# EDGAR Filing Document

**Accession Number:** 0001332283
**File Stem:** 0001410368-26-016977
**Filing Date:** 2026-2
**Character Count:** 110917
**Document Hash:** 5dc0379b62e0fd0f2c2d406391ce2aeb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016977.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-016977

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Enhanced Equity Dividend Trust
- **CENTRAL INDEX KEY:** 0001332283

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21784
- **FILM NUMBER:** 26668865

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-2257

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Enhanced Dividend Achievers Trust
- **DATE OF NAME CHANGE:** 20050706

## 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 Enhanced Equity Dividend Trust

- **b. Investment Company Act file number:** 811-21784

- **c. CIK number of Registrant:** 0001332283

- **d. LEI of Registrant:** G737UEA5SJ50G32LUQ88

- **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 Enhanced Equity Dividend Trust

- **c. LEI of Series:** G737UEA5SJ50G32LUQ88

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1797163487.33

**Total Liabilities:** $74572863.26

**Net Assets:** $1722590624.07

**Delayed Delivery Securities:** $23894367.67

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.37%                | 2.57%                | 2.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25846154.35             | $-19344629.19                              |
| Month 2  | $25432329.10             | $16495678.40                               |
| Month 3  | $21913681.28             | $10126658.67                               |

**Designated Index Information**

- **Index Name:** MSCI USA Value Call Overwrite Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                       | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Air Products and Chemicals Inc             | Air Products and Chemicals Inc                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     75097 | NS      | $18550460.94  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    108520 | NS      | $34053576.00  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    186939 | NS      | $43149259.98  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc           | American International Group Inc                        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    154134 | NS      | $13186163.70  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                        | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     67364 | NS      | $23614450.20  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                  | AvalonBay Communities Inc                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |     64535 | NS      | $11700840.85  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    393516 | NS      | $21643380.00  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                        | Barrick Mining Corp                                     | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    245080 | NS      | $10673234.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                   | Baxter International Inc                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   1864999 | NS      | $35640130.89  | 2.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Becton Dickinson & Co                      | Becton Dickinson & Co                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    212079 | NS      | $41158171.53  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                     | BP PLC                                                  | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   5959584 | NS      | $34756074.23  | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                              | Boeing Co/The                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     46852 | NS      | $10172506.24  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                            | AstraZeneca PLC                                         | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     36486 | NS      | $6752073.15   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC               | British American Tobacco PLC                            | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    298143 | NS      | $16880856.66  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                | CDW Corp/DE                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    131747 | NS      | $17943941.40  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                   | CSX Corp                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    175110 | NS      | $6347737.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    448409 | NS      | $35585738.24  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                     | Campbell's Company/The                                  | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    273626 | NS      | $7625956.62   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                        | Cardinal Health Inc                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    171719 | NS      | $35288254.50  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                      | Carlyle Group Inc/The                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    182736 | NS      | $10801524.96  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    295866 | NS      | $22790557.98  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                              | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    469185 | NS      | $54749197.65  | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc               | Citizens Financial Group Inc                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    149720 | NS      | $8745145.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    594594 | NS      | $17772414.66  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                           | Crown Castle Inc                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    154838 | NS      | $13760453.06  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                         | Crown Holdings Inc                                      | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |    174959 | NS      | $18015528.23  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                         | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    108505 | NS      | $12344613.85  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                        | Dollar General Corp                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    295968 | NS      | $39295671.36  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                        | Dominion Energy Inc                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    394754 | NS      | $23128636.86  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                       | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    129926 | NS      | $7798158.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                        | Electronic Arts Inc                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     88956 | NS      | $18176379.48  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP            | Enterprise Products Partners LP                         | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    638705 | NS      | $20476882.30  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                              | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    143095 | NS      | $10372956.55  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                | Exelon Corp                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    501799 | NS      | $21873418.41  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                   | F&G Annuities & Life Inc                                | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18223 | NS      | $562179.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     29161 | NS      | $19248884.49  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                 | FedEx Corp                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     35080 | NS      | $10133208.80  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc | Fidelity National Information Services Inc              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    512193 | NS      | $34040346.78  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc            | Fidelity National Financial Inc                         | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    292319 | NS      | $15957694.21  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC           | First Citizens BancShares Inc/NC                        | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     20942 | NS      | $44945301.56  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                               | Fortive Corp                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    182665 | NS      | $10084934.65  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | Fortune Brands Innovations Inc                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    229912 | NS      | $11500198.24  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                    | Arthur J Gallagher & Co                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     35870 | NS      | $9282797.30   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                          | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    116318 | NS      | $9458979.76   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                  | Airbus SE                                               | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     32534 | NS      | $7555168.28   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                     | HP Inc                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    724267 | NS      | $16136668.76  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                 | Hasbro Inc                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    232254 | NS      | $19044828.00  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                | Healthcare Realty Trust Inc                             | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    523889 | NS      | $8879918.55   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co              | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    876865 | NS      | $21062297.30  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                | Honeywell International Inc                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     60620 | NS      | $11826355.80  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                 | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    112450 | NS      | $4149405.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc              | Intercontinental Exchange Inc                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    261949 | NS      | $42425260.04  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc     | International Flavors & Fragrances Inc                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    173181 | NS      | $11670667.59  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     64311 | NS      | $20722290.42  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                       | Keurig Dr Pepper Inc                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    462112 | NS      | $12943757.12  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                 | Samsung Electronics Co Ltd                              | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     18151 | NS      | $37292366.19  | 2.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                         | Kraft Heinz Co/The                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    700538 | NS      | $16988046.50  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies Inc                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     41623 | NS      | $12219264.11  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                        | Henkel AG & Co KGaA                                     | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |    206863 | NS      | $16876875.65  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                   | Lamb Weston Holdings Inc                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     78775 | NS      | $3299884.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                        | Leidos Holdings Inc                                     | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     53754 | NS      | $9697221.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                       | Lockheed Martin Corp                                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     38380 | NS      | $18563254.60  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                               | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    179753 | NS      | $17392029.85  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    100290 | NS      | $10556525.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     61575 | NS      | $29778901.50  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                  | PG&E Corp                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    456513 | NS      | $7336163.91   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                         | PPG Industries Inc                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    182884 | NS      | $18738294.64  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     57371 | NS      | $8233885.92   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                 | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    163940 | NS      | $4082106.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                              | Ralliant Corp                                           | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |     50464 | NS      | $2569122.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                   | RTX Corp                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     24755 | NS      | $4540067.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc              | Rexford Industrial Realty Inc                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |    388151 | NS      | $15029206.72  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                  | Rogers Communications Inc                               | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |    118618 | NS      | $4475457.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc             | SS&C Technologies Holdings Inc                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    515333 | NS      | $45050410.86  | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp/The                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    185794 | NS      | $18562678.54  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                         | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    481603 | NS      | $19952812.29  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc            | Solstice Advanced Materials Inc                         | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |     13492 | NS      | $655441.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                        | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |    209935 | NS      | $7717210.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                      | STMicroelectronics NV                                   | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |    188500 | NS      | $4889690.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd  | Taiwan Semiconductor Manufacturing Co Ltd               | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     41772 | NS      | $12694093.08  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                         | Teck Resources Ltd                                      | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    414175 | NS      | $19834840.75  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AP ARSENAL CO INVEST LP                    | AP ARSENAL CO INVEST LP                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  15854704 | NS      | $18232909.98  | 1.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     25120 | NS      | $5810758.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    248666 | NS      | $10128166.18  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                  | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  40055693 | NS      | $40055692.51  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    641551 | NS      | $59792553.20  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                    | WESCO International Inc                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |    111572 | NS      | $27294974.08  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMENTERA PARTNERS FUND II                | FORMENTERA PARTNERS FUND II                             | CUSIP: 000000000<br>LEI: 549300X3TYEO4J8HWR30 | Long             | EC               | CORP              | US        |  16492142 | NS      | $12534027.92  | 0.73%             |  |  |  | No            |                  3 | On Loan: No      |
| Western Digital Corp                       | Western Digital Corp                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    101267 | NS      | $17445266.09  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                        | BlackRock Cash Funds: Institutional, SL Agency Shares   | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   2626294 | NS      | $2627607.43   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -58 | NC      | $-12180.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PG+E CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1320 | NC      | $-48840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -274 | NC      | $-434975.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | GENERAL MOTORS CO                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -507 | NC      | $-683182.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -532 | NC      | $-127148.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1022 | NC      | $-12264.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | META PLATFORMS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -63 | NC      | $-26932.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALPHABET INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -233 | NC      | $-32037.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -981 | NC      | $-18639.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERCONTINENTAL EXCHANGE INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -873 | NC      | $-336105.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BOEING CO/THE                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -82 | NC      | $-76875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -662 | NC      | $-90363.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BARRICK MINING CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -285 | NC      | $-161737.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TAIWAN SEMICONDUCTOR MANUFACTU                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |       -80 | NC      | $-36800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALPHABET INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -75 | NC      | $-189750.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HEWLETT PACKARD ENTERPRISE CO                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2422 | NC      | $-239778.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -646 | NC      | $-2907.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -202 | NC      | $-37875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DOMINION ENERGY INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -647 | NC      | $-4852.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BECTON DICKINSON + CO                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -225 | NC      | $-25875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LOCKHEED MARTIN CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -56 | NC      | $-29960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HP INC                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -849 | NC      | $-7641.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -160 | NC      | $-40400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LYONDELLBASELL INDUSTRIES NV                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |      -415 | NC      | $-5187.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -436 | NC      | $-4142.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SS+C TECHNOLOGIES HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -757 | NC      | $-208175.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | KEURIG DR PEPPER INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1489 | NC      | $-74450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | KEURIG DR PEPPER INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1489 | NC      | $-18612.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | EDISON INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -357 | NC      | $-4462.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WILLIS TOWERS WATSON PLC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -172 | NC      | $-84280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LAMB WESTON HOLDINGS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -113 | NC      | $-565.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARLYLE GROUP INC/THE                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -872 | NC      | $-239800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CDW CORP/DE                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -531 | NC      | $-53100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AIR PRODUCTS AND CHEMICALS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -275 | NC      | $-5500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIRST CITIZENS BANCSHARES INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -42 | NC      | $-1145550.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -756 | NC      | $-98280.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMERICAN INTERNATIONAL GROUP I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -277 | NC      | $-96950.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BRITISH AMERICAN TOBACCO PLC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |     -1094 | NC      | $-10940.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CROWN HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -378 | NC      | $-153090.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -462 | NC      | $-55440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LEIDOS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -45 | NC      | $-3375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -392 | NC      | $-137200.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESCO INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -141 | NC      | $-15862.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PEPSICO INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -162 | NC      | $-4941.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -239 | NC      | $-66920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HASBRO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -161 | NC      | $-25357.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | EXELON CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1043 | NC      | $-31290.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -857 | NC      | $-760587.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1367 | NC      | $-1691662.50  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FORTUNE BRANDS INNOVATIONS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -341 | NC      | $-60527.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ROGERS COMMUNICATIONS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -204 | NC      | $-4080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BECTON DICKINSON + CO                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -117 | NC      | $-6727.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CAMPBELL'S COMPANY/THE                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -752 | NC      | $-15040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COMCAST CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1111 | NC      | $-281638.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERNATIONAL FLAVORS + FRAGRA                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -353 | NC      | $-3530.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIDELITY NATIONAL INFORMATION                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1376 | NC      | $-24080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTEL CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -309 | NC      | $-16068.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1729 | NC      | $-47547.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BARRICK MINING CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -390 | NC      | $-127725.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BARRICK MINING CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -675 | NC      | $-218362.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -325 | NC      | $-5525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WALT DISNEY CO/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -612 | NC      | $-81396.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MERCK + CO INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -275 | NC      | $-57475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JPMORGAN CHASE + CO                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -110 | NC      | $-87175.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ENTERPRISE PRODUCTS PARTNERS L                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1802 | NC      | $-9911.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ENTERPRISE PRODUCTS PARTNERS L                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1802 | NC      | $-4505.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TAIWAN SEMICONDUCTOR MANUFACTU                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |       -77 | NC      | $-28875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CHARLES SCHWAB CORP/THE                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -453 | NC      | $-194790.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-480.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -49 | NC      | $-1519.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TAIWAN SEMICONDUCTOR MANUFACTU                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |       -77 | NC      | $-20597.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -58 | NC      | $-2320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -751 | NC      | $-101385.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -483 | NC      | $-10143.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -506 | NC      | $-21505.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -197 | NC      | $-29648.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | UNION PACIFIC CORP                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -69 | NC      | $-3967.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALPHABET INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -308 | NC      | $-13398.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CSX CORP                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -451 | NC      | $-9020.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DOLLAR GENERAL CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -320 | NC      | $-33760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIDELITY NATIONAL INFORMATION                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -616 | NC      | $-20020.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HP INC                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -814 | NC      | $-143264.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | STMICROELECTRONICS NV                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |      -260 | NC      | $-3250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JPMORGAN CHASE + CO                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -145 | NC      | $-65612.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -858 | NC      | $-164736.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -112 | NC      | $-50680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -407 | NC      | $-214692.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DOLLAR GENERAL CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -544 | NC      | $-208080.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SOLSTICE ADVANCED MATERIALS IN                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -74 | NC      | $-8140.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MERCK + CO INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -276 | NC      | $-110124.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -641 | NC      | $-456712.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FEDEX CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -96 | NC      | $-15648.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HP INC                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1160 | NC      | $-29000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -52 | NC      | $-20280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COMCAST CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2159 | NC      | $-50736.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -94 | NC      | $-20069.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LOCKHEED MARTIN CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -100 | NC      | $-41500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -814 | NC      | $-288970.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -103 | NC      | $-17767.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CHARLES SCHWAB CORP/THE                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -211 | NC      | $-73322.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -94 | NC      | $-21150.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CITIZENS FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -823 | NC      | $-24690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERNATIONAL FLAVORS + FRAGRA                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -293 | NC      | $-142105.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | META PLATFORMS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -39 | NC      | $-63277.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AIR PRODUCTS AND CHEMICALS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-17132.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1486 | NC      | $-55725.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMERICAN INTERNATIONAL GROUP I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -391 | NC      | $-85042.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PEPSICO INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -162 | NC      | $-4293.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -721 | NC      | $-17664.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -402 | NC      | $-295470.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -283 | NC      | $-142915.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -142 | NC      | $-91590.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | GENERAL MOTORS CO                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -132 | NC      | $-8052.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DOLLAR GENERAL CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -783 | NC      | $-94743.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1138 | NC      | $-174114.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -79 | NC      | $-68927.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -170 | NC      | $-50405.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CAMPBELL'S COMPANY/THE                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -752 | NC      | $-11280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIRST CITIZENS BANCSHARES INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-264110.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -468 | NC      | $-16848.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -487 | NC      | $-92286.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BARRICK MINING CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -243 | NC      | $-15552.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ARTHUR J GALLAGHER + CO                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -98 | NC      | $-100940.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1458 | NC      | $-40095.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ARTHUR J GALLAGHER + CO                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -98 | NC      | $-44100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HEALTHCARE REALTY TRUST INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1921 | NC      | $-67235.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | STMICROELECTRONICS NV                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |      -388 | NC      | $-37830.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | META PLATFORMS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -64 | NC      | $-32960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -465 | NC      | $-6277.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -192 | NC      | $-103680.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ELV JAN6 360.0 C FLEX OPTION                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -252 | NC      | $-115920.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LEIDOS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -250 | NC      | $-75625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BOEING CO/THE                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -91 | NC      | $-37310.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BOEING CO/THE                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -91 | NC      | $-40722.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIDELITY NATIONAL INFORMATION                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -914 | NC      | $-82260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CHARLES SCHWAB CORP/THE                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -211 | NC      | $-69419.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JPMORGAN CHASE + CO                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -110 | NC      | $-84700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LOCKHEED MARTIN CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -56 | NC      | $-61880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTEL CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -309 | NC      | $-19312.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HP INC                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1160 | NC      | $-30160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -751 | NC      | $-78855.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FEDEX CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -96 | NC      | $-101760.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARLYLE GROUP INC/THE                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -142 | NC      | $-26980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -263 | NC      | $-36162.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | EDISON INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -357 | NC      | $-33915.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | LYONDELLBASELL INDUSTRIES NV                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |      -416 | NC      | $-72800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CROWN CASTLE INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -425 | NC      | $-120062.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -68 | NC      | $-43520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | RTX CORP                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -136 | NC      | $-44200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BRITISH AMERICAN TOBACCO PLC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |      -583 | NC      | $-46640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERNATIONAL FLAVORS + FRAGRA                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -146 | NC      | $-17155.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -280 | NC      | $-58100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -646 | NC      | $-79135.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HEWLETT PACKARD ENTERPRISE CO                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1085 | NC      | $-26582.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HASBRO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -160 | NC      | $-26800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERNATIONAL FLAVORS + FRAGRA                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -206 | NC      | $-71070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CDW CORP/DE                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -145 | NC      | $-38062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | INTERCONTINENTAL EXCHANGE INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -474 | NC      | $-234630.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | KRAFT HEINZ CO/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1614 | NC      | $-30666.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | UNION PACIFIC CORP                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -69 | NC      | $-7417.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CHARLES SCHWAB CORP/THE                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -146 | NC      | $-28835.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -451 | NC      | $-71032.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -288 | NC      | $-168480.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | STAG US FLEX                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -479 | NC      | $-2853.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | CSX.FLEX                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -512 | NC      | $-40687.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | KHC US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -1288 | NC      | $-9407.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | REXR.FLEX                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -763 | NC      | $-1538.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | RAL US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -277 | NC      | $-129959.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | HR US FLEX                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -960 | NC      | $-309.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | CNH US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -1487 | NC      | $-1084.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | HAS US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -500 | NC      | $-40978.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | HAS US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -500 | NC      | $-31979.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | CCK US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -206 | NC      | $-167705.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | CDW US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -71 | NC      | $-13854.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | CNH.FLEX                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -1500 | NC      | $-28050.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | D US FLEX                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -517 | NC      | $-29731.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | RCI.FLEX                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -244 | NC      | $-35288.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | FNF1 US FLEX                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -870 | NC      | $-905.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | SSNC.FLEX                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -757 | NC      | $-213430.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | CCK US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -378 | NC      | $-70291.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | FBIN US FLEX                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -446 | NC      | $-62629.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | RCI US FLEX                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -204 | NC      | $-10310.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | FTV.FLEX                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -282 | NC      | $-72926.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                    | STAG US FLEX                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -707 | NC      | $-37972.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                       | Rentokil Initial PLC                                    | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |   4155120 | NS      | $24791487.33  | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                    | WPP PLC                                                 | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |   2625314 | NS      | $11793524.24  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                  | Shell PLC                                               | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    776670 | NS      | $28622042.08  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                              | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    351621 | NS      | $33776713.26  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                   | Willis Towers Watson PLC                                | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     17348 | NS      | $5700552.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                          | CNH Industrial NV                                       | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    972956 | NS      | $8970654.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV               | LyondellBasell Industries NV                            | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |    151240 | NS      | $6548692.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN26 PCG US C @ 16.418                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -113100 | NC      | $-11814.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JAN26 SHEL LN C @ 30.1945                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -152300 | NC      | $-0.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN26 AVB US C @ 183.815                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -13400 | NC      | $-12214.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JAN26 WPP LN C @ 3.3186                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -675000 | NC      | $-147844.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JAN26 SHEL LN C @ 28.7782                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   -330100 | NC      | $-8605.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN26 RTO LN C @ 4.18115                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -630000 | NC      | $-279763.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JAN26 PCG US C @ 16.192                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     -5900 | NC      | $-913.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JAN26 ELV US C @ 334.792                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -2300 | NC      | $-39367.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                | JAN26 SSNC US C @ 86.942                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -72000 | NC      | $-101882.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                | FEB26 WPP LN C @ 3.1925                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   -507700 | NC      | $-189942.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | FEB26 HEN3 GY C @ 71.4646                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -80000 | NC      | $-72391.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB26 RTO LN C @ 4.14553                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -629950 | NC      | $-327972.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                         | JAN26 RTO LN C @ 4.3528                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   -285000 | NC      | $-69975.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JAN26 RTO LN C @ 4.3524                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -285000 | NC      | $-78170.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN26 EXC US C @ 45.587                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -85800 | NC      | $-18852.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                         | JAN26 SMSN LN C @ 1886.96                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     -7930 | NC      | $-1653498.18  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                         | JAN26 SAN FP C @ 84.9265                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   -102900 | NC      | $-62999.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN26 D US C @ 59.498                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -104800 | NC      | $-85724.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN26 CCI US C @ 93.654                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |    -42600 | NC      | $-15017.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JAN26 BP. LN C @ 4.56548                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |  -1661300 | NC      | $-20467.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JAN26 WPP LN C @ 3.43903                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   -300300 | NC      | $-29739.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                | JAN26 RTO LN C @ 4.35438                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   -250600 | NC      | $-74038.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN26 WCC US C @ 282.183                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -31800 | NC      | $-51463.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JAN26 RTO LN C @ 4.351                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -284000 | NC      | $-84503.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN26 STM US C @ 27.308                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -38800 | NC      | $-29181.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB26 ICE US C @ 166.173                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -13100 | NC      | $-41768.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB26 FBIN US C @ 52.863                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -18500 | NC      | $-37505.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN26 EVRG US C @ 75.362                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -39700 | NC      | $-11619.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | FEB26 EXC US C @ 45.4                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -85800 | NC      | $-24564.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JAN26 AZN LN C @ 138.1896                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -20100 | NC      | $-91830.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JAN26 AIR FP C @ 195.4437                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -17900 | NC      | $-153440.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                | JAN26 AVB US C @ 184.442                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -22800 | NC      | $-68189.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN26 @FNF US C @ 57.499                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -80000 | NC      | $-32885.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JAN26 BP. LN C @ 4.38256                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   -750000 | NC      | $-94717.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JAN26 BDX US C @ 199.052                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    -86200 | NC      | $-317030.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | JAN26 APD US C @ 249.87                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     -7800 | NC      | $-49272.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                | JAN26 REXR US C @ 41.913                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -72400 | NC      | $-7088.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN26 HEN3 GY C @ 71.8284                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -36800 | NC      | $-23077.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB26 SSNC US C @ 89.967                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -72000 | NC      | $-110016.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB26 EVRG US C @ 74.77                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -39600 | NC      | $-38641.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** BlackRock Enhanced Equity Dividend Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer