# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0002071691-26-015381
**Filing Date:** 2026-6
**Character Count:** 422667
**Document Hash:** 201c08379215d449baefc71831a0282f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015381.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015381

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 261124640

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Tactical Opportunities Fund

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

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

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

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

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

**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:** $5118100853.18

**Total Liabilities:** $29188769.96

**Net Assets:** $5088912083.22

**Cash Not Reported:** $97621871.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 243.75000000 | **1-Year:** 0.00000000 | **5-Year:** 458063.69000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -0.18000000 | **1-Year:** 0.00000000 | **5-Year:** 52077.53000000 | **10-Year:** -279161.99000000 | **30-Year:** 88613.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004878 | 0.69%                | 2.06%                | 4.40%                |
| Class ID C000004879 | 0.70%                | 2.03%                | 4.41%                |
| Class ID C000004880 | 0.70%                | 2.03%                | 4.36%                |
| Class ID C000004882 | 0.61%                | 1.94%                | 4.34%                |
| Class ID C000173964 | 0.75%                | 2.05%                | 4.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6498644.35              | $14393376.67                               |
| Month 2  | $-8348970.33             | $-181548720.96                             |
| Month 3  | $6753723.55              | $300684409.74                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                          | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT, Inc.                                     | ADT, Inc.                                                  | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7045 | NS      | $53048.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                   | Aflac, Inc.                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        10259 | NS      | $1166140.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                               | AES Corp. (The)                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |         5727 | NS      | $82755.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                               | API Group Corp.                                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        34395 | NS      | $1572539.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       222433 | NS      | $5812174.29   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        35798 | NS      | $3250100.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                  | AbbVie, Inc.                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        67831 | NS      | $14334046.92  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                                 | ABIOMED, Inc., CVR                                         | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |          843 | NS      | $1272.93      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Antofagasta plc                               | Antofagasta plc                                            | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        12120 | NS      | $587792.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                   | Adobe, Inc.                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        27979 | NS      | $6885631.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                         | AECOM                                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        28213 | NS      | $2372713.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                  | Advanced Micro Devices, Inc.                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        69479 | NS      | $24629610.71  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow plc                            | Barratt Redrow plc                                         | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |        63317 | NS      | $215642.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                         | Affirm Holdings, Inc., Class A                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12901 | NS      | $829276.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                  | Airbnb, Inc., Class A                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        32101 | NS      | $4505696.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                | Air Products & Chemicals, Inc.                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         4591 | NS      | $1377529.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                               | Albemarle Corp.                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        30911 | NS      | $6080193.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.         | Alexandria Real Estate Equities, Inc.                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        39023 | NS      | $1580821.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        21912 | NS      | $4760601.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        99615 | NS      | $4421909.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                 | Alnylam Pharmaceuticals, Inc.                              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         3648 | NS      | $1129019.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       204557 | NS      | $78128500.58  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class A                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       241316 | NS      | $92858396.80  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                            | Altria Group, Inc.                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       189735 | NS      | $13784247.75  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       397861 | NS      | $105457036.66 | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                            | U-Haul Holding Co.                                         | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |          167 | NS      | $8577.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                    | Diageo plc                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |        34042 | NS      | $688308.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                          | American Express Co.                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        16850 | NS      | $5443392.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems plc                               | BAE Systems plc                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       130599 | NS      | $3632423.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                  | British American Tobacco plc                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       100472 | NS      | $5917281.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                          | American Tower Corp.                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |         3388 | NS      | $619021.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        11624 | NS      | $5518958.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                  | AMETEK, Inc.                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        15547 | NS      | $3661318.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                   | Amgen, Inc.                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        20941 | NS      | $7250821.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                | Amphenol Corp., Class A                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        72470 | NS      | $10672656.90  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                          | Analog Devices, Inc.                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        29290 | NS      | $11782195.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                         | Elevance Health, Inc.                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         6548 | NS      | $2464798.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                 | Apellis Pharmaceuticals, Inc.                              | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |         2229 | NS      | $91277.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                   | Apple, Inc.                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       569364 | NS      | $154496921.40 | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                       | Applied Materials, Inc.                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        34291 | NS      | $13527456.59  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                | AppLovin Corp., Class A                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         5889 | NS      | $2628555.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                    | Archer-Daniels-Midland Co.                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        19516 | NS      | $1454722.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                         | Ares Management Corp., Class A                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         5325 | NS      | $625155.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                         | Arista Networks, Inc.                                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        59222 | NS      | $10228231.62  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                        | Standard Chartered plc                                     | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        43427 | NS      | $1105861.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARM Holdings plc                              | ARM Holdings plc                                           | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |        27669 | NS      | $5819344.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                       | Arrow Electronics, Inc.                                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |         2782 | NS      | $522543.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                 | Ashland, Inc.                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |         1039 | NS      | $55337.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                           | Imperial Brands plc                                        | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        56701 | NS      | $2154222.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                             | Astera Labs, Inc.                                          | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |         8639 | NS      | $1682358.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Autodesk, Inc.                                | Autodesk, Inc.                                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         2337 | NS      | $553869.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.               | Automatic Data Processing, Inc.                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        17100 | NS      | $3624174.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                | AutoZone, Inc.                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          375 | NS      | $1389011.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                             | HSBC Holdings plc                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       560725 | NS      | $10317242.45  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BOK Financial Corp.                           | BOK Financial Corp.                                        | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |          485 | NS      | $64888.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                        | BWX Technologies, Inc.                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |         1933 | NS      | $418281.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                              | Baker Hughes Co., Class A                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116677 | NS      | $8128886.59   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                    | Ball Corp.                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |         5528 | NS      | $337650.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       516171 | NS      | $27594501.66  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon plc                                 | Persimmon plc                                              | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |         7491 | NS      | $108016.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |         6685 | NS      | $129956.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                | Prudential plc                                             | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |        74445 | NS      | $1121852.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                 | Rio Tinto plc                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        14660 | NS      | $1476798.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                         | St. James's Place plc                                      | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |        19183 | NS      | $316748.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                       | SSE plc                                                    | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |        29172 | NS      | $1044485.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                        | BP plc                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       674552 | NS      | $5339642.22   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        63494 | NS      | $30070758.40  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                      | Lloyds Banking Group plc                                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |       779216 | NS      | $1059190.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                             | Taylor Wimpey plc                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |       237023 | NS      | $250722.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                 | BioMarin Pharmaceutical, Inc.                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        25556 | NS      | $1377723.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                  | Biogen, Inc.                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         3778 | NS      | $715099.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                                   | BioNTech SE                                                | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |         2892 | NS      | $299177.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                     | BlackRock Liquidity Funds, T-Fund, Institutional Class     | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    179620984 | NS      | $179620983.19 | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                              | Blackstone, Inc.                                           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        26208 | NS      | $3291200.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                            | Bloom Energy Corp., Class A                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |        14403 | NS      | $4081234.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                              | Boeing Co. (The)                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        27426 | NS      | $6281376.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                        | Booking Holdings, Inc.                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        64449 | NS      | $10850633.64  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                               | AstraZeneca plc                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        49851 | NS      | $9457849.58   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.             | Booz Allen Hamilton Holding Corp., Class A                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        15096 | NS      | $1174015.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        31877 | NS      | $1816032.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                   | Boston Beer Co., Inc. (The), Class A                       | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |          185 | NS      | $43852.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                       | Boston Scientific Corp.                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        91593 | NS      | $5276672.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.        | Bright Horizons Family Solutions, Inc.                     | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |         2006 | NS      | $162706.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                   | Brighthouse Financial, Inc.                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |         1281 | NS      | $79755.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                   | Brinker International, Inc.                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |         4636 | NS      | $705784.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       116933 | NS      | $7084970.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.          | Broadridge Financial Solutions, Inc.                       | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         4080 | NS      | $628238.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                | Broadcom, Inc.                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       184575 | NS      | $77047142.25  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp.                    | Brookfield Renewable Corp.                                 | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |         2887 | NS      | $104682.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd.              | Brookfield Asset Management Ltd., Class A                  | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |         7737 | NS      | $371453.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                            | Brown-Forman Corp., Class A                                | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         1028 | NS      | $27015.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                  | CF Industries Holdings, Inc.                               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        10444 | NS      | $1297144.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                   | CH Robinson Worldwide, Inc.                                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         4662 | NS      | $847598.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc., Class A                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        18255 | NS      | $5254154.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                           | CNA Financial Corp.                                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |          476 | NS      | $22957.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                     | CSX Corp.                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        39348 | NS      | $1787579.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        22637 | NS      | $1885435.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                          | Coterra Energy, Inc.                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        20865 | NS      | $749262.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                      | CACI International, Inc., Class A                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         2005 | NS      | $1041677.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        22523 | NS      | $4308649.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                         | Cardinal Health, Inc.                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        22483 | NS      | $4336521.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                  | CarMax, Inc.                                               | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16009 | NS      | $629313.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                     | Carlyle Group, Inc. (The)                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |         4686 | NS      | $234628.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                | Carnival Corp.                                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       110465 | NS      | $2928427.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                    | Carpenter Technology Corp.                                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |         2673 | NS      | $1144578.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                   | Carvana Co., Class A                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         3845 | NS      | $1521851.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                  | Casey's General Stores, Inc.                               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         1002 | NS      | $823794.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                             | Caterpillar, Inc.                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        16031 | NS      | $14269353.41  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                | Celanese Corp., Class A                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |         3598 | NS      | $243800.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                 | Centene Corp.                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        56748 | NS      | $3046800.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                 | Certara, Inc.                                              | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2605 | NS      | $15968.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                  | Charter Communications, Inc., Class A                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         7316 | NS      | $1208383.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                           | Expand Energy Corp.                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         4919 | NS      | $502475.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                 | Chevron Corp.                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105696 | NS      | $20432093.76  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                  | Chipotle Mexican Grill, Inc., Class A                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |        38344 | NS      | $1303312.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                   | Ciena Corp.                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |         2172 | NS      | $1145903.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                           | Cisco Systems, Inc.                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       198640 | NS      | $18175560.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       102280 | NS      | $13089794.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                | Citizens Financial Group, Inc.                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        11499 | NS      | $748009.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc., Class A                             | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |          687 | NS      | $27775.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc., Class C                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |         1622 | NS      | $65463.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                              | Cloudflare, Inc., Class A                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |         4623 | NS      | $947576.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                           | Coca-Cola Co. (The)                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       120147 | NS      | $9462777.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                | Coherent Corp.                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |         5166 | NS      | $1651621.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                     | Comfort Systems USA, Inc.                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         2992 | NS      | $5506028.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                 | Comcast Corp., Class A                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       252403 | NS      | $6824977.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                          | Conagra Brands, Inc.                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       100838 | NS      | $1447025.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                              | Concentrix Corp.                                           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |          993 | NS      | $23653.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                     | Bank of Nova Scotia (The)                                  | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        10413 | NS      | $810134.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        28298 | NS      | $3559322.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                    | Constellation Brands, Inc., Class A                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        11052 | NS      | $1730522.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                    | Constellation Energy Corp.                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         9930 | NS      | $3108090.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                  | Copart, Inc.                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        29475 | NS      | $975917.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                 | Canadian National Railway Co.                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |         6978 | NS      | $783769.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                 | Corning, Inc.                                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        16032 | NS      | $2633095.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                 | Corteva, Inc.                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       163018 | NS      | $13206088.18  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                        | Costco Wholesale Corp.                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        21150 | NS      | $21457309.50  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                 | Coupang, Inc., Class A                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |        35745 | NS      | $714185.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                 | Crane NXT Co.                                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |         1051 | NS      | $46958.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                    | Crowdstrike Holdings, Inc., Class A                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         8546 | NS      | $3809379.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                                  | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32184 | NS      | $1302808.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                               | DR Horton, Inc.                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        12629 | NS      | $1943097.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                            | DXC Technology Co.                                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |         3818 | NS      | $43219.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                 | Danaher Corp.                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        19214 | NS      | $3438345.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1045768 | PA      | $39618.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                 | Datadog, Inc., Class A                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |         9133 | NS      | $1207291.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                | Enbridge, Inc.                                             | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |         9858 | NS      | $546767.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   1497381227 | PA      | $-61285872.53 | -1.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                       | Dell Technologies, Inc., Class C                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        19484 | NS      | $4071181.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                         | Delta Air Lines, Inc.                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        34252 | NS      | $2328793.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                         | DENTSPLY SIRONA, Inc.                                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |         4314 | NS      | $50689.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 104514282375 | PA      | $14526930.03  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     12112423 | PA      | $-574873.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     16015113 | PA      | $-771532.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     24727360 | PA      | $-1176476.61  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    337405414 | PA      | $-410509.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29685198 | PA      | $-2199785.29  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                            | Devon Energy Corp.                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        73227 | NS      | $3761670.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10638843 | PA      | $-731010.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    177577777 | PA      | $-551451.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |     17048528 | PA      | $-1220762.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    286005190 | PA      | $-712528.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                              | Loblaw Cos. Ltd.                                           | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        28912 | NS      | $1332844.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23122046 | PA      | $-1556349.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                    | Digital Realty Trust, Inc.                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        23025 | NS      | $4626643.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                         | Walt Disney Co. (The)                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       104258 | NS      | $10816767.50  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |     26756417 | PA      | $-1626074.31  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    257918344 | PA      | $514196.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   5633260935 | PA      | $18144728.96  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     45278499 | PA      | $-581057.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    394223731 | PA      | $719641.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   1357290712 | PA      | $14989699.19  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     14155092 | PA      | $29810.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp.                          | Dollar General Corp.                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        20619 | NS      | $2389329.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                             | Dollar Tree, Inc.                                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |         4222 | NS      | $409998.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     26250637 | PA      | $103202.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  10684855500 | PA      | $201351.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                          | Domino's Pizza, Inc.                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         4951 | NS      | $1680468.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ETRSI                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    436733357 | PA      | $122995.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                | DoorDash, Inc., Class A                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |         2783 | NS      | $469352.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                   | DoubleVerify Holdings, Inc.                                | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3107 | NS      | $34239.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                     | Dow, Inc.                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       108342 | NS      | $4386767.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                              | DraftKings, Inc., Class A                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        20770 | NS      | $484356.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                             | Duke Energy Corp.                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        50146 | NS      | $6496414.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                                | Duolingo, Inc., Class A                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4452 | NS      | $490165.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                       | DuPont de Nemours, Inc.                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        30708 | NS      | $1402127.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                | Doximity, Inc., Class A                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18560 | NS      | $453606.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                              | Dutch Bros, Inc., Class A                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12674 | NS      | $728881.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                           | EOG Resources, Inc.                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        40454 | NS      | $5686618.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                | EPR Properties                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |         1596 | NS      | $89072.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                    | eBay, Inc.                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |         4849 | NS      | $501774.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                | EchoStar Corp., Class A                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |         9367 | NS      | $1153452.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                  | Ecolab, Inc.                                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        16267 | NS      | $4239180.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        68896 | NS      | $4787583.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec, Inc.                                 | Stantec, Inc.                                              | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |         3044 | NS      | $278012.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                         | Electronic Arts, Inc.                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |         9804 | NS      | $1984035.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                             | EMCOR Group, Inc.                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |          426 | NS      | $379851.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                          | Emerson Electric Co.                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        15057 | NS      | $2114605.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                        | Encompass Health Corp.                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        36239 | NS      | $3623900.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                        | Envista Holdings Corp.                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |         3668 | NS      | $95147.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                 | Equifax, Inc.                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         6289 | NS      | $1093908.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                     | Essential Utilities, Inc.                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |         9889 | NS      | $377759.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                    | Etsy, Inc.                                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |         9940 | NS      | $639539.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.               | Everus Construction Group, Inc.                            | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |         1084 | NS      | $159814.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                  | Exelon Corp.                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        58504 | NS      | $2690598.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc.                                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        22317 | NS      | $992213.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                     | ExlService Holdings, Inc.                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        12193 | NS      | $388712.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                           | Expedia Group, Inc.                                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14801 | NS      | $3676124.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.  | Expeditors International of Washington, Inc.               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        19684 | NS      | $2911066.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       162160 | NS      | $25026152.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        84006 | NS      | $51404111.46  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                | FactSet Research Systems, Inc.                             | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         1660 | NS      | $377782.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                  | Barclays plc                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |       599047 | NS      | $3521149.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                   | FedEx Corp.                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        28675 | NS      | $11564914.25  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.  | Fidelity National Information Services, Inc.               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        48533 | NS      | $2258240.49   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                          | First Hawaiian, Inc.                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |         2719 | NS      | $74174.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                             | First Solar, Inc.                                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         6229 | NS      | $1257572.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                   | Fluor Corp.                                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |        15524 | NS      | $828205.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                           | Flowers Foods, Inc.                                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |         4004 | NS      | $36276.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class A                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        38068 | NS      | $2416937.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class B                                         | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        13232 | NS      | $754488.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd.                            | Futu Holdings Ltd.                                         | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         3902 | NS      | $602898.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty, Inc.                             | GCI Liberty, Inc., Class A                                 | CUSIP: 36164V602<br>LEI: 549300N3IE9H88Q20221 | Long             | EC               | CORP              | US        |           71 | NS      | $2475.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty, Inc.                             | GCI Liberty, Inc., Class C                                 | CUSIP: 36164V800<br>LEI: 549300N3IE9H88Q20221 | Long             | EC               | CORP              | US        |           28 | NS      | $959.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                 | Gartner, Inc.                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         9697 | NS      | $1439907.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                              | GE Vernova, Inc.                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        17416 | NS      | $18869539.36  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                        | General Dynamics Corp.                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        22588 | NS      | $7777048.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                  | GE Aerospace                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        64932 | NS      | $18825734.76  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                           | General Mills, Inc.                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        13127 | NS      | $463514.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                         | Gilead Sciences, Inc.                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        44717 | NS      | $5850772.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                 | GoDaddy, Inc., Class A                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        10331 | NS      | $896627.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)               | Goldman Sachs Group, Inc. (The)                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        15131 | NS      | $13977563.87  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                   | Bouygues SA                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         5267 | NS      | $311489.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                     | Airbus SE                                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        14055 | NS      | $2897571.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                      | Guidewire Software, Inc.                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |         3570 | NS      | $494052.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                       | Veolia Environnement SA                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        22574 | NS      | $954636.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                             | HF Sinclair Corp.                                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |         8136 | NS      | $546820.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                          | HCA Healthcare, Inc.                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         8100 | NS      | $3519045.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                    | L'Oreal SA                                                 | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         3213 | NS      | $1383804.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE           | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |         7717 | NS      | $4122494.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co.                               | Halliburton Co.                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       139822 | NS      | $5914470.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                           | Intesa Sanpaolo SpA                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       889833 | NS      | $6045732.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                        | EDP SA                                                     | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       329321 | NS      | $1796210.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                | BPER Banca SpA                                             | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |        35298 | NS      | $521061.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                         | Harley-Davidson, Inc.                                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |         2534 | NS      | $60537.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                     | Thales SA                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         2525 | NS      | $693711.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                  | Capgemini SE                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |         2296 | NS      | $279231.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                  | Hasbro, Inc.                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        18107 | NS      | $1735374.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                        | Hayward Holdings, Inc.                                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3009 | NS      | $45165.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                   | HEICO Corp., Class A                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         5310 | NS      | $1109896.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                        | AP Moller - Maersk A/S, Class B                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          689 | NS      | $1632373.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                             | Hershey Co. (The)                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         4263 | NS      | $791809.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        13024 | NS      | $374700.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                    | Highwoods Properties, Inc.                                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |         2228 | NS      | $54162.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                 | Hologic, Inc., CVR                                         | CUSIP: 436CVR021<br>LEI: 549300DYP6F5ZJL0LB74 | Long             |  | CORP              | US        |         7866 | NS      | $78.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                        | Home Depot, Inc. (The)                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        19329 | NS      | $6355375.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                            | Publicis Groupe SA                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         3902 | NS      | $364592.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                 | Honeywell International, Inc.                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        97344 | NS      | $20863739.52  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                          | Houlihan Lokey, Inc., Class A                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |         8938 | NS      | $1383155.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings, Inc.                  | Howard Hughes Holdings, Inc.                               | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |          654 | NS      | $40724.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                        | Howmet Aerospace, Inc.                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        23319 | NS      | $5667449.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                  | Humana, Inc.                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         3882 | NS      | $917860.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                   | Huntington Bancshares, Inc.                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        25416 | NS      | $425972.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                | Huntsman Corp.                                             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |         3503 | NS      | $50338.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group plc                            | Kingspan Group plc                                         | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         1676 | NS      | $155069.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp.                           | IPG Photonics Corp.                                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |          583 | NS      | $69330.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group plc                               | Kerry Group plc, Class A                                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         1829 | NS      | $155004.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                     | Illinois Tool Works, Inc.                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        19548 | NS      | $5043579.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                | Illumina, Inc.                                             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         2910 | NS      | $368813.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingram Micro Holding Corp.                    | Ingram Micro Holding Corp.                                 | CUSIP: 457152106<br>LEI: 9845008639BC538AB065 | Long             | EC               | CORP              | US        |          378 | NS      | $11631.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                  | Insmed, Inc.                                               | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |         4915 | NS      | $670061.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                   | Intel Corp.                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       198117 | NS      | $18718094.16  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.               | Interactive Brokers Group, Inc., Class A                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        10900 | NS      | $866550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Intercontinental Exchange, Inc.                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        16918 | NS      | $2674566.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                               | Danske Bank A/S                                            | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |         8931 | NS      | $459129.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.         | International Business Machines Corp.                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        41957 | NS      | $9691227.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                    | Genmab A/S                                                 | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         3563 | NS      | $943399.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                | Continental AG                                             | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        17763 | NS      | $1344004.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                       | International Paper Co.                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        24428 | NS      | $743099.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         9921 | NS      | $3854308.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                      | Intuitive Surgical, Inc.                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         7803 | NS      | $3570730.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                              | Deutsche Post AG                                           | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       102169 | NS      | $6049861.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                        | Invitation Homes, Inc.                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36644 | NS      | $1054247.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                  | Iridium Communications, Inc.                               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |         2397 | NS      | $93650.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       130925 | NS      | $41009637.75  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                   | Jabil, Inc.                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         6593 | NS      | $2225071.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions, Inc.                        | Jacobs Solutions, Inc.                                     | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        19308 | NS      | $2498648.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                    | Renault SA                                                 | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |         3825 | NS      | $134369.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        40675 | NS      | $1961348.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                        | RWE AG                                                     | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        50675 | NS      | $3689777.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       111909 | NS      | $25722283.65  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB              | Skandinaviska Enskilda Banken AB, Class A                  | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |        80685 | NS      | $1596932.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                     | KBR, Inc.                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |         7528 | NS      | $282224.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                     | KLA Corp.                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         4349 | NS      | $7612272.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                         | Schneider Electric SE                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        17120 | NS      | $5447735.02   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                        | SAP SE                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        42192 | NS      | $7083749.55   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                   | Swedbank AB, Class A                                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       113856 | NS      | $4024721.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp.                                  | Kemper Corp.                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |         1294 | NS      | $43594.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                  | Kenvue, Inc.                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |        56845 | NS      | $996492.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                        | Keurig Dr Pepper, Inc.                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        84636 | NS      | $2488298.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc.                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         6943 | NS      | $2429425.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                       | E.ON SE                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       225804 | NS      | $5006130.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                           | Kinder Morgan, Inc.                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       239989 | NS      | $7888438.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knollwood CDO Ltd.                            | Knollwood CDO Ltd., Series 2004-1A, Class C                | CUSIP: 499169AD2<br>LEI: 549300E24U6UCPJEUI87 | Long             | ABS-CBDO         | CORP              | KY        |       237640 | PA      | $0.24         | 0.00%             | 2039-01-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                         | Kraft Heinz Co. (The)                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       112314 | NS      | $2545035.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.     | Kratos Defense & Security Solutions, Inc.                  | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |         5483 | NS      | $345703.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                              | Kroger Co. (The)                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        32559 | NS      | $2216291.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                          | Henkel AG & Co. KGaA (Preference)                          | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |         8782 | NS      | $639049.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                       | BASF SE                                                    | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        34878 | NS      | $2236956.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                       | Heidelberg Materials AG                                    | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |         6150 | NS      | $1356956.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                            | Lam Research Corp.                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        55161 | NS      | $14223815.46  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                    | Lamb Weston Holdings, Inc.                                 | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        19261 | NS      | $838816.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                          | ASM International NV                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |          491 | NS      | $480333.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                     | Orange SA                                                  | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |        49644 | NS      | $1033704.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                         | Las Vegas Sands Corp.                                      | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        37844 | NS      | $2066660.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                    | Allianz SE (Registered)                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        23048 | NS      | $10526771.02  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                | Lehman Brothers Holdings, Inc.                             | CUSIP: 524ESC7M6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |       190000 | PA      | $0.02         | 0.00%             | 2049-11-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Leidos Holdings, Inc.                         | Leidos Holdings, Inc.                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        33054 | NS      | $4932317.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                      | Hermes International SCA                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          991 | NS      | $1895883.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                  | Lennar Corp., Class B                                      | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |          237 | NS      | $20946.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                     | Endesa SA                                                  | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |         8292 | NS      | $371661.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                           | Erste Group Bank AG                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |         6548 | NS      | $723528.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG | Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         4869 | NS      | $2912500.27   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp.                       | Liberty Broadband Corp., Class A                           | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |          358 | NS      | $13757.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings, Inc.                   | Liberty Live Holdings, Inc., Class A                       | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          414 | NS      | $37760.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings, Inc.                   | Liberty Live Holdings, Inc., Class C                       | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          991 | NS      | $92757.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One       | Liberty Media Corp.-Liberty Formula One, Class A           | CUSIP: 531229771<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |          490 | NS      | $38808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                               | Eli Lilly & Co.                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        33791 | NS      | $31581068.60  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                | Rheinmetall AG                                             | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         1919 | NS      | $3060441.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                           | Lithia Motors, Inc., Class A                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         5817 | NS      | $1687628.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                         | Lockheed Martin Corp.                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         9740 | NS      | $5045027.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                       | Louisiana-Pacific Corp.                                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       145833 | NS      | $10527684.27  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         3606 | NS      | $861076.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA            | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       136274 | NS      | $3009258.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                       | Lumentum Holdings, Inc.                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |         5152 | NS      | $4648752.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                     | MDU Resources Group, Inc.                                  | CUSIP: 552690109<br>LEI: 549300MA0UV6AI6SNV27 | Long             | EC               | CORP              | US        |         4340 | NS      | $97780.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                         | MGIC Investment Corp.                                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |         9484 | NS      | $251136.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.               | MSC Industrial Direct Co., Inc., Class A                   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |          980 | NS      | $100224.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                    | MSCI, Inc., Class A                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         2703 | NS      | $1598581.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                  | Securitas AB, Class B                                      | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        21273 | NS      | $357024.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                    | Acciona SA                                                 | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |         1051 | NS      | $305928.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                        | UCB SA                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         2482 | NS      | $675827.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                               | thyssenkrupp AG                                            | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |       107555 | NS      | $1280023.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                           | ManpowerGroup, Inc.                                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |         1007 | NS      | $30481.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                      | Marathon Petroleum Corp.                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         8720 | NS      | $2165088.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                     | Repsol SA                                                  | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |        16670 | NS      | $447775.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                             | Wolters Kluwer NV                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        24574 | NS      | $1917889.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                     | Sanofi SA                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        21718 | NS      | $2032293.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                            | Banco Santander SA                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       279580 | NS      | $3411527.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                    | Siemens AG (Registered)                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        41838 | NS      | $12432629.05  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                      | Marvell Technology, Inc.                                   | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |        40168 | NS      | $6633745.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                  | Masimo Corp.                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |           28 | NS      | $4996.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                              | Deutsche Bank AG (Registered)                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       195086 | NS      | $6061134.16   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                  | MasTec, Inc.                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         9353 | NS      | $3685549.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        29865 | NS      | $15019705.80  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                         | Matador Resources Co.                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |          939 | NS      | $59570.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         6004 | NS      | $1762714.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                | McKesson Corp.                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         6657 | NS      | $5426786.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                           | Deutsche Telekom AG (Registered)                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       208125 | NS      | $6722571.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust, Inc.                | Medical Properties Trust, Inc.                             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |        12685 | NS      | $62663.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                            | MercadoLibre, Inc.                                         | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |          896 | NS      | $1606196.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                      | Infineon Technologies AG                                   | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |        14334 | NS      | $964037.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                             | Merck & Co., Inc.                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        69394 | NS      | $7576436.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                          | Meritage Homes Corp.                                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        21457 | NS      | $1444914.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                     | Nokia OYJ                                                  | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |        65819 | NS      | $836333.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        43158 | NS      | $3456955.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.            | Mettler-Toledo International, Inc.                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          702 | NS      | $896180.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       284475 | NS      | $116003215.50 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                    | Microchip Technology, Inc.                                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        16101 | NS      | $1495943.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                       | Micron Technology, Inc.                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        50781 | NS      | $26261901.96  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson               | Telefonaktiebolaget LM Ericsson, Class B                   | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       133944 | NS      | $1597817.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG        | Chocoladefabriken Lindt & Spruengli AG                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |          113 | NS      | $1384750.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG        | Chocoladefabriken Lindt & Spruengli AG (Registered)        | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |            7 | NS      | $903948.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                         | STMicroelectronics NV                                      | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        40167 | NS      | $2188137.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                           | Societe Generale SA                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        40993 | NS      | $3299938.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                  | Telia Co. AB                                               | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |       429522 | NS      | $2245130.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                     | Zurich Insurance Group AG                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         7636 | NS      | $5323974.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                     | Millrose Properties, Inc., Class A                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5009 | NS      | $153626.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.       | Singapore Technologies Engineering Ltd.                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |        54300 | NS      | $460164.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirati Therapeutics, Inc.                     | Mirati Therapeutics, Inc., CVR                             | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | Long             |  | CORP              | US        |         1004 | NS      | $793.16       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ANZ Group Holdings Ltd.                       | ANZ Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |        90282 | NS      | $2398027.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobileye Global, Inc.                         | Mobileye Global, Inc., Class A                             | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        66024 | NS      | $573748.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                              | Bank Hapoalim BM                                           | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        43263 | NS      | $1160747.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                         | Westpac Banking Corp.                                      | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |        25719 | NS      | $719531.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                       | Bank Leumi Le-Israel BM                                    | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        49198 | NS      | $1245430.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                 | Moderna, Inc.                                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        24861 | NS      | $1142114.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                      | LY Corp.                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       263500 | NS      | $693064.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                | Fortescue Ltd.                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       141230 | NS      | $2035557.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                             | CLP Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |        43000 | NS      | $413458.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                        | Monster Beverage Corp.                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        40864 | NS      | $3149388.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co. Ltd.                                 | Obic Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        26000 | NS      | $690902.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                   | Canon, Inc.                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        58000 | NS      | $1492140.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        52895 | NS      | $10081258.05  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                       | DBS Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |        63760 | NS      | $2940016.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                            | Computershare Ltd.                                         | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        19525 | NS      | $428948.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                      | CSL Ltd.                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        15750 | NS      | $1421604.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                | Chubu Electric Power Co., Inc.                             | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |        41800 | NS      | $718913.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                      | Motorola Solutions, Inc.                                   | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        28058 | NS      | $12318303.74  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                              | Transurban Group                                           | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |        62173 | NS      | $630108.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                | Commonwealth Bank of Australia                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        70686 | NS      | $8903373.66   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                    | KDDI Corp.                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       190700 | NS      | $3120717.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.             | Daito Trust Construction Co. Ltd.                          | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |        28500 | NS      | $641051.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                 | Daiwa House Industry Co. Ltd.                              | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        42300 | NS      | $1290613.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                  | Daiwa Securities Group, Inc.                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        55700 | NS      | $524296.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                       | Aristocrat Leisure Ltd.                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       101075 | NS      | $3477535.04   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                  | Otsuka Corp.                                               | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |        37400 | NS      | $692433.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.           | Hong Kong Exchanges & Clearing Ltd.                        | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |        20300 | NS      | $1081233.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                                   | Disco Corp.                                                | CUSIP: N/A<br>LEI: 529900X0YGDYM51H4Q86       | Long             | EC               | CORP              | JP        |         1500 | NS      | $713673.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                              | NRG Energy, Inc.                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        16954 | NS      | $2637703.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                     | NVR, Inc.                                                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |           56 | NS      | $353688.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings, Inc.                            | SBI Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |        29600 | NS      | $597269.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                  | Nasdaq, Inc.                                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |         3518 | NS      | $323339.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                  | Natera, Inc.                                               | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |         7809 | NS      | $1609903.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co. Ltd.                       | Fast Retailing Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |          800 | NS      | $376596.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.          | Mitsubishi UFJ Financial Group, Inc.                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       554900 | NS      | $9967580.24   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                       | FUJIFILM Holdings Corp.                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |        20900 | NS      | $384636.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                 | Fujikura Ltd.                                              | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |        79500 | NS      | $3067348.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                  | Fujitsu Ltd.                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       157000 | NS      | $3151202.33   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co. Ltd.                    | Furukawa Electric Co. Ltd.                                 | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |         2900 | NS      | $787601.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage Affiliates Trust             | National Storage Affiliates Trust                          | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |         1492 | NS      | $63499.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                | Nomura Research Institute Ltd.                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        18100 | NS      | $488514.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino, Inc.                                   | nCino, Inc.                                                | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |         1780 | NS      | $31114.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                 | Netflix, Inc.                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       227130 | NS      | $21261639.30  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                  | Neurocrine Biosciences, Inc.                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         8268 | NS      | $1088647.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co. Ltd.           | Henderson Land Development Co. Ltd.                        | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |        76000 | NS      | $300405.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                         | Resona Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       138400 | NS      | $1731061.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                  | Hitachi Ltd.                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       175700 | NS      | $5586969.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.             | Sumitomo Mitsui Trust Group, Inc.                          | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |       131800 | NS      | $4406513.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                     | Israel Discount Bank Ltd., Class A                         | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        25021 | NS      | $278355.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.               | Galaxy Entertainment Group Ltd.                            | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       150000 | NS      | $639954.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                     | IHI Corp.                                                  | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |        50100 | NS      | $915105.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                  | ITOCHU Corp.                                               | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       178400 | NS      | $2210930.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                           | Japan Tobacco, Inc.                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       230900 | NS      | $8602118.60   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)         | Kansai Electric Power Co., Inc. (The)                      | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        70900 | NS      | $1135829.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                     | Kao Corp.                                                  | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        20200 | NS      | $752750.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                | Kawasaki Heavy Industries Ltd.                             | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |        16900 | NS      | $347437.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                  | Kubota Corp.                                               | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |        60800 | NS      | $992526.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                 | Kyocera Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        26600 | NS      | $462201.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                           | Newell Brands, Inc.                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |         8864 | NS      | $36165.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                   | Tokio Marine Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        52000 | NS      | $2381432.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                 | Newmont Corp.                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        57847 | NS      | $6426223.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                    | News Corp., Class B                                        | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |         2426 | NS      | $73944.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower, Inc.                               | Nextpower, Inc., Class A                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4912 | NS      | $585166.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy, Inc.                          | NextEra Energy, Inc.                                       | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        69497 | NS      | $6802366.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                   | BOC Hong Kong Holdings Ltd.                                | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       213000 | NS      | $1225216.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                        | Norfolk Southern Corp.                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         7757 | NS      | $2449893.31   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.         | Sumitomo Mitsui Financial Group, Inc.                      | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       254800 | NS      | $8996746.99   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                      | Panasonic Holdings Corp.                                   | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       451900 | NS      | $9243980.54   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                  | Mizuho Financial Group, Inc.                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        77150 | NS      | $3317659.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                              | Mitsubishi Corp.                                           | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |        32600 | NS      | $1044068.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                     | Mitsubishi Electric Corp.                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        24900 | NS      | $999261.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.              | Mitsubishi Heavy Industries Ltd.                           | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       200700 | NS      | $5990071.76   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                             | Mitsui & Co. Ltd.                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |        24300 | NS      | $912366.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                         | Mitsui OSK Lines Ltd.                                      | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        55100 | NS      | $2081356.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                 | Murata Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       171400 | NS      | $5684352.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                  | National Australia Bank Ltd.                               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |        20913 | NS      | $604965.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                             | Nintendo Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        46100 | NS      | $2255160.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                   | Denso Corp.                                                | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        70800 | NS      | $845922.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                     | NEC Corp.                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       131200 | NS      | $3489921.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Boseki Co. Ltd.                         | Nitto Boseki Co. Ltd.                                      | CUSIP: N/A<br>LEI: 3538005B13YMJ9BWQO82       | Long             | EC               | CORP              | JP        |         3600 | NS      | $661431.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT, Inc.                                     | NTT, Inc.                                                  | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      2295200 | NS      | $2235665.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                            | Nippon Steel Corp.                                         | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       176500 | NS      | $649784.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                         | Nomura Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       325100 | NS      | $2603996.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                               | Nippon Yusen KK                                            | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        32000 | NS      | $1150038.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                | Obayashi Corp.                                             | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        27400 | NS      | $644192.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                    | ORIX Corp.                                                 | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       127000 | NS      | $4274374.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                        | Northrop Grumman Corp.                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         3780 | NS      | $2190434.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14352.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5324.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17251.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $295943.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-71648.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7940.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13933.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $32042.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $61461.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-97228.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5357.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4338.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $219318.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $447789.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-84421.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-72195.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19906.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2801556.08  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $410977.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2105906.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-105568.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-62657.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-76671.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $34943.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $15558.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $116256.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1529936.25  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2002.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $189389.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4722467.08   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-335311.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2416.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-21520.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-37748.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $640005.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1077876.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1386533.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-98490.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-91610.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $132060.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $87802.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11656.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $118805.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-570776.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $37182.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-469337.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-417082.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-409886.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-313409.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2418454.26  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                  | NVIDIA Corp.                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       913325 | NS      | $182272270.25 | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                           | Qantas Airways Ltd.                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |       133529 | NS      | $816448.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                      | QBE Insurance Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        73883 | NS      | $1196747.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-515363.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5801.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-155567.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-507015.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-81704.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $241945.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-143810.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-125078.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-152391.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $256630.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7508.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $178686.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |         9149 | NS      | $1332094.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $262932.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $262881.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $604150.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-141662.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-181268.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-358644.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $184309.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $291571.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                          | SoftBank Group Corp.                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       211800 | NS      | $7234839.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2096966.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-205328.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                   | Santos Ltd.                                                | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       349821 | NS      | $2015456.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-52310.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-424399.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-303253.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-438150.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-207234.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-600369.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $448168.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $73169.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                            | Sekisui House Ltd.                                         | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |       130700 | NS      | $2845859.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $491891.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                 | Shimizu Corp.                                              | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        61800 | NS      | $1193982.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $437423.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                       | Singapore Airlines Ltd.                                    | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |       110300 | NS      | $546285.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-559895.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                              | Sony Group Corp.                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       512800 | NS      | $10274118.27  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                        | OneMain Holdings, Inc.                                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        28443 | NS      | $1671595.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-463991.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Onto Innovation, Inc.                         | Onto Innovation, Inc.                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |         8912 | NS      | $2629574.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $249494.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                  | Oracle Corp.                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        55451 | NS      | $8949236.89   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-554841.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $568708.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $747223.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-315578.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                | Sumitomo Corp.                                             | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |        44700 | NS      | $1662044.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                  | Sun Hung Kai Properties Ltd.                               | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |        43500 | NS      | $761558.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1862778.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-50045.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-307521.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $277697.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $483583.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                     | TDK Corp.                                                  | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        19800 | NS      | $362031.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-90765.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                               | Advantest Corp.                                            | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        28800 | NS      | $5377494.82   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $195781.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $945037.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $371857.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29440.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $188389.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                          | Otis Worldwide Corp.                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        17716 | NS      | $1379722.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $176252.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-136240.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.       | Tokyo Electric Power Co. Holdings, Inc.                    | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |        60700 | NS      | $231093.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                       | Tokyo Tatemono Co. Ltd.                                    | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |        45700 | NS      | $1051592.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                           | Tokyo Electron Ltd.                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        24500 | NS      | $7219729.23   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-72820.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                       | Toyota Industries Corp.                                    | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |         1500 | NS      | $195408.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                            | Toyota Motor Corp.                                         | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       179700 | NS      | $3449416.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                 | Ovintiv, Inc.                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |         7591 | NS      | $467226.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                | Unicharm Corp.                                             | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       139700 | NS      | $813901.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-220386.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                     | United Overseas Bank Ltd.                                  | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |        15900 | NS      | $452817.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                    | PG&E Corp.                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       135196 | NS      | $2246957.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)      | PNC Financial Services Group, Inc. (The)                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         7594 | NS      | $1693462.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                          | PPG Industries, Inc.                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        12250 | NS      | $1329125.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $174558.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $831846.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $58286.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                               | Wesfarmers Ltd.                                            | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        68620 | NS      | $3645256.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Forward Foreign Currency Contract                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7826.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                   | Palantir Technologies, Inc., Class A                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        89743 | NS      | $12484148.73  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                      | Palo Alto Networks, Inc.                                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        12144 | NS      | $2177662.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp.                        | Yaskawa Electric Corp.                                     | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |         8500 | NS      | $301410.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts, Inc.                   | Park Hotels & Resorts, Inc.                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |         4383 | NS      | $50273.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                         | Parker-Hannifin Corp.                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        10272 | NS      | $9341562.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                      | Penn Entertainment, Inc.                                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3230 | NS      | $56395.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                        | AXA SA                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        79982 | NS      | $3855555.90   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                   | Groupe Bruxelles Lambert NV                                | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |        12752 | NS      | $1191243.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra, Inc.                                | Penumbra, Inc.                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |          571 | NS      | $186420.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                   | Novartis AG (Registered)                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        71722 | NS      | $10599770.68  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                      | ABB Ltd. (Registered)                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       173566 | NS      | $17554420.80  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                              | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |          748 | NS      | $312859.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                     | Holcim AG                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        26580 | NS      | $2469984.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                     | Nestle SA (Registered)                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       109951 | NS      | $11131400.10  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                   | Equinor ASA                                                | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |         7511 | NS      | $305677.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                 | PepsiCo, Inc.                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        36971 | NS      | $5859533.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                    | Skanska AB, Class B                                        | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        59289 | NS      | $1601237.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                       | Eni SpA                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |        56546 | NS      | $1598918.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                  | Pfizer, Inc.                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       328033 | NS      | $8758481.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.             | Philip Morris International, Inc.                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        67157 | NS      | $11085605.99  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                           | EssilorLuxottica SA                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         6569 | NS      | $1390457.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                      | Snam SpA                                                   | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        47547 | NS      | $374928.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                            | Credit Agricole SA                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        33021 | NS      | $644970.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness, Inc.                          | Planet Fitness, Inc., Class A                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |         5011 | NS      | $334083.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                               | Planet Labs PBC, Class A                                   | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |        20797 | NS      | $768865.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                | BNP Paribas SA                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        62709 | NS      | $6585794.29   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                 | Alfa Laval AB                                              | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |        10087 | NS      | $607028.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                | Lonza Group AG (Registered)                                | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |         2301 | NS      | $1414704.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                        | Cie de Saint-Gobain SA                                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |         5144 | NS      | $471292.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                            | Primo Brands Corp., Class A                                | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |        61694 | NS      | $1257323.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                    | Procter & Gamble Co. (The)                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       104105 | NS      | $15312804.45  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                       | Progressive Corp. (The)                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        16788 | NS      | $3379088.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                              | PulteGroup, Inc.                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4320 | NS      | $528595.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                       | Qnity Electronics, Inc.                                    | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |         8780 | NS      | $1234994.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                | QUALCOMM, Inc.                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        66137 | NS      | $11876882.46  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                         | Quanta Services, Inc.                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         5065 | NS      | $3686155.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| RB Global, Inc.                               | RB Global, Inc.                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |         4138 | NS      | $431593.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                     | RLI Corp.                                                  | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |         1770 | NS      | $91632.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                  | Rambus, Inc.                                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |         4983 | NS      | $573593.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                     | RTX Corp.                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        77159 | NS      | $13585385.13  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                  | Reddit, Inc., Class A                                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |         7750 | NS      | $1141032.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.               | Regeneron Pharmaceuticals, Inc.                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         6511 | NS      | $4603667.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.            | Reinsurance Group of America, Inc.                         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |         4437 | NS      | $938248.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                       | Republic Services, Inc., Class A                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        25433 | NS      | $5321092.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.         | Restaurant Brands International, Inc.                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |         9530 | NS      | $768880.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines, Inc.                    | Revolution Medicines, Inc.                                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |         4604 | NS      | $663528.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.              | Reynolds Consumer Products, Inc.                           | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |         1148 | NS      | $24073.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                             | RingCentral, Inc., Class A                                 | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |         1754 | NS      | $70545.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                             | Robert Half, Inc.                                          | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |         2949 | NS      | $78472.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                       | Robinhood Markets, Inc., Class A                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        14706 | NS      | $1071920.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                  | ROBLOX Corp., Class A                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |        43151 | NS      | $2384524.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                             | Rocket Cos., Inc., Class A                                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45372 | NS      | $663338.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                              | Rocket Lab Corp.                                           | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               | CORP              | US        |        18545 | NS      | $1530147.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rockwell Automation, Inc.                     | Rockwell Automation, Inc.                                  | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         8726 | NS      | $3568148.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                     | Gecina SA                                                  | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         1657 | NS      | $140089.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku, Inc.                                    | Roku, Inc., Class A                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        16444 | NS      | $1916712.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ross Stores, Inc.                             | Ross Stores, Inc.                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |         7549 | NS      | $1719586.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik, Inc.                                  | Rubrik, Inc., Class A                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |        15532 | NS      | $825991.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                              | S&P Global, Inc.                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        11035 | NS      | $4758623.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.              | SS&C Technologies Holdings, Inc.                           | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        21184 | NS      | $1468051.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                              | Salesforce, Inc.                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        39823 | NS      | $7029954.19   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                           | BlackRock Cash Funds: Institutional, SL Agency Shares      | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |      3511442 | NS      | $3512495.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                 | Sandisk Corp.                                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6512 | NS      | $7140473.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                    | Sarepta Therapeutics, Inc.                                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |         2698 | NS      | $56334.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd.                                      | SLB Ltd.                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       175494 | NS      | $9982098.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                      | Schneider National, Inc., Class B                          | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |          991 | NS      | $30810.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                    | Charles Schwab Corp. (The)                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        99250 | NS      | $9095270.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                  | Scotts Miracle-Gro Co. (The)                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |          911 | NS      | $57119.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                      | Sea Ltd., Class A                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        32590 | NS      | $2766239.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp.                                | Seaboard Corp.                                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |            5 | NS      | $28429.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                        | Sempra                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        34580 | NS      | $3289249.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                              | ServiceNow, Inc.                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        68712 | NS      | $6067956.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                    | Sherwin-Williams Co. (The)                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        10250 | NS      | $3296502.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |         5212 | NS      | $1061736.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                      | Skyworks Solutions, Inc.                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        53289 | NS      | $3739289.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                               | Snowflake, Inc., Class A                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |         9921 | NS      | $1353918.87   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials, Inc.             | Solstice Advanced Materials, Inc.                          | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |         5009 | NS      | $410487.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                           | Sonoco Products Co.                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |         2093 | NS      | $104566.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                             | Sotera Health Co.                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3179 | NS      | $49465.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                         | Southern Copper Corp.                                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         1946 | NS      | $334108.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                  | Sprouts Farmers Market, Inc.                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        15003 | NS      | $1227995.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                   | Block, Inc., Class A                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        14789 | NS      | $1042772.39   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                 | Stryker Corp.                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         3869 | NS      | $1219237.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                   | Sysco Corp.                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        16670 | NS      | $1245415.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp.                           | TFS Financial Corp.                                        | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1094 | NS      | $16453.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                          | TJX Cos., Inc. (The)                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        43991 | NS      | $6895589.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                             | T-Mobile US, Inc.                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        27064 | NS      | $5291012.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                        | TTM Technologies, Inc.                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |         3228 | NS      | $510734.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.           | Take-Two Interactive Software, Inc.                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         4852 | NS      | $1037163.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                         | Targa Resources Corp.                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         7067 | NS      | $1837985.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                    | Taylor Morrison Home Corp., Class A                        | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        28526 | NS      | $1732669.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                   | Teledyne Technologies, Inc.                                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         3666 | NS      | $2367686.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                        | Tenet Healthcare Corp.                                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        12998 | NS      | $2302205.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                                | Teradata Corp.                                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |         2048 | NS      | $53964.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                | Teradyne, Inc.                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         1386 | NS      | $476049.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                   | Tesla, Inc.                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        74682 | NS      | $28500891.66  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.           | Teva Pharmaceutical Industries Ltd.                        | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        20067 | NS      | $703749.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                       | Texas Instruments, Inc.                                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        37779 | NS      | $10618921.32  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                         | Texas Roadhouse, Inc., Class A                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |         2658 | NS      | $427911.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                        | Trade Desk, Inc. (The), Class A                            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        53851 | NS      | $1270345.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                | Thermo Fisher Scientific, Inc.                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        13831 | NS      | $6624495.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                        | 3M Co.                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       111664 | NS      | $16361009.28  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                           | Toll Brothers, Inc.                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         9275 | NS      | $1318348.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                | TopBuild Corp.                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |          423 | NS      | $187262.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                          | Travel + Leisure Co.                                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |         1403 | NS      | $90717.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        18846 | NS      | $5750668.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                        | Truist Financial Corp.                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        69185 | NS      | $3563027.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                             | Tyson Foods, Inc., Class A                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |         7137 | NS      | $457267.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        82008 | NS      | $4646573.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                       | Uber Technologies, Inc.                                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        81405 | NS      | $6073627.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.               | Ultragenyx Pharmaceutical, Inc.                            | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |         1895 | NS      | $46787.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                            | Under Armour, Inc., Class A                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |         3982 | NS      | $25046.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                            | Under Armour, Inc., Class C                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |         4085 | NS      | $24795.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                           | Union Pacific Corp.                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        44480 | NS      | $11986470.40  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                | United Airlines Holdings, Inc.                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        32996 | NS      | $2969640.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                   | United Parcel Service, Inc., Class B                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        58915 | NS      | $6409952.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                      | U.S. Treasury Bills                                        | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    228719600 | PA      | $227828833.22 | 4.48%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                      | U.S. Treasury Bills                                        | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    117058100 | PA      | $116114868.07 | 2.28%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                      | U.S. Treasury Bills                                        | CUSIP: 912797UT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    187699600 | PA      | $185782404.38 | 3.65%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                     | United Therapeutics Corp.                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         3099 | NS      | $1770613.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                      | UnitedHealth Group, Inc.                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        38692 | NS      | $14334612.16  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software, Inc.                          | Unity Software, Inc.                                       | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |        14777 | NS      | $390408.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.               | Universal Health Services, Inc., Class B                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         8191 | NS      | $1378299.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                            | UWM Holdings Corp., Class A                                | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1951 | NS      | $6906.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                           | Valero Energy Corp.                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         5666 | NS      | $1431118.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                 | Veralto Corp.                                              | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        31207 | NS      | $2752457.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                | VeriSign, Inc.                                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        14382 | NS      | $3863868.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                  | Verizon Communications, Inc.                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       158645 | NS      | $7619719.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                        | Verisk Analytics, Inc., Class A                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        10348 | NS      | $1909102.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group, Inc.                     | Versant Media Group, Inc.                                  | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |         5004 | NS      | $201110.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                  | Vertex Pharmaceuticals, Inc.                               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         3809 | NS      | $1627890.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                           | Vertiv Holdings Co., Class A                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        28815 | NS      | $9465439.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                 | Viatris, Inc.                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |        26237 | NS      | $391980.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                    | Visa, Inc., Class A                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        37490 | NS      | $12365701.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                  | Vistra Corp.                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        14556 | NS      | $2297519.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                          | Vulcan Materials Co.                                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         4475 | NS      | $1350286.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                 | Walmart, Inc.                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       180232 | NS      | $23778007.76  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                | Walgreens Boots Alliance, Inc., CVR                        | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |        15344 | NS      | $8132.32      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Warner Bros Discovery, Inc.                   | Warner Bros Discovery, Inc.                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        79869 | NS      | $2160456.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                       | Waste Connections, Inc.                                    | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        15857 | NS      | $2611965.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                        | Waste Management, Inc.                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        28211 | NS      | $6560468.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                 | Wayfair, Inc., Class A                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |         3896 | NS      | $249071.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                         | Waystar Holding Corp.                                      | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |        24467 | NS      | $522982.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                       | Webster Financial Corp.                                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |         1799 | NS      | $130175.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       206086 | NS      | $16946451.78  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                             | Wendy's Co. (The)                                          | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |         3698 | NS      | $25738.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                         | Western Digital Corp.                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        11432 | NS      | $4967432.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1680374400 | PA      | $3179961.82   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    633000000 | PA      | $8387041.65   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     37000000 | PA      | $462651.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    183000000 | PA      | $-403648.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    319000000 | PA      | $-699386.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3810002593 | PA      | $-1254938.95  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3810002593 | PA      | $-1260752.39  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     87000000 | PA      | $-26642.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    331000000 | PA      | $-989822.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    152000000 | PA      | $1612715.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      5000000 | PA      | $-6845.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    259000000 | PA      | $1499172.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85000000 | PA      | $144756.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    223000000 | PA      | $-282142.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     31000000 | PA      | $342979.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    494000000 | PA      | $3033314.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     35000000 | PA      | $-51832.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     83000000 | PA      | $162459.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    688000000 | PA      | $128913.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    394000000 | PA      | $-827175.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    180000000 | PA      | $1384701.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    185000000 | PA      | $33662.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     43000000 | PA      | $-191805.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    265000000 | PA      | $2794547.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    104000000 | PA      | $419175.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1679000000 | PA      | $1375141.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     94000000 | PA      | $570135.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDI                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    968000303 | PA      | $5427282.43   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     42000000 | PA      | $-212132.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    133000000 | PA      | $138132.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1171000000 | PA      | $1108278.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     25652174 | PA      | $-12191.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     33347826 | PA      | $31349.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    158000000 | PA      | $267352.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    281000000 | PA      | $-54810.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    286000000 | PA      | $119114.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     70000000 | PA      | $44911.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1228196570 | PA      | $963243.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    613901715 | PA      | $453024.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    613901715 | PA      | $410359.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14000000 | PA      | $113278.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    229000000 | PA      | $-230764.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDI                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    290400041 | PA      | $10377380.83  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     53000000 | PA      | $16523.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     47000000 | PA      | $-321298.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2400000000 | PA      | $1903387.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     27000000 | PA      | $258690.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     78000000 | PA      | $21984.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2563000000 | PA      | $1725098.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     55000000 | PA      | $-285635.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    319000000 | PA      | $-233193.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    438000000 | PA      | $93136.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    269000000 | PA      | $52521.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1476000000 | PA      | $457620.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2172000000 | PA      | $1111623.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    917000000 | PA      | $316206.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    215000000 | PA      | $31258.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    381000000 | PA      | $188368.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    823000000 | PA      | $249438.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  74518000000 | PA      | $-87980.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1371000000 | PA      | $-94766.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2873527013 | PA      | $-448516.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7268000000 | PA      | $-597436.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10339705798 | PA      | $-782924.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 544872224000 | PA      | $-2947894.90  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    180000000 | PA      | $126129.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1075000000 | PA      | $-504858.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     63000000 | PA      | $-156097.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85000000 | PA      | $513635.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 127811000000 | PA      | $-92208.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    101000000 | PA      | $93651.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     20888892 | PA      | $40643.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     42000000 | PA      | $-223543.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     44000000 | PA      | $512705.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    201000000 | PA      | $51055.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     27000000 | PA      | $-110378.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     26111108 | PA      | $71714.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     70000000 | PA      | $111231.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    815000000 | PA      | $157735.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     17000000 | PA      | $83731.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     18000000 | PA      | $107854.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    508000000 | PA      | $-57055.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1514000000 | PA      | $-501226.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    106000000 | PA      | $347375.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  71797000000 | PA      | $-340835.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     50000000 | PA      | $23154.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     55000000 | PA      | $399473.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2160000 | PA      | $288.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    194291000 | PA      | $5958.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    405000000 | PA      | $262605.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     25000000 | PA      | $144861.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     18750000 | PA      | $-22529.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     31250000 | PA      | $-7868.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    173000000 | PA      | $-44788.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     45000000 | PA      | $288214.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     23000000 | PA      | $183229.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    410550000 | PA      | $330742.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    762450000 | PA      | $715788.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    232000000 | PA      | $-349094.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     59000000 | PA      | $19300.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    414000000 | PA      | $408715.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     70000000 | PA      | $-278497.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     22000000 | PA      | $-3491.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     16000000 | PA      | $21226.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    118000000 | PA      | $1021667.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    463500000 | PA      | $395848.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    463500000 | PA      | $423909.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     10000000 | PA      | $36890.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     19000000 | PA      | $-44735.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    769500000 | PA      | $211809.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    769500000 | PA      | $214485.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     41000000 | PA      | $31106.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    232000000 | PA      | $71034.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1710000000 | PA      | $300564.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     25000000 | PA      | $-22544.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     11000000 | PA      | $-49886.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    600750000 | PA      | $601810.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    847500000 | PA      | $959823.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     56000000 | PA      | $37637.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     11000000 | PA      | $144665.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     47000000 | PA      | $-182084.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    526000000 | PA      | $-288129.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10000000 | PA      | $-21165.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     36000000 | PA      | $394942.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    208000000 | PA      | $-644453.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    567000000 | PA      | $311469.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     65000000 | PA      | $145661.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     21000000 | PA      | $-65514.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    160680000 | PA      | $-594025.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300320000 | PA      | $-1163585.66  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2978000000 | PA      | $626448.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     34250160 | PA      | $-84677.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    167428482 | PA      | $-547513.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     26000000 | PA      | $-114308.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3267120000 | PA      | $139468.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     83739358 | PA      | $-301348.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3539380000 | PA      | $606506.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    139000000 | PA      | $168099.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    879000000 | PA      | $-746211.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85500000 | PA      | $-331758.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4934000000 | PA      | $314617.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     75574544 | PA      | $-309797.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     82000000 | PA      | $-428911.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14925456 | PA      | $-67720.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     38000000 | PA      | $262098.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    485000000 | PA      | $386910.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1586000000 | PA      | $244894.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    173000000 | PA      | $110872.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    469000000 | PA      | $268741.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1740000000 | PA      | $78894.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     68000000 | PA      | $351250.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     53000000 | PA      | $-146378.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    131000000 | PA      | $572942.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3165500000 | PA      | $-1495648.67  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    548000000 | PA      | $-1176254.73  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    105000000 | PA      | $53783.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    807000000 | PA      | $38374.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     23000000 | PA      | $-30634.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    576000000 | PA      | $-24466.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    553000000 | PA      | $215160.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    176000000 | PA      | $173989.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    204000000 | PA      | $110751.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     30000000 | PA      | $-93535.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3165500000 | PA      | $-1220653.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2932000000 | PA      | $253510.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     90000000 | PA      | $-167615.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  93071000000 | PA      | $-349589.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    228000000 | PA      | $145061.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1215000000 | PA      | $-426297.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     84000000 | PA      | $207362.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    267000000 | PA      | $-4464.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     43000000 | PA      | $14305.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1345000000 | PA      | $81997.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     68000000 | PA      | $125369.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NDIRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  63762000000 | PA      | $-165281.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    195000000 | PA      | $-153138.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2359000000 | PA      | $352936.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1027000000 | PA      | $169026.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    178000000 | PA      | $-152428.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO, Inc.                                     | XPO, Inc.                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |         3721 | NS      | $819103.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                   | Xylem, Inc.                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        12727 | NS      | $1503822.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                           | YETI Holdings, Inc.                                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |         1818 | NS      | $71738.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                            | Zillow Group, Inc., Class A                                | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |          987 | NS      | $44030.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorp NA                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |         5453 | NS      | $345829.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                  | Zoetis, Inc., Class A                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        15496 | NS      | $1781575.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                   | ZoomInfo Technologies, Inc., Class A                       | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |         6441 | NS      | $40256.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                 | Zscaler, Inc.                                              | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         3224 | NS      | $421312.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                | Lehman Brothers Holdings, Inc., Capital Trust VII          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |       110000 | PA      | $0.01         | 0.00%             | 2049-11-01      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| N/A                                           | FTSE/JSE Top 40 Index                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         1730 | NC      | $-1880449.06  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                             | Australian Dollar                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     37793885 | OU      | $27209707.72  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                | Techtronic Industries Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |        30500 | NS      | $442240.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale              | Terna - Rete Elettrica Nazionale                           | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        33640 | NS      | $404631.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                             | Admiral Group plc                                          | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |         6668 | NS      | $306502.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                      | Mowi ASA                                                   | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        14597 | NS      | $323867.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.             | Singapore Telecommunications Ltd.                          | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       560000 | NS      | $2028207.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                  | Centrica plc                                               | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |        95180 | NS      | $278200.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                     | Safran SA                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        12672 | NS      | $4069141.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                     | Bunzl plc                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |         4065 | NS      | $134006.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                      | Kone OYJ, Class B                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |         8787 | NS      | $558957.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                      | Engie SA                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       148054 | NS      | $4880240.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                  | Leonardo SpA                                               | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        12737 | NS      | $795371.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                   | Seven & i Holdings Co. Ltd.                                | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |        58500 | NS      | $699137.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                       | Daiichi Sankyo Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        15700 | NS      | $255032.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                      | Ipsen SA                                                   | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         1672 | NS      | $328383.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc               | London Stock Exchange Group plc                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        33898 | NS      | $4398496.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                     | Arkema SA                                                  | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |         2623 | NS      | $191436.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                   | Inpex Corp.                                                | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |        31900 | NS      | $831638.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                          | Schindler Holding AG                                       | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         3701 | NS      | $1293938.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                    | Legrand SA                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |         8372 | NS      | $1499957.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel REIT                                   | Keppel REIT                                                | CUSIP: N/A<br>LEI: 549300ZD5HZLQCF55J25       | Long             | EC               | CORP              | SG        |        15655 | NS      | $11022.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                    | Eiffage SA                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         3884 | NS      | $626211.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                              | TotalEnergies SE                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        42288 | NS      | $3931666.29   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                     | Logitech International SA (Registered)                     | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |         6923 | NS      | $683386.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                  | Experian plc                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        61889 | NS      | $2264459.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.             | Nomura Real Estate Holdings, Inc.                          | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |       172600 | NS      | $1126085.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                              | Severn Trent plc                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        10850 | NS      | $482323.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                 | Brambles Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        41582 | NS      | $677473.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                      | Volvo AB, Class B                                          | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        13523 | NS      | $471368.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                    | Sandvik AB                                                 | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        46635 | NS      | $1961801.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                   | Keppel Ltd.                                                | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       140900 | NS      | $1206022.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                          | Banco de Sabadell SA                                       | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       130163 | NS      | $504642.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                      | Vinci SA                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |         8731 | NS      | $1320322.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                     | Danone SA                                                  | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |         3673 | NS      | $287772.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                  | 3i Group plc                                               | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        27177 | NS      | $945155.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                | Air Liquide SA                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |         7414 | NS      | $1595051.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                  | CaixaBank SA                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |        40389 | NS      | $514085.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                  | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       196183 | NS      | $4599359.23   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                             | Bureau Veritas SA                                          | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        30549 | NS      | $936124.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                          | Macquarie Group Ltd.                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        36370 | NS      | $6248082.95   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                      | RELX plc                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        38774 | NS      | $1413946.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.          | MS&AD Insurance Group Holdings, Inc.                       | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        93900 | NS      | $2414553.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                    | United Utilities Group plc                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        26318 | NS      | $521943.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                        | Julius Baer Group Ltd.                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         4236 | NS      | $348186.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                  | Glencore plc                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       246847 | NS      | $1918454.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                | AIA Group Ltd.                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      1124600 | NS      | $12346724.50  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                      | Otsuka Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        11700 | NS      | $852722.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                     | Segro plc                                                  | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |        25857 | NS      | $244917.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Life Group, Inc.                      | Daiichi Life Group, Inc.                                   | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       536300 | NS      | $4910195.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                          | ENEOS Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       667600 | NS      | $5606828.32   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                    | Edenred SE                                                 | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |         5256 | NS      | $131631.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                          | Sompo Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        75600 | NS      | $2813485.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                      | Rolls-Royce Holdings plc                                   | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       535946 | NS      | $8624207.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                      | Ageas SA                                                   | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        56228 | NS      | $4406290.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                          | Sage Group plc (The)                                       | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |        14841 | NS      | $177003.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                       | WPP plc                                                    | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |        13380 | NS      | $48443.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                     | Xero Ltd.                                                  | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        36230 | NS      | $2127723.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                | Commerzbank AG                                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        28086 | NS      | $1160903.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                               | ASML Holding NV                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        17366 | NS      | $25103356.66  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                      | Tele2 AB, Class B                                          | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        26442 | NS      | $542572.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                              | Coca-Cola HBC AG                                           | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        12063 | NS      | $703622.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                    | Vonovia SE                                                 | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        54042 | NS      | $1456064.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SET50 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |         8712 | NC      | $928321.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                   | Cie Financiere Richemont SA (Registered)                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |         2309 | NS      | $443137.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                 | Koninklijke Ahold Delhaize NV                              | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        80404 | NS      | $3776533.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                     | Bank of Ireland Group plc                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |        11494 | NS      | $226401.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                             | Compass Group plc                                          | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |        10391 | NS      | $293618.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                              | ASR Nederland NV                                           | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |        27222 | NS      | $2067769.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                  | Tokyu Fudosan Holdings Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       104900 | NS      | $893132.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                             | National Grid plc                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |        98370 | NS      | $1760880.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International, Inc.                       | TFI International, Inc.                                    | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         6064 | NS      | $867669.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                       | Sika AG (Registered)                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         5137 | NS      | $947603.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                | SoftBank Corp.                                             | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      3840400 | NS      | $5405245.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                               | Nordea Bank Abp                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       180253 | NS      | $3389638.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                            | Vodafone Group plc                                         | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |       229050 | NS      | $364452.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI, Inc.                                     | CGI, Inc., Class A                                         | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |         5104 | NS      | $334079.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                     | Prosus NV, Class N                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        83347 | NS      | $4035079.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                       | Croda International plc                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |         3304 | NS      | $128150.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                  | Evolution AB                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         4932 | NS      | $347586.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                   | Helvetia Baloise Holding AG                                | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |          356 | NS      | $97609.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA           | Banca Monte dei Paschi di Siena SpA                        | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       195943 | NS      | $2088697.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                       | GFL Environmental, Inc.                                    | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        17498 | NS      | $702058.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G plc                                       | M&G plc                                                    | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        76477 | NS      | $314316.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                | Atlas Copco AB, Class A                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |        73405 | NS      | $1410671.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                     | Tesco plc                                                  | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       290079 | NS      | $1902771.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                          | Dassault Systemes SE                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        19548 | NS      | $440487.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                             | NatWest Group plc                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       514440 | NS      | $4103110.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                        | SGS SA (Registered)                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        32008 | NS      | $3468069.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.             | Canadian Pacific Kansas City Ltd.                          | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        18157 | NS      | $1579171.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                     | Epiroc AB, Class A                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        16842 | NS      | $486218.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                 | Stellantis NV                                              | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |        39014 | NS      | $286284.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                    | Woodside Energy Group Ltd.                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        52756 | NS      | $1261271.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                         | Kioxia Holdings Corp.                                      | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |        14000 | NS      | $3387421.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                       | EXOR NV                                                    | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |         4263 | NS      | $334404.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                   | Informa plc                                                | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        53512 | NS      | $578577.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                          | Dassault Aviation SA                                       | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |          817 | NS      | $285703.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                             | Siemens Energy AG                                          | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        64120 | NS      | $13588435.35  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                    | Haleon plc                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |        83811 | NS      | $387028.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                     | Sampo OYJ, Class A                                         | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        80647 | NS      | $838022.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saipem SpA                                    | Saipem SpA                                                 | CUSIP: N/A<br>LEI: 549300PHV8MBDHWB8X12       | Long             | EC               | CORP              | IT        |       202015 | NS      | $1094528.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                       | Vestas Wind Systems A/S                                    | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        73039 | NS      | $2245905.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                       | GSK plc                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        67995 | NS      | $1782657.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                   | Euronext NV                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |         5128 | NS      | $858382.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                        | Eurofins Scientific SE                                     | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         3330 | NS      | $231476.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                  | DNB Bank ASA                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       125689 | NS      | $3806284.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                   | NN Group NV                                                | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        48263 | NS      | $4224644.99   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                   | FinecoBank Banca Fineco SpA                                | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        23610 | NS      | $586133.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                          | Barrick Mining Corp.                                       | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        22403 | NS      | $880220.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                    | Hexagon AB, Class B                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       105642 | NS      | $1154133.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                   | Berkeley Group Holdings plc                                | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |         7381 | NS      | $321364.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                              | Novo Nordisk A/S, Class B                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       143664 | NS      | $6110886.59   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                     | Shell plc                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       196686 | NS      | $8942684.35   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                 | Industria de Diseno Textil SA                              | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |         6540 | NS      | $391423.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                 | Schroders plc                                              | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        61141 | NS      | $481423.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA  | Cie Generale des Etablissements Michelin SCA               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |        10704 | NS      | $387763.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                    | Aegon Ltd.                                                 | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |       212757 | NS      | $1763032.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                         | Thomson Reuters Corp.                                      | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        41823 | NS      | $4000795.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva plc                                     | Aviva plc                                                  | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |        54576 | NS      | $462873.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                       | Saab AB, Class B                                           | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        38163 | NS      | $2316616.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                     | Recruit Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        87600 | NS      | $4058066.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                             | Galderma Group AG                                          | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         1545 | NS      | $324130.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                  | UBS Group AG (Registered)                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       164158 | NS      | $7264287.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                | Brazilian Real                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |     -3151535 | OU      | $-636442.21   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                  | Ferrovial SE                                               | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        33625 | NS      | $2309080.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                               | Celestica, Inc.                                            | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         1552 | NS      | $637184.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp.               | Brookfield Infrastructure Corp., Class A                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |        10595 | NS      | $391945.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                         | Kongsberg Gruppen ASA                                      | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        20113 | NS      | $672987.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                   | Reckitt Benckiser Group plc                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        12262 | NS      | $780214.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.         | Restaurant Brands International, Inc.                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        10900 | NS      | $879559.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                            | Anglo American plc                                         | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        25197 | NS      | $1246873.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                              | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        23214 | NS      | $9459705.07   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                   | Aena SME SA                                                | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |         9660 | NS      | $263839.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Maritime A/S                        | Kongsberg Maritime A/S                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |        20113 | NS      | $131818.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autotrader Group plc                          | Autotrader Group plc                                       | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |        15459 | NS      | $103991.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                  | Unilever plc                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        39140 | NS      | $2282454.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings, Inc.                | Sunbelt Rentals Holdings, Inc.                             | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |        17651 | NS      | $1326719.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                      | Tryg A/S                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        72120 | NS      | $1732942.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                      | Svenska Handelsbanken AB, Class A                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       436734 | NS      | $6205960.82   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software, Inc.                       | CyberArk Software, Inc.                                    | CUSIP: N/A<br>LEI: 2549006DYHAFRZEQD459       | Long             | EC               | CORP              | US        |         1498 | NS      | $67410.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                 | Banco BPM SpA                                              | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        21748 | NS      | $316891.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                 | UniCredit SpA                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        44168 | NS      | $3413408.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent, Inc.                              | BayCurrent, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        10500 | NS      | $338142.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                              | ArcelorMittal SA                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        82865 | NS      | $4810747.57   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                  | Japan Post Holdings Co. Ltd.                               | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       673300 | NS      | $7808300.97   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                      | Japan Post Bank Co. Ltd.                                   | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       195000 | NS      | $3346255.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.               | CK Infrastructure Holdings Ltd.                            | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |        47000 | NS      | $395673.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                     | Land Securities Group plc                                  | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        16160 | NS      | $130028.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                              | Coles Group Ltd.                                           | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        89410 | NS      | $1425016.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                      | Sartorius Stedim Biotech                                   | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |          989 | NS      | $182778.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                        | CK Asset Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |        84500 | NS      | $532287.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                     | Amundi SA                                                  | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         2815 | NS      | $272087.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                  | ING Groep NV                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |        84761 | NS      | $2453101.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                               | Canadian Dollar                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     37735359 | OU      | $27780291.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | CAC 40 10 Euro Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         4676 | NC      | $-4623034.26  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                   | Swiss Franc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      4486577 | OU      | $5742083.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Canada 10-Year Bond                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -14700 | NC      | $7561964.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                  | Czech Koruna                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |     57743699 | OU      | $2779205.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                  | Danish Krone                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |      1166078 | OU      | $183139.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          827 | NC      | $13601184.57  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                          | EURO                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     41574439 | OU      | $48793839.91  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | U.S. Treasury 5-Year Note                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          847 | NC      | $-180046.80   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                  | Alkermes plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        11987 | NS      | $404081.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Anglogold Ashanti plc                         | Anglogold Ashanti plc                                      | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |        17490 | NS      | $1639337.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                       | Arch Capital Group Ltd.                                    | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |         7862 | NS      | $742644.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                         | Assured Guaranty Ltd.                                      | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |         1073 | NS      | $87878.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Long Gilt                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -2671 | NC      | $1451537.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                 | Accenture plc, Class A                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        29970 | NS      | $5355938.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate plc                                 | Clarivate plc                                              | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |         8615 | NS      | $24725.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd.           | Credo Technology Group Holding Ltd.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         2565 | NS      | $446335.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                       | CRH plc                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |        32109 | NS      | $3802347.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                               | Eaton Corp. plc                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        27344 | NS      | $11840225.44  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                             | Essent Group Ltd.                                          | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |        30849 | NS      | $1866981.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                  | Genpact Ltd.                                               | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |        10248 | NS      | $356118.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                   | James Hardie Industries plc                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |         2734 | NS      | $57386.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                     | Janus Henderson Group plc                                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |         3837 | NS      | $198027.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc            | Johnson Controls International plc                         | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |         2266 | NS      | $330903.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                     | Linde plc                                                  | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |        37357 | NS      | $18721086.98  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                 | Medtronic plc                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        28956 | NS      | $2344567.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group plc                               | Marex Group plc                                            | CUSIP: N/A<br>LEI: 549300DWX0SVICJAL507       | Long             | EC               | CORP              | GB        |        53311 | NS      | $2844141.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                           | Liberty Global Ltd., Class A                               | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |         3545 | NS      | $41051.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                           | Liberty Global Ltd., Class C                               | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |         3265 | NS      | $37025.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                           | Joby Aviation, Inc., Class A                               | CUSIP: N/A<br>LEI: 254900NMVFUM8FO88E56       | Long             | EC               | CORP              | US        |       113621 | NS      | $1044176.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                              | NU Holdings Ltd., Class A                                  | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |       110477 | NS      | $1599706.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                            | nVent Electric plc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         3390 | NS      | $484431.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                            | Royalty Pharma plc, Class A                                | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |         8377 | NS      | $419603.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                          | Smurfit WestRock plc                                       | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |        34139 | NS      | $1310596.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                    | STERIS plc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         5361 | NS      | $1162693.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                           | TE Connectivity plc                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        24445 | NS      | $5174028.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                | TechnipFMC plc                                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |        41951 | NS      | $3170237.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                        | Trane Technologies plc                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         3593 | NS      | $1769696.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd.                          | Viking Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |        30775 | NS      | $2520780.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Versigent plc                                 | Versigent plc                                              | CUSIP: N/A<br>LEI: 254900V7AVDC2J9DHM24       | Long             | EC               | CORP              | JE        |         3433 | NS      | $120052.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.          | White Mountains Insurance Group Ltd.                       | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |           54 | NS      | $120527.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                               | Perrigo Co. plc                                            | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |         2893 | NS      | $34253.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                      | XP, Inc., Class A                                          | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |         8718 | NS      | $167036.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                | Pound Sterling                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     13741092 | OU      | $18698190.46  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | DAX Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          -30 | NC      | $-29642.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                               | Bunge Global SA                                            | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |         9745 | NS      | $1238297.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                    | Chubb Ltd.                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        10592 | NS      | $3463584.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                   | Garmin Ltd.                                                | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |         4778 | NS      | $1199946.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                              | Hong Kong Dollar                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     88291125 | OU      | $11272406.68  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                        | Forint                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |     10822540 | OU      | $34878.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IBEX 35 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         -360 | NC      | $1245172.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Euro-BTP                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -2215 | NC      | $6281284.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New Israeli Sheqel                            | New Israeli Sheqel                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |      6607978 | OU      | $2241702.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Japan 10-Year Bond                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -919 | NC      | $13735616.76  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IFSC NIFTY 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         1635 | NC      | $813553.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                           | Yen                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |  12761669997 | OU      | $81515569.59  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                           | Ascendis Pharma A/S                                        | CUSIP: N/A<br>LEI: 549300B66JN3W3J8GH73       | Long             | EC               | CORP              | DK        |         1352 | NS      | $310121.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | WIG20 Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | PL        |          387 | NC      | $-165025.60   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Won                                           | Won                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |         -284 | OU      | $-0.19        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA            | Millicom International Cellular SA                         | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |        12227 | NS      | $1037827.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                         | Spotify Technology SA                                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        20386 | NS      | $9103368.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.        | Check Point Software Technologies Ltd.                     | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |        10776 | NS      | $1211976.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline plc                                 | Frontline plc                                              | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | CY        |        11222 | NS      | $409490.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd.                                     | Nova Ltd.                                                  | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |         1113 | NS      | $556978.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd.                      | Tower Semiconductor Ltd.                                   | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |         2781 | NS      | $614740.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                  | Wix.com Ltd.                                               | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |        10888 | NS      | $813224.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI EAFE Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5500 | NC      | $-42144113.76 | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | MSCI EAFE Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          624 | NC      | $4642730.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                  | Mexican Peso                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |    167998467 | OU      | $9617223.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                            | AerCap Holdings NV                                         | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |        59632 | NS      | $8480266.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                    | Elastic NV                                                 | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |        20074 | NS      | $932035.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                  | LyondellBasell Industries NV, Class A                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |        34950 | NS      | $2607270.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                     | QIAGEN NV                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        33014 | NS      | $1141624.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                               | Nebius Group NV, Class A                                   | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |         9036 | NS      | $1249046.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                               | Norwegian Krone                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      3554037 | OU      | $383610.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | NASDAQ 100 E-Mini Index                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -511 | NC      | $-28845256.34 | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                            | New Zealand Dollar                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       105779 | OU      | $62489.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Euro-OAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -485 | NC      | $-1019.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zloty                                         | Zloty                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |     10054068 | OU      | $2773688.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P/TSX 60 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |          -70 | NC      | $-188243.10   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OMX Stockholm 30 Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -26010 | NC      | $2882924.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MSCI Singapore Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -4134 | NC      | $-998282.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | Euro-Bund                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         5023 | NC      | $-1068291.85  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Euro-Bund                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -2788 | NC      | $6982196.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                 | Swedish Krona                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |    264889009 | OU      | $28690152.93  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                              | Singapore Dollar                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |     13400319 | OU      | $10528220.73  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | FTSE/MIB Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          508 | NC      | $9787032.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | TOPIX Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         1309 | NC      | $6711663.51   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | U.S. Treasury 2-Year Note                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          526 | NC      | $-103647.25   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                             | New Taiwan Dollar                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |           -1 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | U.S. Treasury 10-Year Note                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3594 | NC      | $1685647.43   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Euro-Buxl                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -1192 | NC      | $1599748.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                  | Royal Caribbean Cruises Ltd.                               | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |         4773 | NS      | $1258926.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | EURO STOXX 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -444 | NC      | $-765287.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | U.S. Treasury Ultra Bond                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5069 | NC      | $25281514.38  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Australia 10-Year Bond                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        25588 | NC      | $-17550499.50 | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | SPI 200 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -4656 | NC      | $4254079.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                     | Flex Ltd.                                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |        40510 | NS      | $3708690.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | FTSE 100 Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         1625 | NC      | $1913162.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand                                          | Rand                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |    284359642 | OU      | $17070967.58  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer