# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0000940400-26-002222
**Filing Date:** 2026-1
**Character Count:** 84202
**Document Hash:** ce2d64bc0362fb7c2206b7be32d2e172
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002222.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0000940400-26-002222

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**PERIOD START**: 20260531

**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:** 26559283

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

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

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

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

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

## Series and Classes Contracts Data

### BLACKROCK HIGH EQUITY INCOME FUND (Series ID: S000001509)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock High Equity Income Fund

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

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

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-28

**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:** $2035921815.07

**Total Liabilities:** $67824827.34

**Net Assets:** $1968096987.73

**Cash Not Reported:** $88401.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 35.36000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1442.92000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004057 | 0.47%                | 0.12%                | 2.24%                |
| Class ID C000004059 | 0.45%                | 0.11%                | 2.19%                |
| Class ID C000004061 | 0.42%                | -0.01%               | 2.17%                |
| Class ID C000219259 | 0.47%                | 0.16%                | 2.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13805489.02             | $-17122054.65                              |
| Month 2  | $14919520.87             | $-25086853.60                              |
| Month 3  | $1500985.59              | $27630740.70                               |

### Schedule of Portfolio Investments

| Name                                  | Title                                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cardinal Health Inc                   | Cardinal Health Inc                                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     85491 | NS      | $18146319.66  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (BRITISH AMERICAN TOBACCO PLC) 21.63 01/08/2026 (BATS LN)                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |    155900 | PA      | $8574118.55   | 0.44%             | 2026-01-08      | Fixed         | 21.63%                | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (CENTENE CORP) 31.51 01/12/2026 (CNC US)                                   | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     76400 | PA      | $2843334.04   | 0.14%             | 2026-01-12      | Fixed         | 31.51%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (BOEING CO/THE) 26.43 01/12/2026 (BA US)                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     40100 | PA      | $7703532.64   | 0.39%             | 2026-01-12      | Fixed         | 26.43%                | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | ROYAL BANK OF CANADA (SWATCH GROUP AG/THE) 22.56 01/08/2026 (UHR SW)                                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     40300 | PA      | $8201765.44   | 0.42%             | 2026-01-08      | Fixed         | 22.56%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (CHARLES SCHWAB CORP/THE) 21.91 01/15/2026 (SCHW US)                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |     62700 | PA      | $5901580.03   | 0.30%             | 2026-01-15      | Fixed         | 21.91%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (SODEXO SA) 18.81 12/11/2025 (SW FP)                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     66400 | PA      | $3539535.88   | 0.18%             | 2025-12-11      | Fixed         | 18.81%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (AMERICAN INTERNATIONAL GROUP INC) 18.77 12/26/2025 (AIG US)              | CUSIP: 83371T616<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     81300 | PA      | $6225234.47   | 0.32%             | 2025-12-26      | Fixed         | 18.77%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (BP PLC) 23.11 12/11/2025 (BP/ LN)                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |   2945700 | PA      | $17022184.53  | 0.86%             | 2025-12-11      | Fixed         | 23.11%                | No            |                  2 | On Loan: No      |
| Western Digital Corp                  | Western Digital Corp                                                                                 | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    100196 | NS      | $16365012.68  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                                                                  | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |    181398 | NS      | $14631139.42  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (STMICROELECTRONICS NV) 24.20 12/18/2025 (STM US)                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |     86400 | PA      | $2008978.27   | 0.10%             | 2025-12-18      | Fixed         | 24.20%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (RENTOKIL INITIAL PLC) 13.22 12/11/2025 (RTO LN)                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |   1930300 | PA      | $10623696.00  | 0.54%             | 2025-12-11      | Fixed         | 13.22%                | No            |                  2 | On Loan: No      |
| Textron Inc                           | Textron Inc                                                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     67700 | NS      | $5629932.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd            | Samsung Electronics Co Ltd                                                                           | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     25366 | NS      | $44005052.37  | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralliant Corp                         | Ralliant Corp                                                                                        | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |    136053 | NS      | $6716936.61   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (LOCKHEED MARTIN CORP) 21.50 12/04/2025 (LMT US)                 | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |      8200 | PA      | $3734345.15   | 0.19%             | 2025-12-04      | Fixed         | 21.50%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (STAG INDUSTRIAL INC) 18.77 12/08/2025 (STAG US)                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |    125400 | PA      | $4818433.82   | 0.24%             | 2025-12-08      | Fixed         | 18.77%                | No            |                  2 | On Loan: No      |
| Middleby Corp/The                     | Middleby Corp/The                                                                                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     50520 | NS      | $5971464.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (TEXTRON INC) 12.23 01/22/2026 (TXT US)                                      | CUSIP: 61778P585<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |     50000 | PA      | $4146000.00   | 0.21%             | 2026-01-22      | Fixed         | 12.23%                | No            |                  2 | On Loan: No      |
| PepsiCo Inc                           | PepsiCo Inc                                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     31870 | NS      | $4740343.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (SYSCO CORP) 13.36 12/08/2025 (SYY US)                           | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |     49600 | PA      | $3783545.24   | 0.19%             | 2025-12-08      | Fixed         | 13.36%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (AVALONBAY COMMUNITIES INC) 19.44 01/15/2026 (AVB US)                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |     32400 | PA      | $5836137.57   | 0.30%             | 2026-01-15      | Fixed         | 19.44%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (BRISTOL-MYERS SQUIBB CO) 33.87 01/15/2026 (BMY US)                        | CUSIP: 60701B457<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    130200 | PA      | $6261936.43   | 0.32%             | 2026-01-15      | Fixed         | 33.87%                | No            |                  2 | On Loan: No      |
| Amazon.com Inc                        | Amazon.com Inc                                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    170031 | NS      | $39654629.82  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                             | Sodexo SA                                                                                            | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |    127780 | NS      | $6758344.59   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                             | PG&E Corp                                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    302962 | NS      | $4883747.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (COMCAST CORP) 33.78 01/12/2026 (CMCSA US)                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |    242000 | PA      | $6492383.05   | 0.33%             | 2026-01-12      | Fixed         | 33.78%                | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc        | Fortune Brands Innovations Inc                                                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    327501 | NS      | $16908876.63  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc               | WESCO International Inc                                                                              | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |    103052 | NS      | $27557135.32  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                             | Sanofi SA                                                                                            | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    198590 | NS      | $19806861.63  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                     | Kosmos Energy Ltd                                                                                    | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |   5746641 | NS      | $6436237.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| WPP PLC                               | WPP PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |   3973763 | NS      | $15978888.36  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (META PLATFORMS INC) 17.07 01/20/2026 (META US)                            | CUSIP: 60701B515<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     13300 | PA      | $8338733.86   | 0.42%             | 2026-01-20      | Fixed         | 17.07%                | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc             | AvalonBay Communities Inc                                                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     44927 | NS      | $8174018.38   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                      | Wells Fargo & Co                                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    258965 | NS      | $22232145.25  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | GOLDMAN SACHS & CO. LLC (L3HARRIS TECHNOLOGIES INC) 17.19 12/15/2025 (LHX US)                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DBT              | CORP              | GB        |     28600 | PA      | $8039667.23   | 0.41%             | 2025-12-15      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (ALPHABET INC) 25.56 01/15/2026 (GOOG US)                         | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |     57700 | PA      | $17420350.71  | 0.89%             | 2026-01-15      | Fixed         | 25.56%                | No            |                  2 | On Loan: No      |
| Verizon Communications Inc            | Verizon Communications Inc                                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    207449 | NS      | $8528228.39   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO CAPITAL MARKETS CORP.             | BMO CAPITAL MARKETS CORP. (SEALED AIR CORP) 21.73 01/22/2026 (SEE US)                                | CUSIP: 06370D472<br>LEI: RUC0QBLBRPRCU4W1NE59 | Long             | DBT              | CORP              | US        |    122900 | PA      | $5274468.83   | 0.27%             | 2026-01-22      | Fixed         | 21.73%                | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc          | Citizens Financial Group Inc                                                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    114110 | NS      | $6173351.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                   | STAG Industrial Inc                                                                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    177493 | NS      | $6971925.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (CSX CORP) 20.15 01/12/2026 (CSX US)                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |     67900 | PA      | $2385755.60   | 0.12%             | 2026-01-12      | Fixed         | 20.15%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp                           | NVIDIA Corp                                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     26770 | NS      | $4738290.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (FORTIVE CORP) 13.63 01/22/2026 (FTV US)                                     | CUSIP: 61778P577<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    101100 | PA      | $5376831.63   | 0.27%             | 2026-01-22      | Fixed         | 13.63%                | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                   | Tourmaline Oil Corp                                                                                  | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |    331717 | NS      | $15215613.94  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (DOMINION ENERGY INC) 18.81 01/20/2026 (D US)                              | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |    121500 | PA      | $7560172.03   | 0.38%             | 2026-01-20      | Fixed         | 18.81%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (PPG INDUSTRIES INC) 22.30 12/18/2025 (PPG US)                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |     73800 | PA      | $7473369.29   | 0.38%             | 2025-12-18      | Fixed         | 22.30%                | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                 | Becton Dickinson & Co                                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    124409 | NS      | $24137834.18  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                    | Meta Platforms Inc                                                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     18208 | NS      | $11797873.60  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (FEDEX CORP) 22.17 01/22/2026 (FDX US)                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $4125750.00   | 0.21%             | 2026-01-22      | Fixed         | 22.17%                | No            |                  2 | On Loan: No      |
| CDW Corp/DE                           | CDW Corp/DE                                                                                          | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     98980 | NS      | $14274895.60  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (EVERGY INC) 17.77 01/15/2026 (EVRG US)                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |     80300 | PA      | $6234881.23   | 0.32%             | 2026-01-15      | Fixed         | 17.77%                | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The               | Charles Schwab Corp/The                                                                              | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     86887 | NS      | $8057031.51   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV          | LyondellBasell Industries NV                                                                         | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |    226750 | NS      | $11108482.50  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                      | Flagstar Bank NA                                                                                     | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |    436591 | NS      | $5343873.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (CROWN HOLDINGS INC) 14.50 12/15/2025 (CCK US)                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     43200 | PA      | $4203383.00   | 0.21%             | 2025-12-15      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                    | Teck Resources Ltd                                                                                   | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    385908 | NS      | $16551594.12  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                         | Citigroup Inc                                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    500720 | NS      | $51874592.00  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | GOLDMAN SACHS & CO. LLC (WILLIS TOWERS WATSON PLC) 14.62 12/15/2025 (WTW US)                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DBT              | CORP              | GB        |     24400 | PA      | $7881757.29   | 0.40%             | 2025-12-15      | Fixed         | 14.62%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | GOLDMAN SACHS & CO. LLC (ROGERS COMMUNICATIONS INC) 18.36 12/15/2025 (RCI US)                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DBT              | CORP              | GB        |     47000 | PA      | $1830534.96   | 0.09%             | 2025-12-15      | Fixed         | 18.36%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (HEALTHCARE REALTY TRUST INC) 24.38 01/20/2026 (HR US)                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    289600 | PA      | $5329245.99   | 0.27%             | 2026-01-20      | Fixed         | 24.38%                | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (FIDELITY NATIONAL FINANCIAL INC) 17.49 01/20/2026 (FNF US)                | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     44400 | PA      | $2606706.97   | 0.13%             | 2026-01-20      | Fixed         | 17.49%                | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (SS&C TECHNOLOGIES HOLDINGS INC) 17.15 12/26/2025 (SSNC US)               | CUSIP: 83371T582<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |    117800 | PA      | $10101354.49  | 0.51%             | 2025-12-26      | Fixed         | 17.15%                | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                 | STMicroelectronics NV                                                                                | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |    214213 | NS      | $4924756.87   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (GLOBAL PAYMENTS INC) 41.25 12/22/2025 (GPN US)                           | CUSIP: 83371T632<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     39600 | PA      | $3057641.16   | 0.16%             | 2025-12-22      | Fixed         | 41.25%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (SHELL PLC) 12.42 01/08/2026 (SHEL LN)                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |    370900 | PA      | $13702830.91  | 0.70%             | 2026-01-08      | Fixed         | 12.42%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (APTIV PLC) 26.51 01/12/2026 (APTV US)                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |     58800 | PA      | $4630061.27   | 0.24%             | 2026-01-12      | Fixed         | 26.51%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (COGNIZANT TECHNOLOGY SOLUTIONS CORP) 24.31 01/12/2026 (CTSH US) | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |     58300 | PA      | $4336213.60   | 0.22%             | 2026-01-12      | Fixed         | 24.31%                | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                  | Rentokil Initial PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |   2731974 | NS      | $15039772.51  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (CVS HEALTH CORP) 23.75 01/22/2026 (CVS US)                                | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |    223700 | PA      | $17545329.80  | 0.89%             | 2026-01-22      | Fixed         | 23.75%                | No            |                  2 | On Loan: No      |
| HP Inc                                | HP Inc                                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    208841 | NS      | $5099897.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (CARDINAL HEALTH INC) 19.08 12/22/2025 (CAH US)                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     76100 | PA      | $14957262.45  | 0.76%             | 2025-12-22      | Fixed         | 19.08%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (ELEVANCE HEALTH INC) 23.90 12/15/2025 (ELV US)                            | CUSIP: 60701B242<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     31400 | PA      | $10552698.20  | 0.54%             | 2025-12-15      | Fixed         | 23.90%                | No            |                  2 | On Loan: No      |
| Medtronic PLC                         | Medtronic PLC                                                                                        | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    245258 | NS      | $25833025.14  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/        | First Citizens BancShares Inc/NC                                                                     | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     15412 | NS      | $28942040.68  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC              | Willis Towers Watson PLC                                                                             | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |       912 | NS      | $292752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I        | American International Group Inc                                                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    112655 | NS      | $8579804.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Cash Funds - Institutional  | BlackRock Cash Funds - Institutional                                                                 | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |   1954173 | NS      | $1955150.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                       | CVS Health Corp                                                                                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    302779 | NS      | $24331320.44  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | GOLDMAN SACHS & CO. LLC (AXALTA COATING SYSTEMS LTD) 17.94 12/18/2025 (AXTA US)                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DBT              | CORP              | GB        |    115600 | PA      | $3462435.51   | 0.18%             | 2025-12-18      | Fixed         | 17.94%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (GENERAL MOTORS CO) 24.02 12/08/2025 (GM US)                               | CUSIP: 60701B200<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    108700 | PA      | $6611900.77   | 0.34%             | 2025-12-08      | Fixed         | 24.02%                | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc           | Healthcare Realty Trust Inc                                                                          | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    391993 | NS      | $7146032.39   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                        | Microsoft Corp                                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     40331 | NS      | $19843255.31  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                             | Aptiv PLC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     84045 | NS      | $6517689.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds T-Fund      | BlackRock Liquidity Funds T-Fund                                                                     | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  74423642 | NS      | $74423641.73  | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (BECTON DICKINSON & CO) 20.81 12/22/2025 (BDX US)                         | CUSIP: 83371T657<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     79400 | PA      | $14834338.13  | 0.75%             | 2025-12-22      | Fixed         | 20.81%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | GOLDMAN SACHS & CO. LLC (WESTERN DIGITAL CORP) 43.49 12/18/2025 (WDC US)                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DBT              | CORP              | GB        |    115300 | PA      | $15974046.12  | 0.81%             | 2025-12-18      | Fixed         | 43.49%                | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                   | Barrick Mining Corp                                                                                  | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    163483 | NS      | $6758387.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | GOLDMAN SACHS & CO. LLC (MAXIMUS INC) 18.77 12/15/2025 (MMS US)                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DBT              | CORP              | GB        |     58900 | PA      | $5085937.48   | 0.26%             | 2025-12-15      | Fixed         | 18.77%                | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                  | Lockheed Martin Corp                                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     11710 | NS      | $5361540.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (AMERICAN ELECTRIC POWER CO INC) 18.55 01/22/2026 (AEP US)       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |     36500 | PA      | $4415774.19   | 0.22%             | 2026-01-22      | Fixed         | 18.55%                | No            |                  2 | On Loan: No      |
| Crown Castle Inc                      | Crown Castle Inc                                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     54853 | NS      | $5006981.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                   | Swatch Group AG/The                                                                                  | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |     45724 | NS      | $9249133.56   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                            | Hasbro Inc                                                                                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    109787 | NS      | $9068406.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (AIR PRODUCTS AND CHEMICALS INC) 18.02 01/15/2026 (APD US)                 | CUSIP: 60701B473<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     28700 | PA      | $7330944.13   | 0.37%             | 2026-01-15      | Fixed         | 18.02%                | No            |                  2 | On Loan: No      |
| BP PLC                                | BP PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   4089109 | NS      | $24557744.20  | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (DOLLAR GENERAL CORP) 35.23 12/26/2025 (DG US)                            | CUSIP: 83371T590<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |    143200 | PA      | $15398517.09  | 0.78%             | 2025-12-26      | Fixed         | 35.23%                | No            |                  2 | On Loan: No      |
| FedEx Corp                            | FedEx Corp                                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     20460 | NS      | $5640412.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD Holdings Inc                      | PDD Holdings Inc                                                                                     | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | IE        |     85256 | NS      | $9896516.48   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (KRAFT HEINZ CO/THE) 26.72 12/15/2025 (KHC US)                               | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |    216800 | PA      | $5537088.50   | 0.28%             | 2025-12-15      | Fixed         | 26.72%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (FIDELITY NATIONAL FINANCIAL INC) 23.01 01/22/2026 (FNF US)                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |    102700 | PA      | $5983621.97   | 0.30%             | 2026-01-22      | Fixed         | 23.01%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (KEURIG DR PEPPER INC) 21.92 12/04/2025 (KDP US)                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |    185600 | PA      | $5176298.79   | 0.26%             | 2025-12-04      | Fixed         | 21.92%                | No            |                  2 | On Loan: No      |
| Shell PLC                             | Shell PLC                                                                                            | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    446919 | NS      | $16424686.58  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co          | Canadian National Railway Co                                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     62630 | NS      | $6005972.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc        | American Electric Power Co Inc                                                                       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         5 | NS      | $618.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (HASBRO INC) 24.59 12/26/2025 (HAS US)                                    | CUSIP: 83371T624<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     79300 | PA      | $6464040.48   | 0.33%             | 2025-12-26      | Fixed         | 24.59%                | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                    | Kraft Heinz Co/The                                                                                   | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    384291 | NS      | $9803263.41   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                           | Maximus Inc                                                                                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    239040 | NS      | $20578953.60  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (AMAZON.COM INC) 24.04 12/22/2025 (AMZN US)                               | CUSIP: 83371T640<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     95900 | PA      | $22308715.22  | 1.13%             | 2025-12-22      | Fixed         | 24.04%                | No            |                  2 | On Loan: No      |
| Evergy Inc                            | Evergy Inc                                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    150939 | NS      | $11720413.35  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                          | Centene Corp                                                                                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    127408 | NS      | $5012230.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (HEWLETT PACKARD ENTERPRISE CO) 30.27 01/20/2026 (HPE US)                  | CUSIP: 60701B499<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    414800 | PA      | $8869041.88   | 0.45%             | 2026-01-20      | Fixed         | 30.27%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (BARRICK MINING CORP) 34.67 01/12/2026 (B US)                              | CUSIP: 60701B507<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    120700 | PA      | $4791455.11   | 0.24%             | 2026-01-12      | Fixed         | 34.67%                | No            |                  2 | On Loan: No      |
| Baxter International Inc              | Baxter International Inc                                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   1181638 | NS      | $22143896.12  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                          | Fortive Corp                                                                                         | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    136945 | NS      | $7323818.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                    | Crown Holdings Inc                                                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     62340 | NS      | $6036382.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                              | RTX Corp                                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     16906 | NS      | $2957028.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                     | Cisco Systems Inc                                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    229228 | NS      | $17636802.32  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (AIRBUS SE) 18.75 01/08/2026 (AIR FP)                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     16500 | PA      | $3926428.83   | 0.20%             | 2026-01-08      | Fixed         | 18.75%                | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | UBS SECURITIES LLC (CNH INDUSTRIAL NV) 18.50 12/04/2025 (CNH US)                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | Long             | DBT              | CORP              | GB        |    292300 | PA      | $2761424.42   | 0.14%             | 2025-12-04      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (PEPSICO INC) 22.77 12/26/2025 (PEP US)                                    | CUSIP: 60701B440<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     22900 | PA      | $3357867.94   | 0.17%             | 2025-12-26      | Fixed         | 22.77%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (NVIDIA CORP) 31.87 12/08/2025 (NVDA US)                                   | CUSIP: 60701B218<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     15300 | PA      | $2713136.56   | 0.14%             | 2025-12-08      | Fixed         | 31.87%                | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | UBS SECURITIES LLC (CROWN CASTLE INC) 17.40 12/04/2025 (CCI US)                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | Long             | DBT              | CORP              | GB        |     38600 | PA      | $3529048.06   | 0.18%             | 2025-12-04      | Fixed         | 17.40%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (SS&C TECHNOLOGIES HOLDINGS INC) 21.27 01/22/2026 (SSNC US)                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |    117600 | PA      | $9887330.77   | 0.50%             | 2026-01-22      | Fixed         | 21.27%                | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (INTERCONTINENTAL EXCHANGE INC) 20.93 01/22/2026 (ICE US)                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     77700 | PA      | $12020716.50  | 0.61%             | 2026-01-22      | Fixed         | 20.93%                | No            |                  2 | On Loan: No      |
| British American Tobacco PLC          | British American Tobacco PLC                                                                         | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    224266 | NS      | $13167828.55  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                   | Dollar General Corp                                                                                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    227901 | NS      | $24952880.49  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (CISCO SYSTEMS INC) 17.71 12/22/2025 (CSCO US)                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |    159200 | PA      | $12116176.82  | 0.62%             | 2025-12-22      | Fixed         | 17.71%                | No            |                  2 | On Loan: No      |
| Global Payments Inc                   | Global Payments Inc                                                                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     70233 | NS      | $5320852.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                          | Comcast Corp                                                                                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    423776 | NS      | $11310581.44  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc         | Intercontinental Exchange Inc                                                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    136712 | NS      | $21504797.60  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (WALT DISNEY CO/THE) 25.28 12/04/2025 (DIS US)                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     17800 | PA      | $1867963.51   | 0.09%             | 2025-12-04      | Fixed         | 25.28%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (FLAGSTAR BANK NA) 25.37 01/12/2026 (FLG US)                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    404600 | PA      | $4627280.25   | 0.24%             | 2026-01-12      | Fixed         | 25.37%                | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc         | Rexford Industrial Realty Inc                                                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    245411 | NS      | $10211551.71  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (WORKDAY INC) 23.08 12/15/2025 (WDAY US)                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |     31600 | PA      | $6898941.67   | 0.35%             | 2025-12-15      | Fixed         | 23.08%                | No            |                  2 | On Loan: No      |
| PPG Industries Inc                    | PPG Industries Inc                                                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    106374 | NS      | $10641654.96  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (HENKEL AG & CO KGAA) 15.01 01/08/2026 (HEN3 GY)                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $10213150.90  | 0.52%             | 2026-01-08      | Fixed         | 15.01%                | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (UNION PACIFIC CORP) 17.77 01/20/2026 (UNP US)                             | CUSIP: 60701B465<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |     14500 | PA      | $3260527.34   | 0.17%             | 2026-01-20      | Fixed         | 17.77%                | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                   | Dominion Energy Inc                                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    225810 | NS      | $14174093.70  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                 | BARCLAYS CAPITAL INC. (SANOFI SA) 17.96 12/11/2025 (SAN FP)                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | DBT              | CORP              | GB        |    140300 | PA      | $13953248.45  | 0.71%             | 2025-12-11      | Fixed         | 17.96%                | No            |                  2 | On Loan: No      |
| Exelon Corp                           | Exelon Corp                                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    313877 | NS      | $14789884.24  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                    | Union Pacific Corp                                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     19696 | NS      | $4566123.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                     | CNH Industrial NV                                                                                    | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    709436 | NS      | $6689981.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (REXFORD INDUSTRIAL REALTY INC) 23.68 01/20/2026 (REXR US)                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    181300 | PA      | $7516678.41   | 0.38%             | 2026-01-20      | Fixed         | 23.68%                | No            |                  2 | On Loan: No      |
| Sysco Corp                            | Sysco Corp                                                                                           | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     96640 | NS      | $7363968.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO SECURITIES USA LLC             | MIZUHO SECURITIES USA LLC (CAMPBELL'S COMPANY/THE) 30.72 01/15/2026 (CPB US)                         | CUSIP: 60701B481<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $5752827.36   | 0.29%             | 2026-01-15      | Fixed         | 30.72%                | No            |                  2 | On Loan: No      |
| Alphabet Inc                          | Alphabet Inc                                                                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     79951 | NS      | $25593914.12  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                  | Bank of America Corp                                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    143614 | NS      | $7704891.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc              | Lamb Weston Holdings Inc                                                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |    119624 | NS      | $7064993.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                  | Labcorp Holdings Inc                                                                                 | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $2419.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC           | SG AMERICAS SECURITIES LLC (MIDDLEBY CORP/THE) 23.83 12/26/2025 (MIDD US)                            | CUSIP: 83371T574<br>LEI: 549300F35UE0BOM1WJ55 | Long             | DBT              | CORP              | FR        |     36400 | PA      | $4308031.48   | 0.22%             | 2025-12-26      | Fixed         | 23.83%                | No            |                  2 | On Loan: No      |
| Boeing Co/The                         | Boeing Co/The                                                                                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     57704 | NS      | $10906056.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (FORTUNE BRANDS INNOVATIONS INC) 34.84 01/12/2026 (FBIN US)                  | CUSIP: 61778P486<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    226600 | PA      | $11381622.64  | 0.58%             | 2026-01-12      | Fixed         | 34.84%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (FIDELITY NATIONAL INFORMATION SERVICES INC) 26.10 12/26/2025 (FIS US)       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    251200 | PA      | $16603027.11  | 0.84%             | 2025-12-26      | Fixed         | 26.10%                | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co         | Hewlett Packard Enterprise Co                                                                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    691568 | NS      | $15124592.16  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                    | Walt Disney Co/The                                                                                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     25391 | NS      | $2652597.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (WESCO INTERNATIONAL INC) 24.84 01/20/2026 (WCC US)                        | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     50100 | PA      | $12987444.40  | 0.66%             | 2026-01-20      | Fixed         | 24.84%                | No            |                  2 | On Loan: No      |
| Elevance Health Inc                   | Elevance Health Inc                                                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     46317 | NS      | $15667188.42  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc        | Air Products and Chemicals Inc                                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     39049 | NS      | $10193741.45  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS, LLC              | RBC CAPITAL MARKETS, LLC. (CITIZENS FINANCIAL GROUP INC) 20.41 01/15/2026 (CFG US)                   | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Long             | DBT              | CORP              | CA        |     84200 | PA      | $4418383.73   | 0.22%             | 2026-01-15      | Fixed         | 20.41%                | No            |                  2 | On Loan: No      |
| BMO CAPITAL MARKETS CORP.             | BMO CAPITAL MARKETS CORP. (CDW CORP/DE) 27.00 01/12/2026 (CDW US)                                    | CUSIP: 06370D480<br>LEI: RUC0QBLBRPRCU4W1NE59 | Long             | DBT              | CORP              | US        |     39500 | PA      | $5495800.56   | 0.28%             | 2026-01-12      | Fixed         | 27.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC            | J.P. MORGAN SECURITIES LLC (BAYER AG) 35.57 01/08/2026 (BAYN GY)                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DBT              | CORP              | NL        |    209400 | PA      | $6899467.53   | 0.35%             | 2026-01-08      | Fixed         | 35.57%                | No            |                  2 | On Loan: No      |
| CSX Corp                              | CSX Corp                                                                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     94160 | NS      | $3329497.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (VOYA FINANCIAL INC) 21.49 01/20/2026 (VOYA US)                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    124300 | PA      | $8772431.15   | 0.45%             | 2026-01-20      | Fixed         | 21.49%                | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (PG&E CORP) 19.21 12/15/2025 (PCG US)                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |    210600 | PA      | $3398261.27   | 0.17%             | 2025-12-15      | Fixed         | 19.21%                | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | UBS SECURITIES LLC (LAMB WESTON HOLDINGS INC) 25.60 12/08/2025 (LW US)                               | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | Long             | DBT              | CORP              | GB        |    106900 | PA      | $6325066.12   | 0.32%             | 2025-12-08      | Fixed         | 25.60%                | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | UBS SECURITIES LLC (HP INC) 23.50 12/04/2025 (HPQ US)                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | Long             | DBT              | CORP              | GB        |    403000 | PA      | $9865408.34   | 0.50%             | 2025-12-04      | Fixed         | 23.50%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (MEDTRONIC PLC) 16.18 12/08/2025 (MDT US)                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |    173200 | PA      | $16962799.00  | 0.86%             | 2025-12-08      | Fixed         | 16.18%                | No            |                  2 | On Loan: No      |
| Workday Inc                           | Workday Inc                                                                                          | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     56460 | NS      | $12173905.20  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (EXELON CORP) 19.86 12/04/2025 (EXC US)                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |    221700 | PA      | $10461414.08  | 0.53%             | 2025-12-04      | Fixed         | 19.86%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC. | NOMURA SECURITIES INTERNATIONAL INC (CARLYLE GROUP INC/THE) 30.51 12/04/2025 (CG US)                 | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | DBT              | CORP              | JP        |    100700 | PA      | $5507241.87   | 0.28%             | 2025-12-04      | Fixed         | 30.51%                | No            |                  2 | On Loan: No      |
| Campbell's Company/The                | Campbell's Company/The                                                                               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    257150 | NS      | $7837932.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In        | Fidelity National Financial Inc                                                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    199183 | NS      | $11837445.69  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC               | GOLDMAN SACHS & CO. LLC (WELLS FARGO & CO) 22.87 01/22/2026 (WFC US)                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DBT              | CORP              | GB        |    191400 | PA      | $16298092.80  | 0.83%             | 2026-01-22      | Fixed         | 22.87%                | No            |                  2 | On Loan: No      |
| Bayer AG                              | Bayer AG                                                                                             | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    301457 | NS      | $10665157.52  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc        | SS&C Technologies Holdings Inc                                                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    318696 | NS      | $27388734.24  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                     | General Motors Co                                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     96415 | NS      | $7088430.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions        | Cognizant Technology Solutions Corp                                                                  | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     82686 | NS      | $6425529.06   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.         | CITIGROUP GLOBAL MARKETS INC. (MICROSOFT CORP) 19.50 12/18/2025 (MSFT US)                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |     28000 | PA      | $13947515.11  | 0.71%             | 2025-12-18      | Fixed         | 19.50%                | No            |                  2 | On Loan: No      |
| Airbus SE                             | Airbus SE                                                                                            | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     13986 | NS      | $3289401.24   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                 | Carlyle Group Inc/The                                                                                | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    142761 | NS      | $7784757.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co               | Bristol-Myers Squibb Co                                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    176295 | NS      | $8673714.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc             | L3Harris Technologies Inc                                                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     20648 | NS      | $5754391.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.          | BNP PARIBAS SECURITIES CORPORATION (VERIZON COMMUNICATIONS INC) 21.09 01/22/2026 (VZ US)             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DBT              | CORP              | FR        |    153200 | PA      | $6241368.00   | 0.32%             | 2026-01-22      | Fixed         | 21.09%                | No            |                  2 | On Loan: No      |
| Voya Financial Inc                    | Voya Financial Inc                                                                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     84704 | NS      | $5954691.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                  | Keurig Dr Pepper Inc                                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    512825 | NS      | $14307817.50  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                       | Sealed Air Corp                                                                                      | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    358859 | NS      | $15412994.05  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information         | Fidelity National Information Services Inc                                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    347718 | NS      | $22869412.86  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd            | Axalta Coating Systems Ltd                                                                           | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |    166390 | NS      | $5013330.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (RTX CORP) 20.64 01/15/2026 (RTX US)                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |     36200 | PA      | $6399957.22   | 0.33%             | 2026-01-15      | Fixed         | 20.64%                | No            |                  2 | On Loan: No      |
| Rogers Communications Inc             | Rogers Communications Inc                                                                            | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |     67702 | NS      | $2648502.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC              | MORGAN STANLEY & CO LLC (BAXTER INTERNATIONAL INC) 20.65 01/22/2026 (BAX US)                         | CUSIP: 61778P569<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | CORP              | US        |    708900 | PA      | $13228074.00  | 0.67%             | 2026-01-22      | Fixed         | 20.65%                | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC               | TD SECURITIES (USA) LLC (FIRST CITIZENS BANCSHARES INC/NC) 19.62 12/18/2025 (FCNCA US)               | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | DBT              | CORP              | CA        |     10700 | PA      | $19484167.36  | 0.99%             | 2025-12-18      | Fixed         | 19.62%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-23

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer