSON CONTROLS INTERNATIONAL PLC                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     11782 | OU      | $-1720525.46  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1388.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                             | MasTec Inc                                             | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      6753 | NS      | $2661019.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                   | Lockheed Martin Corp                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     11335 | NS      | $5871189.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                  | Daiichi Sankyo Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |    242300 | NS      | $3935941.50   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                               | United Therapeutics Corp                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      6810 | NS      | $3890893.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                    | BlackRock Cash Funds: Institutional, SL Agency Shares  | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  41735764 | NS      | $41748284.98  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                | LY Corp                                                | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |   3085300 | NS      | $8115038.46   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | OKTA INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     51728 | OU      | $-3809767.20  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                             | Hasbro Inc                                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     41537 | NS      | $3980906.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-6629.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                            | Workday Inc                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     26940 | NS      | $3297456.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Logistics Inc                                       | JD Logistics Inc                                       | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | KY        |   3939000 | NS      | $7671559.19   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | WOODSIDE ENERGY GROUP LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |    159067 | OU      | $3802916.53   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $43264.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | TRANSUNION                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     88243 | OU      | $-6265253.00  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | CARNIVAL CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    185058 | OU      | $-4905887.58  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-46578.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     49544 | NS      | $20203052.32  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                           | Wal-Mart de Mexico SAB de CV                           | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | MX        |   1821686 | NS      | $5742922.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | POP MART INTERNATIONAL GROUP LTD                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     81000 | OU      | $-1648658.81  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | SGH LTD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |    117765 | OU      | $-3335433.07  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED GBP / SOLD USD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |         1 | NC      | $10747.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                   | Targa Resources Corp                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4299 | NS      | $1118083.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                                 | Japan Post Bank Co Ltd                                 | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |    263800 | NS      | $4526879.31   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | OKLO INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     34488 | OU      | $-2500380.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                     | Vertiv Holdings Co                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     33462 | NS      | $10991932.38  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                              | Neste Oyj                                              | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     40270 | NS      | $1391036.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD TRY                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-34276.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                                | Comfort Systems USA Inc                                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1015 | NS      | $1867853.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co Ltd                                  | Elite Material Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15000 | NS      | $2235069.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | KKR AND CO INC                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      2278 | OU      | $-237686.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Maritime AS                                  | Kongsberg Maritime AS                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |       507 | NS      | $3322.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | COLOPLAST B                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     50847 | OU      | $3141005.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | OMNICOM GROUP INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     31202 | OU      | $-2393817.44  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TWILIO INC CLASS A                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      6689 | OU      | $-990373.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co Ltd                                   | Hyundai Rotem Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13728 | NS      | $2512159.16   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Co                                     | Jarir Marketing Co                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    721587 | NS      | $2895583.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                              | Occidental Petroleum Corp                              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     86660 | NS      | $5249862.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRADE DESK INC CLASS A                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     69780 | OU      | $-1646110.20  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |         1 | NC      | $-2657.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | UDR REIT INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    161660 | OU      | $-5874724.40  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co Ltd                | China Taiping Insurance Holdings Co Ltd                | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |    523000 | NS      | $1495203.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                 | Trane Technologies PLC                                 | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     23469 | NS      | $11559421.26  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | KBC GROEP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |     50410 | OU      | $6709466.20   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED SEK / SOLD USD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-14947.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     58061 | NS      | $11587233.77  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | TWILIO INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     38252 | OU      | $-5663591.12  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SHISEIDO LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     81100 | OU      | $-1656459.65  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CAIXA SEGURIDADE PARTICIPACOES SA                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |     77606 | OU      | $-283511.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | IONQ INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     46923 | OU      | $-2117165.76  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CORPAY INC                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      8386 | OU      | $-2570057.42  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | KLABIN UNITS SA                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |    468085 | OU      | $1652353.85   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                      | Take-Two Interactive Software Inc                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     29991 | NS      | $6410876.16   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Ltd                                      | Bank of China Ltd                                      | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |  12450000 | NS      | $8084526.91   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                   | Waste Management Inc                                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     51396 | NS      | $11952139.80  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | SARTORIUS STEDIM BIOTECH SA                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      2117 | OU      | $-391245.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED USD / SOLD GBP                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-48343.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED CAD / SOLD USD                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CA        |         1 | NC      | $14248.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRANSUNION                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     57547 | OU      | $-4085837.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | MERCK   CO INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     16062 | OU      | $1753649.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | BNP PARIBAS SA                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     27160 | OU      | $2852382.48   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | ROCKET COMPANIES INC CLASS A                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     13566 | OU      | $-198334.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd    | HD Korea Shipbuilding & Offshore Engineering Co Ltd    | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |      3422 | NS      | $1071522.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro-Fabrication Equipment Inc China         | Advanced Micro-Fabrication Equipment Inc China         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20930 | NS      | $1163130.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                     | Etihad Etisalat Co                                     | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |     28270 | NS      | $490846.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | SUPER MICRO COMPUTER INC                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     14028 | OU      | $-384367.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     66000 | NS      | $25208040.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD INR                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $11596.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD DKK                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1668.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | EQUINOR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |     80810 | OU      | $3288742.79   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD ZAR                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-4366.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED SEK / SOLD USD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $14293.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CREDO TECHNOLOGY GROUP HOLDING LTD                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7410 | OU      | $-1289414.10  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                | O'Reilly Automotive Inc                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     50025 | NS      | $4972485.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $21324.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                              | Wuxi Biologics Cayman Inc                              | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |    435500 | NS      | $1860780.82   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-6835.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Co Ltd                         | E.Sun Financial Holding Co Ltd                         | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |   4566000 | NS      | $4589849.93   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | DEXCOM INC                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      2467 | OU      | $-146909.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-1352.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                        | EMCOR Group Inc                                        | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      3484 | NS      | $3106578.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | TRANSURBAN GROUP STAPLED UNITS                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |    800209 | OU      | $8109925.23   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD AUD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3532.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | AXON ENTERPRISE INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2182 | OU      | $-876640.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                     | Walt Disney Co/The                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     31182 | NS      | $3235132.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | AMERICA MOVIL B                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |   3319573 | OU      | $4410641.40   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ASM INTERNATIONAL NV                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      4132 | OU      | $4042234.64   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| XtalPi Holdings Ltd                                    | XtalPi Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 8368004IS42UJ5SVEV76 | Long             | EC               | CORP              | KY        |    779000 | NS      | $957376.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank N.A.                               | VODACOM GROUP LTD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |    304118 | OU      | $2579913.83   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Precision Inc                                      | Hon Precision Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     44000 | NS      | $6905274.82   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | SALMAR                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |      3387 | OU      | $-204359.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | A P MOLLER MAERSK B                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       728 | OU      | $1724771.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | HOYA CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     20000 | OU      | $-3734874.54  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED USD / SOLD AUD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-62415.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD AUD                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-50262.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                    | Astellas Pharma Inc                                    | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    376400 | NS      | $5334243.77   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                           | Fortinet Inc                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     35062 | NS      | $2956077.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                            | GoDaddy Inc                                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     49293 | NS      | $4278139.47   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co Ltd                                           | Eisai Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |    135800 | NS      | $4064824.34   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | LVMH                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      7783 | OU      | $4157750.03   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd              | Industrial & Commercial Bank of China Ltd              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |   3972000 | NS      | $3578573.97   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                        | New China Life Insurance Co Ltd                        | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |    468900 | NS      | $3079379.96   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                           | Techtronic Industries Co Ltd                           | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     92000 | NS      | $1333972.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2069.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                               | Central Japan Railway Co                               | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |    113300 | NS      | $2718119.72   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | SHANDONG GOLD MINING LTD H                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    127500 | OU      | $-467044.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED GBP / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $2983.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                             | Airbnb Inc                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     47857 | NS      | $6717208.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | BRENNTAG                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      8693 | OU      | $-633066.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                       | Exxon Mobil Corp                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     25024 | NS      | $3861953.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | XINYI SOLAR HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   4446000 | OU      | $-1636701.88  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ROCKET COMPANIES INC CLASS A                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     66365 | OU      | $-970256.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | STRAUMANN HOLDING AG                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     31717 | OU      | $3442207.26   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | VERISURE PLC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     54434 | OU      | $-680146.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | GENSCRIPT BIOTECH CORP                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    100000 | OU      | $-178037.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1219.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | DEUTSCHE TELEKOM N AG                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |    245475 | OU      | $7928998.68   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                        | CMS Energy Corp                                        | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     67310 | NS      | $5165369.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| China Life Insurance Co Ltd                            | China Life Insurance Co Ltd                            | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |    422700 | NS      | $2276525.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PANASONIC HOLDINGS CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    277900 | OU      | $-5684668.46  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | WILLIAMS SONOMA INC                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      5652 | OU      | $-1024198.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | MEITUAN                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    219700 | OU      | $2363792.79   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | COEUR MINING INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    115718 | OU      | $-2079452.46  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                           | Keyence Corp                                           | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     21500 | NS      | $9861317.39   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                            | Bank Mandiri Persero Tbk PT                            | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |   5244300 | NS      | $1334419.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     63015 | NS      | $1957814.82   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | AXON ENTERPRISE INC                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      3354 | OU      | $-1347503.04  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                 | Darden Restaurants Inc                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     24710 | NS      | $4955837.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                       | Osaka Gas Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     27400 | NS      | $984575.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $2524.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                  | McCormick & Co Inc/MD                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     36228 | NS      | $1841831.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | PURCHASED GBP / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $27833.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | NOVARTIS AG                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     50059 | OU      | $7398203.05   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ZILLOW GROUP INC CLASS C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     32297 | OU      | $-1433986.80  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Sany Heavy Industry Co Ltd                             | Sany Heavy Industry Co Ltd                             | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |    879600 | NS      | $2628455.33   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                | Consolidated Edison Inc                                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     91590 | NS      | $10211369.10  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhongji Innolight Co Ltd                               | Zhongji Innolight Co Ltd                               | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |     57203 | NS      | $7225719.38   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Krungthai Card PCL                                     | Krungthai Card PCL                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    862900 | NS      | $775409.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $24331.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                           | Secom Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |    100100 | NS      | $3670109.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | EMAAR PROPERTIES                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AE        |    234741 | OU      | $755865.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BARRATT REDROW PLC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    292762 | OU      | $-997074.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                              | Baidu Inc                                              | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |     85600 | NS      | $1351709.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | FUJIKURA LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     86100 | OU      | $-3321994.96  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | ASSECO POLAND SA                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PL        |      8427 | OU      | $-425090.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                        | TJX Cos Inc/The                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     85677 | NS      | $13429869.75  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Ltd                                       | Lenovo Group Ltd                                       | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |   3868000 | NS      | $5816395.92   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                            | Incyte Corp                                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     79830 | NS      | $7605404.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | EXOR NV                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     38659 | OU      | $3032542.95   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                          | Nomura Research Institute Ltd                          | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     95500 | NS      | $2577520.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                       | Wartsila OYJ Abp                                       | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |    128752 | NS      | $5407218.92   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1570 | NS      | $743552.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED CHF / SOLD USD                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2886.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $676.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CHINA LITERATURE LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     48400 | OU      | $-153079.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                       | Markel Group Inc                                       | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      3735 | NS      | $6620175.45   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $79573.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PARTNERS GROUP HOLDING AG                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      1603 | OU      | $1742785.65   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                           | DoorDash Inc                                           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      9101 | NS      | $1534883.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | PURCHASED CAD / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $17914.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ENGIE SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |    100601 | OU      | $3316063.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | KOC HOLDING A                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TR        |    289773 | OU      | $1297463.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | AIRTEL AFRICA PLC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |   1138503 | OU      | $-5498540.56  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                         | Hershey Co/The                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     34693 | NS      | $6443877.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                     | Grupo Financiero Banorte SAB de CV                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    216258 | NS      | $2348216.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED EUR / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $16340.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                    | TransDigm Group Inc                                    | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6515 | NS      | $7557269.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                            | Netflix Inc                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     46868 | NS      | $4387313.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                             | Cadence Design Systems Inc                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     27002 | NS      | $8899589.18   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-21372.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-641.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SALMAR                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |     28180 | OU      | $-1700283.87  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | TELEFONICA BRASIL SA                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |    427465 | OU      | $3388263.11   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | UCB SA                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |     10324 | OU      | $2811135.21   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | HOLMEN CLASS B                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     22038 | OU      | $-758091.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                 | Intuitive Surgical Inc                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     15444 | NS      | $7067328.84   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | OKTA INC CLASS A                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      6135 | OU      | $-451842.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                         | Mastercard Inc                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     27378 | NS      | $13768943.76  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                  | Republic Services Inc                                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     57464 | NS      | $12022618.08  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD SEK                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $31205.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                               | AT&T Inc                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    261839 | NS      | $6841853.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD CNY                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4677.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                            | Popular Inc                                            | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     14284 | NS      | $2147313.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                  | Kongsberg Gruppen ASA                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     38269 | NS      | $1280493.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $-937.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     39651 | NS      | $16551516.93  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                   | Bank of America Corp                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     81350 | NS      | $4348971.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | BARRATT REDROW PLC                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    268665 | OU      | $-915005.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | TENARIS SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |     68673 | OU      | $2192134.48   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED INR / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-1735795.18  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD MXN                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-37269.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ANHEUSER-BUSCH INBEV SA                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |     35175 | OU      | $-2657878.36  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                             | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     20894 | NS      | $5639708.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED CLP / SOLD USD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |         1 | NC      | $-17608.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | AIRBUS GROUP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     16821 | OU      | $3467806.64   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | DELIVERY HERO                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |    375371 | OU      | $-9135844.36  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | TRANSURBAN GROUP STAPLED UNITS                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     71254 | OU      | $722142.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED USD / SOLD DKK                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-11910.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                      | Japan Tobacco Inc                                      | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |    195900 | NS      | $7298201.36   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                    | Deutsche Telekom AG                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       663 | NS      | $21415.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ROLLS-ROYCE HOLDINGS PLC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    698237 | OU      | $11235720.26  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | SUPER MICRO COMPUTER INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    130480 | OU      | $-3575152.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | HK        |         1 | NC      | $-1299.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD HKD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $149.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ARGENX                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |      4081 | OU      | $3200433.25   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                             | Intel Corp                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    205849 | NS      | $19448613.52  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| China Galaxy Securities Co Ltd                         | China Galaxy Securities Co Ltd                         | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |   1448000 | NS      | $1543989.32   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED USD / SOLD CNY                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $2288.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |         1 | NC      | $-593.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | C D INTERNATIONAL INVESTMENT GROUP                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |   1071424 | OU      | $-2038037.36  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                         | SS&C Technologies Holdings Inc                         | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    167351 | NS      | $11597424.30  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD NOK                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2922.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SAINSBURY(J) PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    408898 | OU      | $1829468.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | VALTERRA PLATINUM LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ZA        |     23475 | OU      | $1890745.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                               | Japan Exchange Group Inc                               | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |    134700 | NS      | $1604509.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI India ETF                                 | iShares MSCI India ETF                                 | CUSIP: 46429B598<br>LEI: 549300282VMCFH7S5848 | Long             | EC               | RF                | US        |    972161 | NS      | $48044196.62  | 2.87%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank N.A.                               | NOVARTIS AG                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      5656 | OU      | $835898.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-13781.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BRITISH AMERICAN TOBACCO                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     42969 | OU      | $2530650.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED KRW / SOLD USD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $-10269.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $3713.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                              | Bandai Namco Holdings Inc                              | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |    145700 | NS      | $3344586.30   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED TWD / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $-20957.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | E INK HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |     47000 | OU      | $-206812.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp                                           | Veralto Corp                                           | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     73588 | NS      | $6490461.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED CAD / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $33039.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED SGD / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $843.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED GBP / SOLD USD                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |         1 | NC      | $3932.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                            | Kajima Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    148600 | NS      | $5807890.84   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD NOK                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-4276.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Holding Co Ltd                         | First Financial Holding Co Ltd                         | CUSIP: 000000000<br>LEI: 529900BC1U046Q2GUZ64 | Long             | EC               | CORP              | TW        |   3073000 | NS      | $2806765.76   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | LI AUTO CLASS A INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    282200 | OU      | $-2483423.02  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD INR                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $34850.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | WATSCO INC                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      6780 | OU      | $-2968555.20  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                    | Arista Networks Inc                                    | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     16806 | NS      | $2902564.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD GBP                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-168025.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | DEUTSCHE BANK AG                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |    137058 | OU      | $4258258.87   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1283.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $555.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-12285.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ZURICH INSURANCE GROUP AG                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      5518 | OU      | $3847260.04   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED GBP / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $76673.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                             | NIDEC CORP                                             | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |    286200 | NS      | $4408555.68   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuvalent Inc                                           | Nuvalent Inc                                           | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8036 | NS      | $805850.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD CHF                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1082.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp                                             | Ciena Corp                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     19642 | NS      | $10362726.36  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd                                      | PetroChina Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |   4588000 | NS      | $7077054.29   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                            | Rollins Inc                                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     75967 | NS      | $4233640.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                   | Freeport-McMoRan Inc                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     58379 | NS      | $3373138.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                            | JOHNSON CONTROLS INTERNATIONAL PLC                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     69243 | OU      | $-10111555.29 | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED DKK / SOLD USD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |         1 | NC      | $612.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-58964.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | OLYMPUS CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     48900 | OU      | $-480956.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED DKK / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DK        |         1 | NC      | $27983.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-12521.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED SGD / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $3413.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | LULULEMON ATHLETICA INC                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      6355 | OU      | $-875083.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                | Vale SA                                                | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    250202 | NS      | $4093304.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                                  | Delta Electronics Inc                                  | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     34000 | NS      | $2384265.18   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                  | Yangzijiang Shipbuilding Holdings Ltd                  | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |    454800 | NS      | $1551078.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                           | WH Group Ltd                                           | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   2500500 | NS      | $3039228.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $4538.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | RWE AG                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     48619 | OU      | $3540070.66   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp                                               | APA Corp                                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     25869 | NS      | $1053644.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                      | Suzuki Motor Corp                                      | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    220700 | NS      | $2468183.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED INR / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |         1 | NC      | $-9726.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                              | Zurich Insurance Group AG                              | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      4453 | NS      | $3104720.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                            | Chubu Electric Power Co Inc                            | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |    133700 | NS      | $2299488.83   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                     | Analog Devices Inc                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4295 | NS      | $1727706.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED AUD / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $125479.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                | Charles Schwab Corp/The                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     23838 | NS      | $2184514.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                            | MetLife Inc                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     75398 | NS      | $6039379.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                | Illinois Tool Works Inc                                | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     17641 | NS      | $4551554.41   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | M3 INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     68700 | OU      | $-661749.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                       | Duke Energy Corp                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    110899 | NS      | $14366965.45  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | CORNING INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     10802 | OU      | $-1774120.48  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                          | Snowflake Inc                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     29359 | NS      | $4006622.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                            | NEBIUS NV CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11577 | OU      | $-1600288.71  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                     | AerCap Holdings NV                                     | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     11307 | NS      | $1607968.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     23404 | NS      | $14321141.64  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED USD / SOLD ILS                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-8735.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                             | Pfizer Inc                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    163994 | NS      | $4378639.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                           | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     30798 | NS      | $8274190.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PAYPAL HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    101158 | OU      | $-5072062.12  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | XERO LTD                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      7820 | OU      | $-459254.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | ARES MANAGEMENT CORP CLASS A                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     33581 | OU      | $-3942409.40  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                            | Ameren Corp                                            | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     30077 | NS      | $3418251.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                            | COSTAR GROUP INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     22572 | OU      | $-781216.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                             | Verizon Communications Inc                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    438814 | NS      | $21076236.42  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED SEK / SOLD USD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $21132.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                            | Oracle Corp                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     19807 | NS      | $3196651.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                 | UCB SA                                                 | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      6183 | NS      | $1683577.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                          | Lasertec Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10200 | NS      | $2819058.79   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ILLUMINA INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     19341 | OU      | $-2451278.34  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                              | Edwards Lifesciences Corp                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     33417 | NS      | $2790319.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XCMG Construction Machinery Co Ltd                     | XCMG Construction Machinery Co Ltd                     | CUSIP: 000000000<br>LEI: 300300QGG1VFJ0WTJE78 | Long             | EC               | CORP              | CN        |   1748893 | NS      | $2555815.40   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED TWD / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |         1 | NC      | $-8420.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ENTAIN PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    268593 | OU      | $-1982478.46  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | LLOYDS BANKING GROUP PLC                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |   2175505 | OU      | $2957168.04   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |         1 | NC      | $-2788.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                               | China Hongqiao Group Ltd                               | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |    345500 | NS      | $1462517.27   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED EUR / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $2934.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                           | Autodesk Inc                                           | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     26623 | NS      | $6309651.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                           | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      4965 | NS      | $755221.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | LI AUTO CLASS A INC                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |     46700 | OU      | $-410970.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                         | GE Vernova Inc                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3296 | NS      | $3571084.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | 3SBIO INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    685000 | OU      | $-2048927.83  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | SMURFIT WESTROCK PLC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     72927 | OU      | $-2799667.53  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                      | International Games System Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     43000 | NS      | $1022071.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | FRESNILLO PLC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     16001 | OU      | $706552.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                    | Cardinal Health Inc                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     83377 | NS      | $16081755.76  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                            | Cencora Inc                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     48603 | NS      | $14970210.03  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                 | Mueller Industries Inc                                 | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     15404 | NS      | $2086163.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                               | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    138901 | NS      | $6228000.81   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                      | Kinross Gold Corp                                      | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     47046 | NS      | $1425216.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-51917.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED TWD / SOLD USD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $42522.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CONSTELLATION SOFTWARE INC                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      2816 | OU      | $5128629.76   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                 | Roper Technologies Inc                                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     32409 | NS      | $11499037.29  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                      | Devon Energy Corp                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     64319 | NS      | $3304067.03   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                           | LyondellBasell Industries NV                           | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     17629 | NS      | $1315123.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | OLYMPUS CORP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     92800 | OU      | $-912735.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SARTORIUS PREF AG                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     10028 | OU      | $-2561915.88  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                       | Isuzu Motors Ltd                                       | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    303800 | NS      | $4185911.70   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                       | Altria Group Inc                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     72087 | NS      | $5237120.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                    | VICI Properties Inc                                    | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |    304156 | NS      | $8881355.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                 | Palo Alto Networks Inc                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      5860 | NS      | $1050815.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | BANCO DO BRASIL SA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |    127652 | OU      | $572549.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | AVOLTA AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     17712 | OU      | $978827.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | RANDSTAD HOLDING                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     84874 | OU      | $-2514934.95  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD NOK                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-591.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BANCA MONTE DEI PASCHI DI SIENA SP                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |    262092 | OU      | $-2793824.93  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                 | Accton Technology Corp                                 | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |     31000 | NS      | $2270332.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                    | TE Connectivity PLC                                    | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     34496 | NS      | $7301423.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-100041.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-49604.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Investment Bank/The                              | Saudi Investment Bank/The                              | CUSIP: 000000000<br>LEI: 558600V3J4M5TUY9HR70 | Long             | EC               | CORP              | SA        |    158372 | NS      | $559506.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-83894.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Feihe Ltd                                        | China Feihe Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   7185000 | NS      | $3205849.30   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | S+P500 EMINI FUT JUN26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        41 | NC      | $587008.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD IDR                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $37019.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                                             | Insmed Inc                                             | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     25358 | NS      | $3457056.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | LEONARDO FINMECCANICA SPA                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |     13288 | OU      | $829779.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED CHF / SOLD USD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |         1 | NC      | $-106082.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | SEAGATE TECHNOLOGY HOLDINGS PLC                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2648 | OU      | $-1783798.72  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD HKD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1549.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                | PTC Inc                                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     31560 | NS      | $4301628.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | LVMH                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      2132 | OU      | $1138933.97   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                        | Ulta Beauty Inc                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      5143 | NS      | $2764259.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                            | CONSTELLATION BRANDS INC CLASS A                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     29270 | OU      | $-4583096.60  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED PLN / SOLD USD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PL        |         1 | NC      | $34567.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD HKD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $3444.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-35626.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                        | New China Life Insurance Co Ltd                        | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |    418100 | NS      | $3961668.64   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3293.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                             | CF Industries Holdings Inc                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     58377 | NS      | $7250423.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD MXN                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-38169.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                           | Monolithic Power Systems Inc                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      5199 | NS      | $8393317.59   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                            | NIKE INC CLASS B                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    199862 | OU      | $-8865878.32  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co Ltd                      | Fuyao Glass Industry Group Co Ltd                      | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |    166800 | NS      | $1267105.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | ERICSSON B                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |    180570 | OU      | $2154019.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD CHF                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-115756.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                             | Neurocrine Biosciences Inc                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     13685 | NS      | $1801903.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD INR                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $57413.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                           | SK hynix Inc                                           | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2373 | NS      | $2116165.45   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                           | AutoZone Inc                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      3666 | NS      | $13578973.98  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED THB / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $-190423.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | AKBANK A                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TR        |   1163189 | OU      | $1883843.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED PHP / SOLD USD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |         1 | NC      | $-46400.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | LUNDIN GOLD INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     26862 | OU      | $1805302.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                 | Liberty Media Corp-Liberty Formula One                 | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31799 | NS      | $2733124.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | ALSTOM SA                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     37792 | OU      | $-759403.27   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SASOL LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ZA        |     94784 | OU      | $-1317455.21  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                    | Otis Worldwide Corp                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    135208 | NS      | $10529999.04  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | CGI INC CLASS A                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     10616 | OU      | $694864.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                  | Northrop Grumman Corp                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     16750 | NS      | $9706290.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED USD / SOLD KRW                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-54646.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | COLOPLAST B                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     19165 | OU      | $1183892.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | TIS INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     52900 | OU      | $-1152956.95  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                          | McKesson Corp                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     14305 | NS      | $11661436.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | AKESO INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     76000 | OU      | $-1333189.09  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantech Co Ltd                                       | Advantech Co Ltd                                       | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |    159898 | NS      | $1828504.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                           | Tapestry Inc                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     45030 | NS      | $6531151.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                              | Keysight Technologies Inc                              | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4339 | NS      | $1518259.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                          | Kroger Co/The                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     45983 | NS      | $3130062.81   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED SEK / SOLD USD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-25629.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                      | Chow Tai Fook Jewellery Grou                           | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |   1722000 | NS      | $2360577.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $32806.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                              | Apple Inc                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     17732 | NS      | $4811578.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD NOK                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-2739.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                           | United Microelectronics Corp                           | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |   3589000 | NS      | $9015053.29   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | KKR AND CO INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14752 | OU      | $-1539223.68  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                          | Al Rajhi Bank                                          | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |    108589 | NS      | $1990863.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BARRICK MINING CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    149927 | OU      | $5890679.13   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED HUF / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |         1 | NC      | $110058.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | HOLMEN CLASS B                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     34628 | OU      | $-1191178.45  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd              | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    205000 | NS      | $14231478.95  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $117037.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CGI INC CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    143424 | OU      | $9387733.53   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CARNIVAL CORP                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     10676 | OU      | $-283020.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                              | KDDI Corp                                              | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    382500 | NS      | $6259431.43   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                          | Regeneron Pharmaceuticals Inc                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      8085 | NS      | $5716580.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                            | HYATT HOTELS CORP CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14111 | OU      | $-2364580.27  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                             | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     41462 | NS      | $8666387.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank/The                                | Saudi National Bank/The                                | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |    235759 | NS      | $2469167.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                | Cboe Global Markets Inc                                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     10090 | NS      | $3027908.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                              | Seven & i Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    253000 | NS      | $3023621.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | XERO LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     40390 | OU      | $-2372032.47  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $19174.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                   | Howmet Aerospace Inc                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     68865 | NS      | $16736949.60  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hansoh Pharmaceutical Group Co Ltd                     | Hansoh Pharmaceutical Group Co Ltd                     | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | EC               | CORP              | KY        |    210000 | NS      | $1005830.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | NATURGY ENERGY GROUP SA                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     67477 | OU      | $2120824.96   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD PLN                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-21222.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD HKD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $6902.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                               | Prudential Financial Inc                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     44377 | NS      | $4353827.47   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                           | Kyocera Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    419900 | NS      | $7296171.85   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ASML HOLDING NV                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     14112 | OU      | $20399539.58  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | FINECOBANK BANCA FINECO                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |    100393 | OU      | $2492318.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                      | Clean Harbors Inc                                      | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      6131 | NS      | $1917041.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3871.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                             | Airtac International Group                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20000 | NS      | $933798.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $2347.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SHANDONG GOLD MINING LTD H                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    291750 | OU      | $-1068707.83  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | FORTIS INC                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      8690 | OU      | $496955.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | INTERNATIONAL FLAVORS   FRAGRANCES                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     40213 | OU      | $-2822952.60  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Hexcel Corp                                            | Hexcel Corp                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     38791 | NS      | $3641311.17   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                        | T-Mobile US Inc                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     62697 | NS      | $12257263.50  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| UBTech Robotics Corp Ltd                               | UBTech Robotics Corp Ltd                               | CUSIP: 000000000<br>LEI: 836800LIVMBW69Z2WT05 | Long             | EC               | CORP              | CN        |     57800 | NS      | $792437.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | MMG LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    520000 | OU      | $-561020.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | FERRARI NV                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      8239 | OU      | $2851112.82   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                  | Travelers Cos Inc/The                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     36263 | NS      | $11065291.82  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                             | Charter Communications Inc                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      7355 | NS      | $1214825.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                   | Deckers Outdoor Corp                                   | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     48216 | NS      | $4927675.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED CHF / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |         1 | NC      | $-279.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED HKD / SOLD USD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |         1 | NC      | $-3967.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                     | Teva Pharmaceutical Industries Ltd                     | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    100844 | NS      | $3536599.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Tencent Holdings Ltd                                   | Tencent Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |    192200 | NS      | $11672735.70  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-8754.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | ALAMOS GOLD INC CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     50674 | OU      | $-2021961.06  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | GALDERMA GROUP N AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     33130 | OU      | $6950453.56   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | JULIUS BAER GRUPPE AG                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     75846 | OU      | $6234305.90   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd                                              | CITIC Ltd                                              | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |    621000 | NS      | $1032011.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                            | PURCHASED INR / SOLD USD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | IN        |         1 | NC      | $-126824.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | JD SPORTS FASHION PLC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |   2923748 | OU      | $-2684016.17  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | PERNOD RICARD SA                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      9888 | OU      | $-735092.39   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | ZILLOW GROUP INC CLASS C                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     22636 | OU      | $-1005038.40  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED SGD / SOLD USD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |         1 | NC      | $-1364.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                   | Keurig Dr Pepper Inc                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    314953 | NS      | $9259618.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                              | Safran SA                                              | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      8965 | NS      | $2878773.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | PURCHASED IDR / SOLD USD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |         1 | NC      | $-115056.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | UNIMICRON TECHNOLOGY CORP                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |     56000 | OU      | $-1590587.09  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                     | Broadridge Financial Solutions Inc                     | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     66130 | NS      | $10182697.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                         | S&P Global Inc                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     25644 | NS      | $11058462.12  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-25789.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | SANOFI SA                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     14074 | OU      | $1316994.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                      | Siemens Energy AG                                      | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     43352 | NS      | $9187232.33   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | VERTIV HOLDINGS CLASS A                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     10921 | OU      | $3587439.29   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                            | Obic Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    279800 | NS      | $7435167.33   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                    | Global Payments Inc                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     33909 | NS      | $2440091.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     26210 | NS      | $8209758.30   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | SWEDISH ORPHAN BIOVITRUM                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     39102 | OU      | $-1834395.53  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                         | Halliburton Co                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     41575 | NS      | $1758622.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     79570 | NS      | $21090824.20  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | SOFI TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    113657 | OU      | $-1829877.70  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED USD / SOLD JPY                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-6690.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                 | HP Inc                                                 | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    147343 | NS      | $3073574.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | C D INTERNATIONAL INVESTMENT GROUP                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   1478296 | OU      | $-2811979.64  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                   | Saudi Arabian Oil Co                                   | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |    328620 | NS      | $2437445.47   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED AUD / SOLD USD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $29883.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED SGD / SOLD USD                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $-3240.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED BRL / SOLD USD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $113200.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                     | Royalty Pharma PLC                                     | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     58758 | NS      | $2943188.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | ASSECO POLAND SA                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | PL        |     16243 | OU      | $-819359.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-781.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                 | Motorola Solutions Inc                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     36006 | NS      | $15807714.18  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                  | Fast Retailing Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      4300 | NS      | $2024204.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | TRADE DESK INC CLASS A                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    132584 | OU      | $-3127656.56  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1982.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES         | BlackRock Cash Funds: Treasury, SL Agency Shares       | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  20850000 | NS      | $20850000.00  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $7157.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | SARTORIUS STEDIM BIOTECH SA                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      4251 | OU      | $-785633.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                             | Denso Corp                                             | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |    263500 | NS      | $3148311.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                          | PURCHASED USD / SOLD EUR                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-19321.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     55608 | NS      | $3369288.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | INPOST SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |    351328 | OU      | $-6301515.80  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD AUD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-32813.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Huayou Cobalt Co Ltd                          | Zhejiang Huayou Cobalt Co Ltd                          | CUSIP: 000000000<br>LEI: 30030099QFLNMEGP7M05 | Long             | EC               | CORP              | CN        |    105133 | NS      | $1035570.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD MXN                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-104232.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | NEMETSCHEK                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     25481 | OU      | $1849259.45   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1640.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                            | Fastenal Co                                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    123553 | NS      | $5551236.29   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                               | AIRTEL AFRICA PLC                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     47124 | OU      | $-227591.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                         | Eaton Corp PLC                                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      7151 | NS      | $3096454.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                    | Gilead Sciences Inc                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     62710 | NS      | $8204976.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | KINGDEE INT L SOFTWARE GROUP LTD                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   2026000 | OU      | $-2241429.31  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | BYD ELECTRONIC (INTERNATIONAL) LTD                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    661500 | OU      | $-2260578.05  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED JPY / SOLD USD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $35918.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | PURCHASED USD / SOLD CAD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-8625.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD CHF                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-8594.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** BlackRock ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer