# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182698
**Filing Date:** 2025-7
**Character Count:** 281983
**Document Hash:** 28f4795d26243ed96fff312a92bcc7f7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182698.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182698

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162815

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT Global Managed Volatility Fund (Series ID: S000050969)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000160603 | SIIT Global Managed Volatility Fund - Class A | SGMAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT GLOBAL MANAGED VOLATILITY FUND

- **b. EDGAR series identifier (if any):** S000050969

- **c. LEI of Series:** 549300PAEP7EOBZ21V37

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $2096684672.80

**Total Liabilities:** $2396182.99

**Net Assets:** $2094288489.81

**Cash Not Reported:** $8467079.85

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000160603 | 2.62%                | 0.34%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-149537297.60           | $29433703.98                               |
| Month 2  | $5521133.31              | $10875481.96                               |
| Month 3  | $16043044.21             | $-11409339.79                              |

**Designated Index Information**

- **Index Name:** MSCI World Index (Net) (USD)

- **Index Identifier:** MSCIWLDNET

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-600814.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KAMEDA SEIKA CO.,LTD.                                                     | KAMEDA SEIKA CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1800 | NS      | $47215.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                                      | MCKESSON CORP COMMON STOCK                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |     12878 | NS      | $9265849.78   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                    | STANDARD CHARTERED PLC COMMON STOCK            | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               |  | GB        |    550238 | NS      | $8592022.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                         | SERVICE CORP INTERNATIONAL COMMON STOCK        | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |     51486 | NS      | $4015908.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                           | AUTOMATIC DATA PROCESSING COMMON STOCK         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |     30589 | NS      | $9957637.17   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG COMMON STOCK       | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               |  | DE        |     45600 | NS      | $4044982.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $192.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $80.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstad Maritime ASA                                                      | SOLSTAD MARITIME HOLDING COMMON STOCK          | CUSIP: R8047N116<br>LEI: 636700X6XN8UWIBHQ877 | Long             | EC               |  | NO        |     79812 | NS      | $171854.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LIMITED                                      | SINGAPORE TELECOMMUNICATIONS COMMON STOCK      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               |  | SG        |    460200 | NS      | $1358828.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $-5.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $-9415.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TOTALENERGIES SE COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | FR        |    185600 | NS      | $10924046.51  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO ALICE Co.,Ltd.                                                     | STUDIO ALICE CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5900 | NS      | $83742.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                                         | PORTLAND GENERAL ELECTRIC CO COMMON STOCK      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |    100147 | NS      | $4246232.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                             | NN GROUP NV COMMON STOCK                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |     10084 | NS      | $634392.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $6734.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Meat Packers, Ltd.                                                  | PRIMA MEAT PACKERS LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 353800FLEUUL20RKCU14       | Long             | EC               |  | JP        |     48900 | NS      | $768893.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $195.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14579.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALOR HOLDINGS CO.,LTD.                                                   | VALOR HOLDINGS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     31100 | NS      | $525232.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JSP Corporation                                                           | JSP CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     26800 | NS      | $342010.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qol Holdings Co.,Ltd.                                                     | QOL HOLDINGS CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3200 | NS      | $42193.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                                     | KYOWA KIRIN CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               |  | JP        |     39800 | NS      | $648657.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $50602.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREATE MEDIC CO.,LTD.                                                     | CREATE MEDIC CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2784 | NS      | $18549.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMADA HOLDINGS CO.,LTD.                                                  | YAMADA HOLDINGS CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 353800MDZ4K1DQKLO464       | Long             | EC               |  | JP        |   1204900 | NS      | $3609257.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                                    | INGREDION INC COMMON STOCK                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     38600 | NS      | $5370032.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SENKO Group Holdings Co.,Ltd.                                             | SENKO GROUP HOLDINGS CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 35380077MB9W0NB6BA14       | Long             | EC               |  | JP        |     28500 | NS      | $352902.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                               | INTL BUSINESS MACHINES CORP COMMON STOCK       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |     10360 | NS      | $2683861.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2064.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                                          | JARDINE CYCLE & CARRIAGE LTD COMMON STOCK      | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               |  | SG        |    149200 | NS      | $2825765.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                                        | VEEVA SYSTEMS INC-CLASS A COMMON STOCK         | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |      6577 | NS      | $1839586.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMAYA CORPORATION                                                        | YAMAYA CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 5299008CQTIVL827M941       | Long             | EC               |  | JP        |      2100 | NS      | $35932.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEBECOR INC.                                                             | QUEBECOR INC  -CL B COMMON STOCK               | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               |  | CA        |    146300 | NS      | $4108253.39   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1001.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                        | TELEKOM AUSTRIA AG COMMON STOCK                | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               |  | AT        |     38558 | NS      | $427225.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $425.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: USD/JPY SETTLE 2025-06-02 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-416.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                              | ALTAGAS LTD COMMON STOCK                       | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               |  | CA        |    118100 | NS      | $3293177.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-917.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                                              | LINDE PLC COMMON STOCK                         | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               |  | US        |     17043 | NS      | $7968965.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                        | ALTRIA GROUP INC COMMON STOCK                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    122465 | NS      | $7422603.65   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2594.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                    | WASTE MANAGEMENT INC COMMON STOCK              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |     38869 | NS      | $9366262.93   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON SHOKUBAI CO., LTD.                                                 | NIPPON SHOKUBAI CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7200 | NS      | $82704.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AHJIKAN CO.,LTD.                                                          | AHJIKAN CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5308 | NS      | $44536.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                                                | ADOBE INC COMMON STOCK                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |     15879 | NS      | $6591214.11   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HAW PAR CORPORATION LIMITED                                               | HAW PAR CORP LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |     19700 | NS      | $180379.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOM CO., LTD.                                                           | SECOM CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               |  | JP        |      7100 | NS      | $257823.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                                                      | ELECTRONIC ARTS INC COMMON STOCK               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |     62187 | NS      | $8941246.86   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                                        | CINTAS CORP COMMON STOCK                       | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |     43657 | NS      | $9888310.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Estelle Holdings Co Ltd                                                   | ESTELLE HOLDINGS CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6000 | NS      | $23745.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATCO LTD.                                                                 | ATCO LTD -CLASS I COMMON STOCK                 | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               |  | CA        |     17500 | NS      | $655223.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3767.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-97.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-462.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1970.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                           | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK      | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |    228304 | NS      | $9633684.94   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                    | DBS GROUP HOLDINGS LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |    115720 | NS      | $3993091.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                                          | TELIA CO AB COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               |  | SE        |   2145066 | NS      | $8279479.07   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                                            | AUTODESK INC COMMON STOCK                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |      8316 | NS      | $2462533.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Achilles Corporation                                                      | ACHILLES CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $19804.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMERI CO.,LTD.                                                           | KOMERI CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     15900 | NS      | $316751.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                      | KONINKLIJKE KPN NV COMMON STOCK                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               |  | NL        |   2087475 | NS      | $9812499.89   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eco's Co.,Ltd.                                                            | ECO'S CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3100 | NS      | $51302.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENKO Mayonnaise Co.,Ltd.                                                 | KENKO MAYONNAISE CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3400 | NS      | $43230.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $2803.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KITANO CONSTRUCTION CORP.                                                 | KITANO CONSTRUCTION CORP COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1300 | NS      | $36749.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2279.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITURAN LOCATION AND CONTROL LTD.                                          | ITURAN LOCATION AND CONTROL COMMON STOCK       | CUSIP: M6158M104<br>LEI: N/A                  | Long             | EC               |  | US        |     27906 | NS      | $1062800.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale du Valais                                                | WALLISER KANTONALBANK-REG COMMON STOCK         | CUSIP: N/A<br>LEI: 549300YI34DX51LRGS71       | Long             | EC               |  | CH        |       637 | NS      | $100060.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $-550.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $7.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA                                                                  | AGEAS COMMON STOCK                             | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               |  | BE        |     88500 | NS      | $5777941.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MORELD AS                                                                 | MORELD AS COMMON STOCK                         | CUSIP: N/A<br>LEI: 6488UNV33KXZ9498L870       | Long             | EC               |  | NO        |     38926 | NS      | $50045.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Step Co Ltd                                                               | STEP CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4400 | NS      | $68309.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allreal Holding AG                                                        | ALLREAL HOLDING AG-REG COMMON STOCK            | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               |  | CH        |      1728 | NS      | $396205.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                                    | BKW AG COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               |  | CH        |     16384 | NS      | $3463418.51   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $101.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORPORATION                                            | MANULIFE FINANCIAL CORP COMMON STOCK           | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               |  | CA        |    197600 | NS      | $6280315.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                                                          | OGE ENERGY CORP COMMON STOCK                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               |  | US        |     32208 | NS      | $1432289.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                                            | KINGFISHER PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               |  | GB        |   1216400 | NS      | $4557527.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3014.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-175.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INCYTE CORPORATION                                                        | INCYTE CORP COMMON STOCK                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     71557 | NS      | $4655498.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIWADO CO.,LTD.                                                          | HEIWADO CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     80400 | NS      | $1528627.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD                              | BEZEQ THE ISRAELI TELECOM CO COMMON STOCK      | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               |  | IL        |   2484064 | NS      | $3874405.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                             | NN GROUP NV COMMON STOCK                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |    123900 | NS      | $7794643.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Noevir Holdings Co., Ltd.                                                 | NOEVIR HOLDING CO COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     18000 | NS      | $533704.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO SERVER Co.,LTD.                                                      | AUTOSERVER CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1800 | NS      | $31906.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuso Pharmaceutical Industries, Ltd.                                      | FUSO PHARMACEUTICAL INDUST COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $34215.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $9859.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON KYUSHU CO.,LTD.                                                      | AEON KYUSHU CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       700 | NS      | $12627.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $485.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4312.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan, S.A.                                                            | VISCOFAN SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 95980020140005684765       | Long             | EC               |  | ES        |      1579 | NS      | $113663.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                          | MARSH & MCLENNAN COS COMMON STOCK              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     40816 | NS      | $9537066.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                               | LOCKHEED MARTIN CORP COMMON STOCK              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |     17300 | NS      | $8345174.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                                           | CSG SYSTEMS INTL INC COMMON STOCK              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     46100 | NS      | $3045366.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                                             | HOLOGIC INC COMMON STOCK                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |      2916 | NS      | $181287.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                             | ENBRIDGE INC COMMON STOCK                      | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               |  | US        |    141945 | NS      | $6597603.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKO CO., LTD.                                                           | NIKKO CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7600 | NS      | $35644.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                 | NATIONAL FUEL GAS CO COMMON STOCK              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     98400 | NS      | $8121936.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                                        | AFLAC INC COMMON STOCK                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |     27600 | NS      | $2857704.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J-OIL MILLS, INC.                                                         | J-OIL MILLS INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800RFBICAX3MSBI46       | Long             | EC               |  | JP        |     51000 | NS      | $694410.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co KGaA PREFERRED STOCK            | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               |  | DE        |     63903 | NS      | $5119348.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                   | GSK PLC COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |    307800 | NS      | $6258178.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                                            | AMDOCS LTD COMMON STOCK                        | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |    183341 | NS      | $16823370.16  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLUNA CO.,LTD.                                                          | BELLUNA CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 353800Q8P5LM0569VS75       | Long             | EC               |  | JP        |     32900 | NS      | $200961.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE BED HOLDINGS CO.,LTD.                                              | FRANCE BED HOLDINGS CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 353800EBNDTCYMRTFU33       | Long             | EC               |  | JP        |     10800 | NS      | $94356.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINNEY INVESTMENTS, LIMITED                                              | CHINNEY INVESTMENT COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     88000 | NS      | $6810.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KATO SANGYO CO., LTD.                                                     | KATO SANGYO CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9300 | NS      | $340405.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-1445.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corp                                                                | AMANO CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     29000 | NS      | $852532.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zaoh Co Ltd                                                               | ZAOH COMPANY LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $33674.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neto ME Holdings Ltd                                                      | NETO ME HOLDINGS LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |       776 | NS      | $41146.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24457.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAREBANKEN MORE                                                          | SPAREBANKEN MORE-CAP CERT COMMON STOCK         | CUSIP: N/A<br>LEI: 5967007LIEEXZX5PU005       | Long             | EC               |  | NO        |       280 | NS      | $2802.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandi Standard AB (publ)                                                 | SCANDI STANDARD AB COMMON STOCK                | CUSIP: N/A<br>LEI: 5493006VHH78UQJVF844       | Long             | EC               |  | SE        |     13036 | NS      | $123295.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                                     | NEWMARKET CORP COMMON STOCK                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |     17263 | NS      | $11118407.78  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $3267.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW LIMITED                                                              | PCCW LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               |  | HK        |   3277000 | NS      | $2180360.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                 | SANOFI COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |     52674 | NS      | $5215983.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $2330.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raute Oyj                                                                 | RAUTE OYJ-A SHS COMMON STOCK                   | CUSIP: N/A<br>LEI: 743700G00629V99PE435       | Long             | EC               |  | FI        |      2158 | NS      | $39792.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                                              | ENCOMPASS HEALTH CORP COMMON STOCK             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     15285 | NS      | $1847956.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |     17199 | NS      | $5581403.07   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bell Food Group AG                                                        | BELL FOOD GROUP AG - REG COMMON STOCK          | CUSIP: N/A<br>LEI: 50670090YSFJ2732TD58       | Long             | EC               |  | CH        |       531 | NS      | $169663.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                                                  | F5 INC COMMON STOCK                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |     10600 | NS      | $3025028.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                       | CISCO SYSTEMS INC COMMON STOCK                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    430045 | NS      | $27110036.80  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                                               | ECOLAB INC COMMON STOCK                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |     30188 | NS      | $8018536.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5109.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FJ NEXT HOLDINGS CO., LTD.                                                | FJ NEXT HOLDINGS CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3000 | NS      | $25440.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                 | JM SMUCKER CO/THE COMMON STOCK                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     39600 | NS      | $4459356.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co., Ltd.                                                     | EZAKI GLICO CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               |  | JP        |     52400 | NS      | $1678931.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                                    | INGREDION INC COMMON STOCK                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     25017 | NS      | $3480365.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                                             | CENCORA INC COMMON STOCK                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |     32526 | NS      | $9472872.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                                 | TESCO PLC COMMON STOCK                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               |  | GB        |    295668 | NS      | $1548493.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                               | GIVAUDAN-REG COMMON STOCK                      | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               |  | CH        |       367 | NS      | $1848934.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $-1289.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO ONE LIMITED                                                         | HYDRO ONE LTD COMMON STOCK                     | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               |  | CA        |    157200 | NS      | $5777167.17   | 0.28%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ACKERMANS & VAN HAAREN NV                                                 | ACKERMANS & VAN HAAREN COMMON STOCK            | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               |  | BE        |      3048 | NS      | $776213.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                                   | WASTE CONNECTIONS INC COMMON STOCK             | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               |  | US        |     45276 | NS      | $8923446.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC Corporation                                                           | TKC CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7400 | NS      | $217289.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                                                | CANON INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |    326200 | NS      | $9937462.21   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK GROUP LTD.                                                          | DELEK GROUP LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 213800CYKA4XE2HZZB09       | Long             | EC               |  | IL        |      7781 | NS      | $1370354.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S&B FOODS INC.                                                            | S & B FOODS INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6200 | NS      | $127279.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SRA Holdings,Inc.                                                         | SRA HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8100 | NS      | $260408.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $7965.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOX, INC.                                                                 | BOX INC - CLASS A COMMON STOCK                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |    246261 | NS      | $9313591.02   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Limited                                             | POWER ASSETS HOLDINGS LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               |  | HK        |    414500 | NS      | $2620991.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTOC CONSTRUCTION CO., LTD.                                             | NITTOC CONSTRUCTION CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     15000 | NS      | $108958.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                      | CONAGRA BRANDS INC COMMON STOCK                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |    140700 | NS      | $3220623.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                                                     | TD SYNNEX CORP COMMON STOCK                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |     47306 | NS      | $5740110.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $482.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $-610.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co., Ltd.                                                      | SHIONOGI & CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               |  | JP        |     74800 | NS      | $1245513.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMURAYA GROUP CO.,LTD.                                                    | IMURAYA GROUP CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1900 | NS      | $31907.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3288.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| freenet AG                                                                | FREENET AG COMMON STOCK                        | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               |  | DE        |     46815 | NS      | $1546090.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | TOPIX INDX FUTR   JUN25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         3 | NC      | $581620.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inaba Seisakusho Co Ltd                                                   | INABA SEISAKUSHO CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     19400 | NS      | $231358.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                                               | AVNET INC COMMON STOCK                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               |  | US        |    170691 | NS      | $8536256.91   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16131.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IREN S.P.A.                                                               | IREN SPA COMMON STOCK                          | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | EC               |  | IT        |     63285 | NS      | $197012.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORPORATION                                                   | SEIKO EPSON CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               |  | JP        |    490400 | NS      | $6327466.99   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IKK Holdings Inc.                                                         | I K K HOLDINGS INC COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4600 | NS      | $25158.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRAUSS GROUP LTD                                                         | STRAUSS GROUP LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 254900GBA9EK5FGVQA80       | Long             | EC               |  | IL        |      4659 | NS      | $113618.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                                       | ALLISON TRANSMISSION HOLDING COMMON STOCK      | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     80600 | NS      | $8343712.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                                                 | ZOOM COMMUNICATIONS INC COMMON STOCK           | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |      3501 | NS      | $284456.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                                       | STRYKER CORP COMMON STOCK                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |     17764 | NS      | $6797216.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Showa Sangyo Co., Ltd.                                                    | SHOWA SANGYO CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 549300JPYQ7YV93EU469       | Long             | EC               |  | JP        |     40800 | NS      | $817283.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Incorporated                                                  | TREND MICRO INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               |  | JP        |     74200 | NS      | $5541604.03   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                             | ALPHABET INC-CL A COMMON STOCK                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     24102 | NS      | $4139277.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                 | WESTERN UNION CO COMMON STOCK                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    535000 | NS      | $4964800.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON KANZAI Holdings Co.,Ltd.                                           | NIPPON KANZAI HOLDINGSCO LTD COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12100 | NS      | $228337.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |     28750 | NS      | $9329922.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                                          | GEN DIGITAL INC COMMON STOCK                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |    277000 | NS      | $7888960.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OKUWA CO.,LTD.                                                            | OKUWA CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     35200 | NS      | $219499.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                                             | ORGANON & CO COMMON STOCK                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     30990 | NS      | $285727.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $255.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                     | MICROSOFT CORP COMMON STOCK                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     24401 | NS      | $11233244.36  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $-131.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                                   | ISS A/S COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               |  | DK        |      5428 | NS      | $145873.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2814.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais, SGPS, S. A.                            | REDES ENERGETICAS NACIONAIS COMMON STOCK       | CUSIP: N/A<br>LEI: 549300FR1FN48IGHR915       | Long             | EC               |  | PT        |    145584 | NS      | $486390.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FAES FARMA, S.A.                                                          | FAES FARMA SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 959800FXZQY7U3P1G969       | Long             | EC               |  | ES        |     49670 | NS      | $246195.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORPORATION                                                       | VERALTO CORP COMMON STOCK                      | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               |  | US        |     62702 | NS      | $6334783.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-223.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, Sociedad Anonima                                                  | ENDESA SA COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               |  | ES        |    292663 | NS      | $8941923.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $104.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                      | META PLATFORMS INC COMMON STOCK                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      1539 | NS      | $996487.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                                                        | OTSUKA CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               |  | JP        |     15900 | NS      | $325920.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                                              | GRAND CANYON EDUCATION INC COMMON STOCK        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |      9045 | NS      | $1789508.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                    | CVS HEALTH CORP COMMON STOCK                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |    115700 | NS      | $7409428.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI CO.,LTD.                                                            | ASAHI CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     28300 | NS      | $266177.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $501.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                         | LOEWS CORP COMMON STOCK                        | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               |  | US        |     64100 | NS      | $5723489.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $-578.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Super Markets Holdings Inc.                                        | UNITED SUPER MARKETS HOLDING COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12300 | NS      | $77156.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $1036.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKUTO CORPORATION                                                        | HOKUTO CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     36600 | NS      | $455100.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                                     | COCA-COLA CO/THE COMMON STOCK                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |    122748 | NS      | $8850130.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $3436.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                             | BOSTON SCIENTIFIC CORP COMMON STOCK            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |     50254 | NS      | $5289736.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4423.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TJX COMPANIES, INC.                                                   | TJX COMPANIES INC COMMON STOCK                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     33992 | NS      | $4313584.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2865.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $40778.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAGRON NV                                                                 | FAGRON COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300TRKRUFK2RRG779       | Long             | EC               |  | BE        |      5667 | NS      | $139409.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                           | UNITED THERAPEUTICS CORP COMMON STOCK          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |     13900 | NS      | $4432015.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veidekke ASA                                                              | VEIDEKKE ASA COMMON STOCK                      | CUSIP: N/A<br>LEI: 5967007LIEEXZXHF4O96       | Long             | EC               |  | NO        |      6922 | NS      | $104255.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $-145.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANKYO CO., LTD.                                                          | SANKYO CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               |  | JP        |    252000 | NS      | $4382959.37   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACOMO N.V.                                                                | ACOMO NV COMMON STOCK                          | CUSIP: N/A<br>LEI: 7245001M40ANG7IIS437       | Long             | EC               |  | NL        |     18594 | NS      | $488616.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $44062.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LIMITED                                           | SUN HUNG KAI PROPERTIES COMMON STOCK           | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               |  | HK        |    390500 | NS      | $4194381.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                                   | KRAFT HEINZ CO/THE COMMON STOCK                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |    198400 | NS      | $5303232.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    213923 | NS      | $9404055.08   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                                            | AMDOCS LTD COMMON STOCK                        | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     28420 | NS      | $2607819.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $-1050.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizen Watch Co., Ltd.                                                   | CITIZEN WATCH CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 529900DUZBKERKGQ2628       | Long             | EC               |  | JP        |    407900 | NS      | $2435636.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AKTIESELSKABET SCHOUW & CO                                                | SCHOUW & CO COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800V2R9WMMZASKK57       | Long             | EC               |  | DK        |      6565 | NS      | $583496.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $1312.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $72838.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                 | AT&T INC COMMON STOCK                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    340336 | NS      | $9461340.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ZERIA PHARMACEUTICAL CO., LTD.                                            | ZERIA PHARMACEUTICAL CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     34900 | NS      | $525399.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                                        | CLOROX COMPANY COMMON STOCK                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |     63978 | NS      | $8437418.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ministop Co Ltd                                                           | MINISTOP CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4200 | NS      | $52966.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $1426.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-2896.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                 | NOKIA OYJ COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               |  | FI        |     72697 | NS      | $378271.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUGI HOLDINGS CO.,LTD.                                                    | SUGI HOLDINGS CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 529900N86BFWB1FADG87       | Long             | EC               |  | JP        |      3800 | NS      | $83252.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terveystalo Oyj                                                           | TERVEYSTALO OYJ COMMON STOCK                   | CUSIP: N/A<br>LEI: 7437001AEZHLL3UEX093       | Long             | EC               |  | FI        |     12864 | NS      | $176716.30    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Berner Kantonalbank AG                                                    | BERNER KANTONALBANK AG-REG COMMON STOCK        | CUSIP: N/A<br>LEI: 4T0J6O251JXNEB0VEZ08       | Long             | EC               |  | CH        |        96 | NS      | $29156.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                                   | COMMVAULT SYSTEMS INC COMMON STOCK             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |     35650 | NS      | $6529297.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui DM Sugar Co.,Ltd.                                                  | MITSUI DM SUGAR CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10600 | NS      | $229341.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                           | INTERCONTINENTAL EXCHANGE IN COMMON STOCK      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |     56267 | NS      | $10116806.60  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL - SPA                                                                | ENEL SPA COMMON STOCK                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               |  | IT        |     29372 | NS      | $269941.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                                     | BOOKING HOLDINGS INC COMMON STOCK              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |       288 | NS      | $1589451.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17754.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P500 EMINI FUT  JUN25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        15 | NC      | $4437000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                          | MEDTRONIC PLC COMMON STOCK                     | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     12455 | NS      | $1033515.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KYORIN Pharmaceutical Co., Ltd.                                           | KYORIN PHARMACEUTICAL CO LTD COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     28400 | NS      | $295846.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpen Co.,Ltd.                                                            | ALPEN CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3300 | NS      | $53340.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                                              | EVERGY INC COMMON STOCK                        | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |     79166 | NS      | $5257414.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Systems Corporation                                                 | FOCUS SYSTEMS CORP COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3900 | NS      | $36754.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $166.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORPORATION                                          | NEW MOUNTAIN FINANCE CORP COMMON STOCK         | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               |  | US        |      6644 | NS      | $71555.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE COMPANY LIMITED                                                    | EMPIRE CO LTD 'A' COMMON STOCK                 | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               |  | CA        |    261642 | NS      | $10079767.80  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Seika Chemicals Company, Limited.                                | SUMITOMO SEIKA CHEMICALS CO COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1000 | NS      | $31197.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PUBLIC LIMITED COMPANY                                    | TE CONNECTIVITY PLC COMMON STOCK               | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               |  | US        |     68898 | NS      | $11028502.86  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Meito Sangyo Co., Ltd.                                                    | MEITO SANGYO CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8800 | NS      | $122541.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2823.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAI WAY S.P.A.                                                            | RAI WAY SPA COMMON STOCK                       | CUSIP: N/A<br>LEI: 815600303CCB3CFD2264       | Long             | EC               |  | IT        |    183973 | NS      | $1232763.63   | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| WOWOW INC.                                                                | WOWOW INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10676 | NS      | $74696.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                            | SOFTBANK CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               |  | JP        |   6118600 | NS      | $9375523.55   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC.                                                       | SAGE GROUP PLC/THE COMMON STOCK                | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               |  | GB        |    369080 | NS      | $6075371.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $6723.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENKOKU HOSHO Co.,Ltd.                                                    | ZENKOKU HOSHO CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 353800VOQEKTSCSL9O03       | Long             | EC               |  | JP        |     12200 | NS      | $269375.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-43129.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B-R 31 Ice Cream Co Ltd                                                   | B-R 31 ICE CREAM CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5500 | NS      | $159270.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $11854.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERRETTI S.P.A.                                                           | FERRETTI SPA COMMON STOCK                      | CUSIP: N/A<br>LEI: 815600F40754716D2D91       | Long             | EC               |  | HK        |     18800 | NS      | $58807.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGECO COMMUNICATIONS INC.                                                | COGECO COMMUNICATIONS INC COMMON STOCK         | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               |  | CA        |     58200 | NS      | $2924920.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $1799.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-179292.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S.T.CORPORATION                                                           | ST CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     19700 | NS      | $209234.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $16591.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corporation                                                          | LION CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               |  | JP        |    158400 | NS      | $1713390.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $28516.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $38.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALINCO INCORPORATED                                                       | ALINCO INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8300 | NS      | $57745.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $99.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOBACS SEVEN CO.,LTD.                                                   | AUTOBACS SEVEN CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 5299006NCUSCPURTQB07       | Long             | EC               |  | JP        |     86200 | NS      | $863092.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5501.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD.                                    | CHECK POINT SOFTWARE TECH COMMON STOCK         | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               |  | US        |     41802 | NS      | $9567641.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYU CONSTRUCTION CO., LTD.                                              | TOKYU CONSTRUCTION CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 529900AF5X5AZCMDF192       | Long             | EC               |  | JP        |     72700 | NS      | $458859.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $379.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Limited                                            | CATHAY PACIFIC AIRWAYS COMMON STOCK            | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               |  | HK        |   3755000 | NS      | $5049842.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $2138.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANABUKI KOSAN INC.                                                        | ANABUKI KOSAN INC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $23828.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YELLOW HAT LTD.                                                           | YELLOW HAT LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6000 | NS      | $62867.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-990.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                                       | GENERAL MILLS INC COMMON STOCK                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |    104469 | NS      | $5668487.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VTECH HOLDINGS LIMITED                                                    | VTECH HOLDINGS LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    144133 | NS      | $957885.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Lifeline Co., Ltd.                                                  | JAPAN LIFELINE CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 353800QUW6LROZVA6765       | Long             | EC               |  | JP        |     14600 | NS      | $146394.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $2107.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPI 200 FUTURES   JUN25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         7 | NC      | $952438.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                   | BANK OF NOVA SCOTIA COMMON STOCK               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               |  | CA        |     75500 | NS      | $4032121.17   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OILES CORPORATION                                                         | OILES CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6500 | NS      | $94055.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECOM CO., LTD.                                                          | ELECOM CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 353800BXFUVR7EPC0G35       | Long             | EC               |  | JP        |     10700 | NS      | $126310.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ISDN Holdings Ltd                                                         | ISDN HOLDINGS LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 254900AT7BBV3IUAY650       | Long             | EC               |  | SG        |    158700 | NS      | $38139.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                              | MONDELEZ INTERNATIONAL INC-A COMMON STOCK      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     32063 | NS      | $2163931.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FUMAKILLA LIMITED                                                         | FUMAKILLA LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8700 | NS      | $66525.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $353.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $196588.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $39.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $388.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50     JUN25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        10 | NC      | $609404.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M P Evans Group PLC                                                       | M P EVANS GROUP PLC COMMON STOCK               | CUSIP: N/A<br>LEI: 2138003IBXJUCR4SZG26       | Long             | EC               |  | GB        |      6809 | NS      | $96040.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-474.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                                                | NEW YORK TIMES CO-A COMMON STOCK               | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               |  | US        |    167442 | NS      | $9564287.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $1849.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-657.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $428.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAITO KOGYO CO., LTD.                                                     | RAITO KOGYO CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     25400 | NS      | $506145.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $22222.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4679.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                  | ROPER TECHNOLOGIES INC COMMON STOCK            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |     16193 | NS      | $9234382.11   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI                       | TERNA-RETE ELETTRICA NAZIONA COMMON STOCK      | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               |  | IT        |    180546 | NS      | $1840722.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENOR ASA                                                               | TELENOR ASA COMMON STOCK                       | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               |  | NO        |    637861 | NS      | $9784399.17   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                                                 | VISA INC-CLASS A SHARES COMMON STOCK           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     27179 | NS      | $9925499.01   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                                                       | EVEREST GROUP LTD COMMON STOCK                 | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      7000 | NS      | $2430330.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-291.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATCO LTD.                                                                 | ATCO LTD -CLASS I COMMON STOCK                 | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               |  | CA        |     93100 | NS      | $3485790.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                                           | ARCHER-DANIELS-MIDLAND CO COMMON STOCK         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |    100900 | NS      | $4870443.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    594828 | NS      | $26148638.88  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Individualized Educational Institute Inc                            | TOKYO INDIVIDUALIZED EDU COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11500 | NS      | $24997.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-444.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION                            | SCIENCE APPLICATIONS INTE COMMON STOCK         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |     44987 | NS      | $5197797.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                       | ABBOTT LABORATORIES COMMON STOCK               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |     69752 | NS      | $9317472.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmi AG                                                                   | EMMI AG-REG COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900Q53RBYJIVCMA08       | Long             | EC               |  | CH        |       714 | NS      | $726809.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Investis Holding SA                                                       | INVESTIS HOLDING SA COMMON STOCK               | CUSIP: N/A<br>LEI: 506700GG126O0G9S5W59       | Long             | EC               |  | CH        |       813 | NS      | $121209.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RADWARE LTD.                                                              | RADWARE LTD COMMON STOCK                       | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Long             | EC               |  | US        |     48163 | NS      | $1123161.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                                                 | ORKLA ASA COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |    440400 | NS      | $4988926.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $1030.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                | SINGAPORE EXCHANGE LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               |  | SG        |    378100 | NS      | $4106868.19   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                                    | GREAT-WEST LIFECO INC COMMON STOCK             | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               |  | CA        |     78300 | NS      | $2966396.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL KSK HOLDINGS, INC.                                                  | VITAL KSK HOLDINGS INC COMMON STOCK            | CUSIP: N/A<br>LEI: 353800RLGNMAZY8D4488       | Long             | EC               |  | JP        |     14300 | NS      | $124790.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19072.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $204.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                       | CHEVRON CORP COMMON STOCK                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     58800 | NS      | $8037960.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEBECOR INC.                                                             | QUEBECOR INC  -CL B COMMON STOCK               | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               |  | CA        |      4900 | NS      | $137597.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                         | JOHNSON & JOHNSON COMMON STOCK                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     62171 | NS      | $9649560.91   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $-584.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAH SING FINANCIAL HOLDINGS LIMITED                                       | DAH SING FINANCIAL HOLDINGS COMMON STOCK       | CUSIP: N/A<br>LEI: 529900J55QMXMR5KMH32       | Long             | EC               |  | HK        |     12223 | NS      | $45678.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                                             | LOBLAW COMPANIES LTD COMMON STOCK              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |     17600 | NS      | $2963691.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1064.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raisio Oyj                                                                | RAISIO OYJ-V SHS COMMON STOCK                  | CUSIP: N/A<br>LEI: 74370083282NHIP4QD02       | Long             | EC               |  | FI        |     55028 | NS      | $153099.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                                            | EXELIXIS INC COMMON STOCK                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     33083 | NS      | $1423892.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $4649.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $11745.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-45561.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adtran Networks SE                                                        | ADTRAN NETWORKING SE COMMON STOCK              | CUSIP: N/A<br>LEI: 5299001QZNN0TKI9J120       | Long             | EC               |  | DE        |       929 | NS      | $21729.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                                             | PROGRESS SOFTWARE CORP COMMON STOCK            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |     54700 | NS      | $3367332.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvelous Inc                                                             | MARVELOUS INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     53500 | NS      | $173584.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-148.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC.                                                              | WALMART INC COMMON STOCK                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     61061 | NS      | $6027941.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                                                    | NETSCOUT SYSTEMS INC COMMON STOCK              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |    180214 | NS      | $4116087.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5677.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                   | ROYAL BANK OF CANADA COMMON STOCK              | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               |  | CA        |     28200 | NS      | $3567481.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-911.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                             | PEPSICO INC COMMON STOCK                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     62734 | NS      | $8246384.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TIV TAAM HOLDINGS 1 LTD                                                   | TIV TAAM HOLDINGS 1 LTD COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |     29616 | NS      | $68553.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gakkyusha Co Ltd                                                          | GAKKYUSHA CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $94996.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $1317.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $169.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                   | CAN IMPERIAL BK OF COMMERCE COMMON STOCK       | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               |  | CA        |     62400 | NS      | $4240177.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $14.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBI HOLDINGS LTD                                                         | FIBI HOLDINGS COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |      5079 | NS      | $333892.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OKAYA & CO.,LTD.                                                          | OKAYA & CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       400 | NS      | $19165.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-02 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $137.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-541.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belc Co Ltd                                                               | BELC CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8100 | NS      | $395831.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $-41.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                 | NOKIA OYJ COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               |  | FI        |   1369100 | NS      | $7123976.61   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                  | SONOCO PRODUCTS CO COMMON STOCK                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |     51900 | NS      | $2363526.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $15496.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                                       | HELVETIA HOLDING AG-REG COMMON STOCK           | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               |  | CH        |      2396 | NS      | $568948.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $1073.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H & R BLOCK, INC.                                                         | H&R BLOCK INC COMMON STOCK                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |    146730 | NS      | $8356273.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $-917.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $307.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                   | BRIDGESTONE CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               |  | JP        |    123700 | NS      | $5296347.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUFERSAL LTD                                                             | SHUFERSAL LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 984500F64E05B78E0D41       | Long             | EC               |  | IL        |     70091 | NS      | $701829.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                    | VERISK ANALYTICS INC COMMON STOCK              | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               |  | US        |      1534 | NS      | $481890.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               |  | GB        |    181222 | NS      | $8165561.66   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2009.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Nisshin OilliO Group,Ltd.                                             | NISSHIN OILLIO GROUP LTD/THE COMMON STOCK      | CUSIP: N/A<br>LEI: 549300DMFXTY70ZEGQ59       | Long             | EC               |  | JP        |     14049 | NS      | $469279.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $687.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-150.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELIXIS, INC.                                                            | EXELIXIS INC COMMON STOCK                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |    180035 | NS      | $7748706.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $27876.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA-REG COMMON STOCK                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               |  | CH        |     14964 | NS      | $1597035.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                                                  | NOVA LTD COMMON STOCK                          | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               |  | US        |      1456 | NS      | $311030.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $-154.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sapiens International Corporation N.V.                                    | SAPIENS INTERNATIONAL CORP COMMON STOCK        | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               |  | US        |     13384 | NS      | $384120.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                                                    | FEDERATED HERMES INC COMMON STOCK              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |    121103 | NS      | $5110546.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa, Sociedad Anonima                                                  | ENDESA SA COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               |  | ES        |    559781 | NS      | $17103353.94  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQA Insurance Group AG                                                  | UNIQA INSURANCE GROUP AG COMMON STOCK          | CUSIP: N/A<br>LEI: 529900OOW8ELHOXWZP82       | Long             | EC               |  | AT        |     93577 | NS      | $1298070.09   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                                               | GALENICA AG COMMON STOCK                       | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               |  | CH        |     16551 | NS      | $1717307.29   | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $144.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORPORATION                                                          | KDDI CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |     72700 | NS      | $1254985.67   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc. COMMON STOCK              | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               |  | JP        |    807300 | NS      | $3814464.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                            | SCANDINAVIAN TOBACCO GROUP A COMMON STOCK      | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               |  | DK        |     25319 | NS      | $327960.22    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-29979.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IWATSUKA CONFECTIONERY CO.,LTD.                                           | IWATSUKA CONFECTIONERY CO COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $24542.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAKABAYASHI CO.,LTD.                                                      | NAKABAYASHI CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 353800RZ8SMLW7SKV992       | Long             | EC               |  | JP        |      6900 | NS      | $24574.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED                                    | YUE YUEN INDUSTRIAL HLDG COMMON STOCK          | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               |  | HK        |        22 | NS      | $33.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-654.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HP INC.                                                                   | HP INC COMMON STOCK                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |    262400 | NS      | $6533760.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MIROKU JYOHO SERVICE CO.,LTD.                                             | MIROKU JYOHO SERVICE CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 3538009FEB7DY7VJDQ12       | Long             | EC               |  | JP        |      8900 | NS      | $109168.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $2037.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-665.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co., Ltd.                                                | SEKISUI CHEMICAL CO LTD COMMON STOCK           | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               |  | JP        |    278400 | NS      | $4822915.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiji Holdings Co.,Ltd.                                                   | MEIJI HOLDINGS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               |  | JP        |     91500 | NS      | $2040250.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS, SGPS, S.A.                                                           | NOS SGPS COMMON STOCK                          | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               |  | PT        |     36350 | NS      | $159223.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-235.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $45.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logista Integral, S.A.                                                    | LOGISTA INTEGRAL SA COMMON STOCK               | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |    157849 | NS      | $5096675.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HUTCHISON TELECOMMUNICATIONS HONG KONG HOLDINGS LIMITED                   | HUTCHISON TELECOMM HONG KONG COMMON STOCK      | CUSIP: N/A<br>LEI: 254900ZIRESZ56ME6215       | Long             | EC               |  | HK        |   2116000 | NS      | $256439.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS S.P.A.                                                            | ITALGAS SPA COMMON STOCK                       | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               |  | IT        |     85628 | NS      | $704343.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2264.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1034.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Lamick Group Head Quarter & Innovation Co Ltd                      | TAISEI LAMICK GROUP HEAD QUARTERS COMMON STOCK | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1800 | NS      | $30568.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                               | INTL BUSINESS MACHINES CORP COMMON STOCK       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |     38000 | NS      | $9844280.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                              | DNB BANK ASA COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               |  | NO        |    110588 | NS      | $2954942.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| A2 Milk Company Ltd                                                       | A2 MILK CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 529900PVC9CV0KFA2U62       | Long             | EC               |  | AU        |     50412 | NS      | $270223.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPN CORPORATION                                                         | NIPPN CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 353800V7HRZ1HQGJCW63       | Long             | EC               |  | JP        |    125500 | NS      | $1893941.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4070.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-157.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES, LTD.                                                  | BROTHER INDUSTRIES LTD COMMON STOCK            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               |  | JP        |    300200 | NS      | $5109090.01   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1480.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $296.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCALES CORPORATION LIMITED                                                | SCALES CORP LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 254900IWZH7OUG9T2R86       | Long             | EC               |  | NZ        |     10225 | NS      | $27410.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 74SOFTWARE SA                                                             | 74SOFTWARE SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 96950022O6SP7FQONJ77       | Long             | EC               |  | FR        |      1389 | NS      | $60503.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIHON DENKEI CO.,LTD.                                                     | NIHON DENKEI CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2500 | NS      | $35465.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HK ELECTRIC INVESTMENTS LIMITED                                           | HK ELECTRIC INVESTMENTS -SS UNIT               | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               |  | HK        |   3892500 | NS      | $2809847.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oberbank AG                                                               | OBERBANK AG COMMON STOCK                       | CUSIP: N/A<br>LEI: RRUN0TCQ1K2JDV7MXO75       | Long             | EC               |  | AT        |       350 | NS      | $28052.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $-1187.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL COMMON STOCK       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     54961 | NS      | $9925406.99   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $35.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA HEALTHCARE, INC.                                                      | HCA HEALTHCARE INC COMMON STOCK                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |     15658 | NS      | $5971804.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-33.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LIMITED                                                          | WH GROUP LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |    246000 | NS      | $226247.38    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $5725.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $5.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKKAIDO COCA-COLA BOTTLING CO.,LTD.                                      | HOKKAIDO COCA-COLA BOTTLING COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5900 | NS      | $141344.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EIKEN CHEMICAL CO.,LTD.                                                   | EIKEN CHEMICAL CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5100 | NS      | $71891.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A S.P.A.                                                                | A2A SPA COMMON STOCK                           | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               |  | IT        |   2477500 | NS      | $6431678.43   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $1669.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEBISHI CORPORATION                                                     | TAKEBISHI CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4700 | NS      | $59405.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $178.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-497.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU ENEX CO., LTD.                                                     | ITOCHU ENEX CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 549300WO21DGCU3JY132       | Long             | EC               |  | JP        |      6700 | NS      | $78133.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANKEN NORGE                                                         | SPAREBANKEN NORGE COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800M7T3CYVZ3ZRT12       | Long             | EC               |  | NO        |     14511 | NS      | $221018.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                       | DEUTSCHE TELEKOM AG-REG COMMON STOCK           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |    255357 | NS      | $9668302.87   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                                 | ORANGE COMMON STOCK                            | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               |  | FR        |    577100 | NS      | $8611972.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NICCA CHEMICAL CO.,LTD.                                                   | NICCA CHEMICAL CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2900 | NS      | $26118.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                        | DEUTSCHE BOERSE AG COMMON STOCK                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               |  | DE        |      9410 | NS      | $3030898.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                                             | ROLLINS INC COMMON STOCK                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |     34555 | NS      | $1978273.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanki Engineering Co., Ltd.                                               | SANKI ENGINEERING CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $99638.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer N.V.                                                       | WOLTERS KLUWER COMMON STOCK                    | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               |  | NL        |     48752 | NS      | $8643687.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC.                                                                | METRO INC/CN COMMON STOCK                      | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               |  | CA        |    126400 | NS      | $9840253.10   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                           | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK      | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |    319508 | NS      | $13482196.58  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-57579.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                                    | GREAT-WEST LIFECO INC COMMON STOCK             | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               |  | CA        |     95100 | NS      | $3602864.83   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HOGY MEDICAL CO.,LTD.                                                     | HOGY MEDICAL CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2200 | NS      | $58407.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-241132.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRENT COMMUNICATIONS PLC                                                | SPIRENT COMMUNICATIONS PLC COMMON STOCK        | CUSIP: N/A<br>LEI: 213800HKCUNWP1916L38       | Long             | EC               |  | GB        |    674657 | NS      | $1714762.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRPORT FACILITIES Co.,LTD.                                               | AIRPORT FACILITIES CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 3538003U8FJWNCO7VZ82       | Long             | EC               |  | JP        |      6100 | NS      | $34094.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                                                          | APTARGROUP INC COMMON STOCK                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               |  | US        |     46109 | NS      | $7303665.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebro Foods, S.A                                                           | EBRO FOODS SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 959800NW6DLQT89M3240       | Long             | EC               |  | ES        |     34992 | NS      | $699694.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)   | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  17022704 | NS      | $17022703.54  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-557.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc.                                                      | AXIAL RETAILING INC COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     24600 | NS      | $194364.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOUSE FOODS GROUP INC.                                                    | HOUSE FOODS GROUP INC COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    111300 | NS      | $2111151.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                 | CHURCH & DWIGHT CO INC COMMON STOCK            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     85443 | NS      | $8399901.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                                               | BOUYGUES SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               |  | FR        |    169200 | NS      | $7376461.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Aferian PLC                                                               | AFERIAN PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 21380068JIMBNNZJL315       | Long             | EC               |  | GB        |     28544 | NS      | $1598.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | FTSE 100 IDX FUT  JUN25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         5 | NC      | $592112.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                             | MOLSON COORS BEVERAGE CO - B COMMON STOCK      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |    222359 | NS      | $11916218.81  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK INSULATORS, LTD.                                                      | NGK INSULATORS LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               |  | JP        |    312300 | NS      | $3874643.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNDRUG CO.,LTD.                                                          | SUNDRUG CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     20900 | NS      | $649020.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OUG Holdings Inc.                                                         | OUG HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2682 | NS      | $60557.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1416.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | ALTRIA GROUP INC COMMON STOCK                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    200300 | NS      | $12140183.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1568.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                                             | CK HUTCHISON HOLDINGS LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               |  | HK        |    449500 | NS      | $2513331.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicafe Inc                                                               | UNICAFE INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9700 | NS      | $61239.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3821.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $-397.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8990.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $966.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $281.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-37566.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                               | OVERSEA-CHINESE BANKING CORP COMMON STOCK      | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               |  | SG        |    704300 | NS      | $8847137.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $773.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicom Ltd                                                                 | VICOM LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |     26700 | NS      | $29813.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON S.P.A.                                                             | EDISON SPA-RSP COMMON STOCK                    | CUSIP: N/A<br>LEI: 529900WS2E20BA5J4L49       | Long             | EC               |  | IT        |     66938 | NS      | $149068.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                                                 | DANONE COMMON STOCK                            | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               |  | FR        |     99748 | NS      | $8526715.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                                  | NICE LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               |  | IL        |      2520 | NS      | $426121.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                               | SWEDBANK AB - A SHARES COMMON STOCK            | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               |  | SE        |    334500 | NS      | $9040402.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                     | GILEAD SCIENCES INC COMMON STOCK               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |    153600 | NS      | $16908288.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Shindengen Electric Manufacturing Co.,Ltd.                                | SHINDENGEN ELECTRIC MFG COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5000 | NS      | $68911.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEGMILK SNOW BRAND Co.,Ltd.                                               | MEGMILK SNOW BRAND CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     63600 | NS      | $1239640.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daitron Co.,Ltd.                                                          | DAITRON CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $30812.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $-76.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-80920.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                | UNUM GROUP COMMON STOCK                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |    135466 | NS      | $11068926.86  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-592.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bell-Park Co.,Ltd.                                                        | BELL-PARK CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2200 | NS      | $28374.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UL SOLUTIONS INC.                                                         | UL SOLUTIONS INC - CLASS A COMMON STOCK        | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               |  | US        |    128842 | NS      | $9212203.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $-6513.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE HARTFORD INSURANCE GROUP, INC.                                        | HARTFORD INSURANCE GROUP INC/THE COMMON STOCK  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |     62900 | NS      | $8166936.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 OSTLANDET                                                     | SPAREBANK 1 OESTLANDET COMMON STOCK            | CUSIP: N/A<br>LEI: 549300VRM6G42M8OWN49       | Long             | EC               |  | NO        |      2941 | NS      | $52711.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING-PART CERT COMMON STOCK       | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               |  | CH        |     15371 | NS      | $5487009.71   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $4407.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, INC.                                                                  | F5 INC COMMON STOCK                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |     34760 | NS      | $9919808.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fountain Set (Holdings) Limited                                           | FOUNTAIN SET HLDGS COMMON STOCK                | CUSIP: N/A<br>LEI: 5299009CE57Z7SRZK474       | Long             | EC               |  | HK        |    174279 | NS      | $14446.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | MIZUHO FINANCIAL GROUP INC COMMON STOCK        | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               |  | JP        |    162400 | NS      | $4503543.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $20971.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                                                   | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     18784 | NS      | $9466384.64   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                   | REPUBLIC SERVICES INC COMMON STOCK             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |     39986 | NS      | $10287997.94  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-2.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Earth Corporation                                                         | EARTH CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     31000 | NS      | $1076526.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NAKAMURAYA CO., LTD.                                                      | NAKAMURAYA CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4200 | NS      | $91323.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSPORT INTERNATIONAL HOLDINGS LIMITED                                  | TRANSPORT INTL HLDG LTD COMMON STOCK           | CUSIP: N/A<br>LEI: 529900PXKMUICLT3E812       | Long             | EC               |  | HK        |     13200 | NS      | $15318.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP HOLDINGS LIMITED                                                      | CLP HOLDINGS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               |  | HK        |    489500 | NS      | $4145046.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                           | UNITED THERAPEUTICS CORP COMMON STOCK          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      2786 | NS      | $888316.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $1439.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                    | OLD REPUBLIC INTL CORP COMMON STOCK            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               |  | US        |    240851 | NS      | $9104167.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ANRITSU CORPORATION                                                       | ANRITSU CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    279100 | NS      | $3162430.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiwa Corp                                                                | MEIWA CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5200 | NS      | $24193.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                   | BANK OF NEW YORK MELLON CORP COMMON STOCK      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               |  | US        |    151300 | NS      | $13406693.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                                                     | AUTO TRADER GROUP PLC COMMON STOCK             | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               |  | GB        |     15246 | NS      | $163423.43    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GEORGE WESTON LIMITEE.                                                    | WESTON (GEORGE) LTD COMMON STOCK               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               |  | CA        |     49800 | NS      | $10007447.54  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                 | SHELL PLC COMMON STOCK                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |    237232 | NS      | $7834395.02   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                 | ORION OYJ-CLASS B COMMON STOCK                 | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               |  | FI        |     45496 | NS      | $3086230.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $-45.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kewpie Corporation                                                        | KEWPIE CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900LQQ53U4P4VZN24       | Long             | EC               |  | JP        |     51200 | NS      | $1204070.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $-4585.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings, Inc.                                                 | H.U. GROUP HOLDINGS INC COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     19900 | NS      | $426066.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVER AG-REG COMMON STOCK        | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               |  | DE        |      5287 | NS      | $3424712.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCS COMPANY,LIMITED                                                      | ARCS CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     59100 | NS      | $1170622.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagase Brothers Inc.                                                      | NAGASE BROTHERS INC COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8400 | NS      | $108355.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19079.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                       | MAGNERA CORP COMMON STOCK                      | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               |  | US        |     12267 | NS      | $147449.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                       | CISCO SYSTEMS INC COMMON STOCK                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    161161 | NS      | $10159589.44  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                     | GILEAD SCIENCES INC COMMON STOCK               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     11141 | NS      | $1226401.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $37682.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                        | NVIDIA CORP COMMON STOCK                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |     88845 | NS      | $12005624.85  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfeiffer Vacuum Technology AG                                             | PFEIFFER VACUUM TECHNOLOGY COMMON STOCK        | CUSIP: N/A<br>LEI: 8945004AW6QK8JHNQP69       | Long             | EC               |  | DE        |      1459 | NS      | $264346.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $2383.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE BIC S.A.                                                          | SOCIETE BIC SA COMMON STOCK                    | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               |  | FR        |     77200 | NS      | $4768003.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | ERICSSON LM-B SHS COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               |  | SE        |   1097322 | NS      | $9323522.42   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                                  | NEXT PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               |  | GB        |      6414 | NS      | $1114117.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                       | DEUTSCHE TELEKOM AG-REG COMMON STOCK           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |    105747 | NS      | $4003783.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                                            | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               |  | US        |      7209 | NS      | $416463.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                                | COGNIZANT TECH SOLUTIONS-A COMMON STOCK        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |    187088 | NS      | $15152257.12  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                              | UNITED OVERSEAS BANK LTD COMMON STOCK          | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               |  | SG        |    409400 | NS      | $11247426.26  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                  | ENGIE COMMON STOCK                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               |  | FR        |    362867 | NS      | $7830412.47   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMI LEVI CHAIN STORES HASHIKMA MARKETING 2006 LTD                        | RAMI LEVY CHAIN STORES HASHI COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |     23983 | NS      | $2005880.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                | ALBERTSONS COS INC - CLASS A COMMON STOCK      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               |  | US        |    399500 | NS      | $8880885.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Logista Integral, S.A.                                                    | LOGISTA INTEGRAL SA COMMON STOCK               | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |    159800 | NS      | $5159669.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribuidora Internacional de Alimentacion, S.A.                         | DISTRIBUIDORA INTERNACIONAL COMMON STOCK       | CUSIP: E3685C153<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               |  | ES        |      2080 | NS      | $60919.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4171.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKFoods Oyj                                                               | HKFOODS OYJ COMMON STOCK                       | CUSIP: N/A<br>LEI: 7437000PN6E448NPGY86       | Long             | EC               |  | FI        |     16820 | NS      | $27592.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-41534.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                 | AT&T INC COMMON STOCK                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    965756 | NS      | $26848016.80  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FTGroup CO.,LTD.                                                          | FTGROUP CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8400 | NS      | $67261.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                     | HONDA MOTOR CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               |  | JP        |    699300 | NS      | $7084073.09   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY S.A.                                                   | SPOTIFY TECHNOLOGY SA COMMON STOCK             | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               |  | US        |      6611 | NS      | $4397240.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                   | BRISTOL-MYERS SQUIBB CO COMMON STOCK           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |    277600 | NS      | $13402528.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1190.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                 | COLGATE-PALMOLIVE CO COMMON STOCK              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |    103775 | NS      | $9644848.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Seisen Co.,Ltd.                                                    | NIPPON SEISEN CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $15118.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4612.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                 | HKT TRUST AND HKT LTD-SS UNIT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   5759000 | NS      | $8294140.21   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $1638.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC Group Holdings Inc.                                                | MEITEC GROUP HOLDINGS INC COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3500 | NS      | $78000.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAKAMOTO PACKS CO.,LTD.                                                   | NAKAMOTO PACKS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $23928.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SEK SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-336.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-831.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $83790.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group Ltd                                                        | GALDERMA GROUP AG COMMON STOCK                 | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               |  | CH        |     25050 | NS      | $3296962.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-28.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                       | COMCAST CORP-CLASS A COMMON STOCK              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    573953 | NS      | $19841555.21  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol S.A.                                                               | REPSOL SA COMMON STOCK                         | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               |  | ES        |    305879 | NS      | $4120382.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                | TORONTO-DOMINION BANK COMMON STOCK             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               |  | CA        |     86800 | NS      | $5982789.19   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KAKEN PHARMACEUTICAL CO.,LTD.                                             | KAKEN PHARMACEUTICAL CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     34400 | NS      | $913811.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                                                 | ORKLA ASA COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |    612100 | NS      | $6933973.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Uoriki Co Ltd                                                             | UORIKI CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3000 | NS      | $50547.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON CERAMIC CO., LTD.                                                  | NIPPON CERAMIC CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     17300 | NS      | $342306.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRELLI & C. S.P.A.                                                       | PIRELLI & C SPA COMMON STOCK                   | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               |  | IT        |    668803 | NS      | $4788776.32   | 0.23%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ASR Nederland N.V.                                                        | ASR NEDERLAND NV COMMON STOCK                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               |  | NL        |     59811 | NS      | $3834615.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 SMN                                                           | SPAREBANK 1 SMN COMMON STOCK                   | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | EC               |  | NO        |     58981 | NS      | $1111434.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae, SGPS, SA                                                           | SONAE COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300847SOBT7HY7R50       | Long             | EC               |  | PT        |    236465 | NS      | $327506.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORIGOE CO.,LTD.                                                      | TORIGOE CO LTD/THE COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5400 | NS      | $33726.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                        | FORD MOTOR CO COMMON STOCK                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |    233500 | NS      | $2423730.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JUSTSYSTEMS CORPORATION                                                   | JUSTSYSTEMS CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 5299006DS4ZV570NR192       | Long             | EC               |  | JP        |      3300 | NS      | $78460.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6250.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION                                | NIPPON TELEGRAPH & TELEPHONE COMMON STOCK      | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               |  | JP        |   8797100 | NS      | $9767479.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $70.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5300.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORPORATION DU CANADA                                               | POWER CORP OF CANADA COMMON STOCK              | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               |  | CA        |     21900 | NS      | $845928.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                                                | TEGNA INC COMMON STOCK                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |    302600 | NS      | $5059472.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJICCO CO., LTD.                                                         | FUJICCO CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11100 | NS      | $123876.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKAMATSU CONSTRUCTION GROUP CO., LTD.                                    | TAKAMATSU CONSTRUCTION GROUP COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5500 | NS      | $106863.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OZU CORPORATION                                                           | OZU CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2400 | NS      | $27586.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $157.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                              | PROCTER & GAMBLE CO/THE COMMON STOCK           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     57271 | NS      | $9729770.19   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corporation                                                        | SOJITZ CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               |  | JP        |    240300 | NS      | $5910322.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                                             | DROPBOX INC-CLASS A COMMON STOCK               | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               |  | US        |    110717 | NS      | $3195292.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                                          | BOC HONG KONG HOLDINGS LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               |  | HK        |    454500 | NS      | $1911296.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $-49.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $-714.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $-662.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KURIYAMA HOLDINGS CORPORATION                                             | KURIYAMA HOLDINGS CORP COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8700 | NS      | $85368.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andritz AG                                                                | ANDRITZ AG COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               |  | AT        |     60900 | NS      | $4212882.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                           | REGENERON PHARMACEUTICALS COMMON STOCK         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      6829 | NS      | $3348122.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2443.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2654.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $-5.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Technology Ltd                                                    | ODFJELL TECHNOLOGY LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 529900ZYHGCPTAD1R169       | Long             | EC               |  | NO        |       214 | NS      | $1023.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOHAM YONEKYU HOLDINGS INC.                                              | ITOHAM YONEKYU HOLDINGS INC COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5620 | NS      | $195045.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC HOLDINGS PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               |  | GB        |   1293996 | NS      | $15258124.32  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                   | GOLUB CAPITAL BDC INC COMMON STOCK             | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               |  | US        |     92718 | NS      | $1410240.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-868.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $38.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUMMINS INC.                                                              | CUMMINS INC COMMON STOCK                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |     10100 | NS      | $3246948.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaguchi Financial Group, Inc.                                           | YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK      | CUSIP: N/A<br>LEI: 353800898JPV95YSY548       | Long             | EC               |  | JP        |    365000 | NS      | $3864682.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1361.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOKKAN HOLDINGS LIMITED                                                   | HOKKAN HOLDINGS LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5800 | NS      | $77036.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-405.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                   | EXXON MOBIL CORP COMMON STOCK                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     51600 | NS      | $5278680.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $-183.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | SVENSKA HANDELSBANKEN-A SHS COMMON STOCK       | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               |  | SE        |    924391 | NS      | $12327405.13  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: AUD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | AU        |         1 | NC      | $-1204.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $31863.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17105.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11847.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kakiyasu Honten Co., Ltd.                                                 | KAKIYASU HONTEN CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10200 | NS      | $192298.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morozoff Limited                                                          | MOROZOFF LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10866 | NS      | $126218.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                                         | MERCK & CO. INC. COMMON STOCK                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |    138985 | NS      | $10679607.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4308.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-2745.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                         | MERCK & CO. INC. COMMON STOCK                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     87077 | NS      | $6690996.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE-REG COMMON STOCK                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               |  | DE        |     18071 | NS      | $7165966.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujiya Co.,Ltd.                                                           | FUJIYA CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2100 | NS      | $34626.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: DKK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | DK        |         1 | NC      | $94.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Air Conditioning Services Co.,Ltd.                                 | NIPPON AIR CONDITIONING SERV COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5300 | NS      | $40305.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                           | BUNGE GLOBAL SA COMMON STOCK                   | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |     60583 | NS      | $4734561.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI S.P.A.                                                                | ENI SPA COMMON STOCK                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               |  | IT        |    638100 | NS      | $9408471.78   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                                              | AMETEK INC COMMON STOCK                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               |  | US        |      6261 | NS      | $1119091.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| San-A Co Ltd                                                              | SAN-A CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    101100 | NS      | $2075719.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Cellular Telephone Co                                             | OKINAWA CELLULAR TELEPHONE COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14622 | NS      | $481899.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Foods Industry Inc                                                  | EBARA FOODS INDUSTRY INC COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $28423.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $-90.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SEK/USD SETTLE 2025-06-09 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SE        |         1 | NC      | $-850.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $17810.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Miyoshi Oil & Fat Co., Ltd.                                               | MIYOSHI OIL & FAT CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11518 | NS      | $130419.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                     | CARDINAL HEALTH INC COMMON STOCK               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     65347 | NS      | $10092190.68  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                                              | FRESH DEL MONTE PRODUCE INC COMMON STOCK       | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |    114025 | NS      | $4027363.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Company, Limited                                           | KIRIN HOLDINGS CO LTD COMMON STOCK             | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               |  | JP        |     24300 | NS      | $347648.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                    | GENERAL MOTORS CO COMMON STOCK                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |     67700 | NS      | $3358597.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LIMITED                                                          | WH GROUP LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |  10005500 | NS      | $9202106.15   | 0.44%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Best Mart 360 Holdings Ltd                                                | BEST MART 360 HOLDINGS LTD COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    200000 | NS      | $45144.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                                        | INTERDIGITAL INC COMMON STOCK                  | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |      7618 | NS      | $1655086.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Riso Kyoiku Co Ltd                                                        | RISO KYOIKU CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     21800 | NS      | $34068.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTONE TELECOMMUNICATIONS HOLDINGS LIMITED                              | SMARTONE TELECOMMUNICATIONS COMMON STOCK       | CUSIP: N/A<br>LEI: 529900CT7EGMVQRYNQ45       | Long             | EC               |  | HK        |     59013 | NS      | $32962.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $635.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INCYTE CORPORATION                                                        | INCYTE CORP COMMON STOCK                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |    129700 | NS      | $8438282.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $3687.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | EVERSOURCE ENERGY COMMON STOCK                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |    119514 | NS      | $7745702.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Key Coffee Inc                                                            | KEY COFFEE INC COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $88556.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: EUR/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |         1 | NC      | $403.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co., Ltd.                                                      | MORINAGA & CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     32600 | NS      | $538141.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DAH SING BANKING GROUP LIMITED                                            | DAH SING BANKING GROUP LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 529900DXBMKJOLLQOM66       | Long             | EC               |  | HK        |     55711 | NS      | $63082.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                                                          | ROYAL GOLD INC COMMON STOCK                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |     12224 | NS      | $2177338.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                               | SWISSCOM AG-REG COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               |  | CH        |     13156 | NS      | $9065304.77   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2255.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palram Industries 1990 Ltd                                                | PALRAM INDUSTRIES (1990) LTD COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |      6347 | NS      | $146214.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                                 | ELISA OYJ COMMON STOCK                         | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               |  | FI        |    183379 | NS      | $9666363.30   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                                             | DROPBOX INC-CLASS A COMMON STOCK               | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               |  | US        |    245700 | NS      | $7090902.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                                                           | THE CIGNA GROUP COMMON STOCK                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |     21947 | NS      | $6949298.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                                | SCOUT24 SE COMMON STOCK                        | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               |  | DE        |     13749 | NS      | $1873038.72   | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Create SD Holdings Co Ltd                                                 | CREATE SD HOLDINGS CO COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5900 | NS      | $129107.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                                                     | HEINEKEN HOLDING NV COMMON STOCK               | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               |  | NL        |     24315 | NS      | $1894863.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $-300.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEMED CORPORATION                                                        | CHEMED CORP COMMON STOCK                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |     16430 | NS      | $9444621.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG-REG COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |    145000 | NS      | $16766763.62  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CAD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-31658.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIGEON CORPORATION                                                        | PIGEON CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: 2549006T3HT0TI9IRV62       | Long             | EC               |  | JP        |     57300 | NS      | $738697.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CHF/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CH        |         1 | NC      | $15446.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/CHF SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1229.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                  | MOTOROLA SOLUTIONS INC COMMON STOCK            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |     21856 | NS      | $9078545.28   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $-18069.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARGURUS, INC.                                                            | CARGURUS INC COMMON STOCK                      | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               |  | US        |      4113 | NS      | $128901.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Electric Glass Co., Ltd.                                           | NIPPON ELECTRIC GLASS CO LTD COMMON STOCK      | CUSIP: N/A<br>LEI: 529900NCIGSAX4V03234       | Long             | EC               |  | JP        |    146000 | NS      | $3481886.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AICHI ELECTRIC CO.,LTD.                                                   | AICHI ELECTRIC CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1000 | NS      | $33189.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miquel y Costas & Miquel, S.A.                                            | MIQUEL Y COSTAS COMMON STOCK                   | CUSIP: N/A<br>LEI: 95980020140005204809       | Long             | EC               |  | ES        |      2889 | NS      | $45752.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: JPY/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | JP        |         1 | NC      | $19301.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                       | CENTENE CORP COMMON STOCK                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |    169925 | NS      | $9590567.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                                             | GARTNER INC COMMON STOCK                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |      1429 | NS      | $623644.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENRIN CO., LTD.                                                          | ZENRIN CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 353800AOWZ4V1DJ17N16       | Long             | EC               |  | JP        |     33100 | NS      | $264802.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/AUD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7186.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: SGD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | SG        |         1 | NC      | $1132.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                              | COSTCO WHOLESALE CORP COMMON STOCK             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      9205 | NS      | $9574856.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                               | PFIZER INC COMMON STOCK                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    734259 | NS      | $17247743.91  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                                                 | EBAY INC COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     96600 | NS      | $7068222.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                  | MASTERCARD INC - A COMMON STOCK                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |     17270 | NS      | $10113312.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSC ASA                                                                  | AMSC ASA COMMON STOCK                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXHXNC41       | Long             | EC               |  | NO        |     83585 | NS      | $12249.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: GBP/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | GB        |         1 | NC      | $-380.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIHON CHOUZAI Co.,Ltd.                                                    | NIHON CHOUZAI CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12800 | NS      | $285143.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                                          | AMAZON.COM INC COMMON STOCK                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |     17299 | NS      | $3546467.99   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $-1442.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                              | CARREFOUR SA COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               |  | FR        |    148800 | NS      | $2224825.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $1177.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAWACHI LIMITED                                                           | CAWACHI LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     34400 | NS      | $669523.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANYO CHEMICAL INDUSTRIES, LTD.                                           | SANYO CHEMICAL INDUSTRIES COMMON STOCK         | CUSIP: N/A<br>LEI: 529900STCFY6RXOR2I79       | Long             | EC               |  | JP        |     31600 | NS      | $806473.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                | KIMBERLY-CLARK CORP COMMON STOCK               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     67720 | NS      | $9735427.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT BED HOLDINGS CO., LTD.                                          | PARAMOUNT BED HOLDINGS CO LT COMMON STOCK      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $104969.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doshisha Co Ltd                                                           | DOSHISHA CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $96860.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedap NV                                                                  | NEDAP N.V. COMMON STOCK                        | CUSIP: N/A<br>LEI: 724500X4WAS3V33MVX37       | Long             | EC               |  | NL        |      3342 | NS      | $240921.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokushu Tokai Paper Co., Ltd.                                             | TOKUSHU TOKAI PAPER CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 353800CXHQK19KMMVO22       | Long             | EC               |  | JP        |      1100 | NS      | $27556.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4527.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pro-Ship Inc                                                              | PRO-SHIP INC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3500 | NS      | $59819.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                                        | CANADIAN TIRE CORP-CLASS A COMMON STOCK        | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |     33900 | NS      | $4299662.53   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Basellandschaftliche Kantonalbank                                         | BASELLANDS KANTONALBANK-CERT COMMON STOCK      | CUSIP: N/A<br>LEI: 529900TPRILCY8WVKI23       | Long             | EC               |  | CH        |        37 | NS      | $42181.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                                                | APPLE INC COMMON STOCK                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |     45403 | NS      | $9119192.55   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WK KELLOGG CO                                                             | WK KELLOGG CO COMMON STOCK                     | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               |  | US        |     27325 | NS      | $462339.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $89049.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG-REG COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |     81179 | NS      | $9386959.33   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUDAI FOOD CO.,LTD.                                                     | MARUDAI FOOD CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 353800LHI69F4PWPX646       | Long             | EC               |  | JP        |      7000 | NS      | $88326.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                                            | FORTINET INC COMMON STOCK                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |     47689 | NS      | $4853786.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                                                     | OPEN TEXT CORP COMMON STOCK                    | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               |  | CA        |    204900 | NS      | $5791057.13   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6257.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                           | SANDOZ GROUP AG COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               |  | CH        |     34420 | NS      | $1754165.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                       | IMPERIAL BRANDS PLC COMMON STOCK               | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |    470144 | NS      | $17845881.72  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2088.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLBY LABORATORIES, INC.                                                  | DOLBY LABORATORIES INC-CL A COMMON STOCK       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |    113366 | NS      | $8418559.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                                         | T-MOBILE US INC COMMON STOCK                   | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |     38730 | NS      | $9380406.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                                                     | SHENG SIONG GROUP LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |   1368033 | NS      | $1920337.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON CONCEPT CORPORATION                                                | NIPPON CONCEPT CORP COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2200 | NS      | $26802.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, INC.                                             | NIPPON EXPRESS HOLDINGS INC COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    237200 | NS      | $4388609.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKAI Holdings Corporation                                                | TOKAI HOLDINGS CORP COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    115800 | NS      | $790168.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                       | COMCAST CORP-CLASS A COMMON STOCK              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    123080 | NS      | $4254875.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                            | KROGER CO COMMON STOCK                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |    244382 | NS      | $16674183.86  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3034.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/DKK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1151.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                                                  | TYLER TECHNOLOGIES INC COMMON STOCK            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |      6195 | NS      | $3574453.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: NOK/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | NO        |         1 | NC      | $3257.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALFOUR BEATTY PLC                                                        | BALFOUR BEATTY PLC COMMON STOCK                | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               |  | GB        |   1071100 | NS      | $7221236.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                    | THE CAMPBELL'S COMPANY COMMON STOCK            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |    173900 | NS      | $5919556.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: CAD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | CA        |         1 | NC      | $24.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-977.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                        | HEWLETT PACKARD ENTERPRISE COMMON STOCK        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |    348800 | NS      | $6027264.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                       | IMPERIAL BRANDS PLC COMMON STOCK               | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |     90133 | NS      | $3421298.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL HOLDINGS, INC.                                        | PROVIDENT FINANCIAL HLDGS COMMON STOCK         | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               |  | US        |      2655 | NS      | $40940.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV, INC.                                                             | AUTOLIV INC COMMON STOCK                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               |  | US        |     53992 | NS      | $5551457.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL ENERGY LIMITED                                                        | AGL ENERGY LTD COMMON STOCK                    | CUSIP: Q01630195<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               |  | AU        |    501377 | NS      | $3276799.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sakata Seed Corp                                                          | SAKATA SEED CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11800 | NS      | $281486.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Kaken Co Ltd                                                           | SK KAKEN CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       500 | NS      | $29652.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/GBP SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15723.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                         | JOHNSON & JOHNSON COMMON STOCK                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |    110110 | NS      | $17090173.10  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8353.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-171688.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER, INC.                                                             | PREMIER INC-CLASS A COMMON STOCK               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |    164067 | NS      | $3770259.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASANTE INCORPORATED                                                       | ASANTE INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10000 | NS      | $110741.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | HANG SENG IDX FUT JUN25 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         2 | NC      | $295681.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                             | FX Forward Contract: HKD/USD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | HK        |         1 | NC      | $-439.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YAOKO CO.,LTD.                                                            | YAOKO CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 353800Y2SZOLTECIV233       | Long             | EC               |  | JP        |     27500 | NS      | $1786460.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                                       | MOODY'S CORP COMMON STOCK                      | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |     11344 | NS      | $5437406.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GAKKEN HOLDINGS CO.,LTD.                                                  | GAKKEN HOLDINGS CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     39100 | NS      | $257165.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/EUR SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6736.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMFORTDELGRO CORPORATION LIMITED                                         | COMFORTDELGRO CORP LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 2549005O5PVA2JCH6Q33       | Long             | EC               |  | SG        |   2639700 | NS      | $2904623.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                   | BANK OF NOVA SCOTIA COMMON STOCK               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               |  | CA        |     18200 | NS      | $971981.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                                           | FOX CORP - CLASS A COMMON STOCK                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |    164010 | NS      | $9010709.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4248.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                           | DANSKE BANK A/S COMMON STOCK                   | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               |  | DK        |    148500 | NS      | $5689827.37   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                | KIMBERLY-CLARK CORP COMMON STOCK               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     62800 | NS      | $9028128.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                  | ENGIE COMMON STOCK                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               |  | FR        |      7426 | NS      | $160247.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/NOK SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3766.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                   | ARROW ELECTRONICS INC COMMON STOCK             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |     85206 | NS      | $10086686.28  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/JPY SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2881.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/SGD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4009.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                            | MARATHON PETROLEUM CORP COMMON STOCK           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     40470 | NS      | $6505147.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                              | BLUE OWL CAPITAL CORP COMMON STOCK             | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               |  | US        |    223500 | NS      | $3274275.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHANNEL INFRASTRUCTURE NZ LIMITED                                         | CHANNEL INFRASTRUCTURE NZ LT COMMON STOCK      | CUSIP: N/A<br>LEI: 984500A6695797B1E679       | Long             | EC               |  | NZ        |     36652 | NS      | $46611.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colruyt Group NV                                                          | COLRUYT GROUP N.V COMMON STOCK                 | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               |  | BE        |     75325 | NS      | $3399794.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                              | FX Forward Contract: USD/HKD SETTLE 2025-06-06 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1998.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitta Gelatin Inc.                                                        | NITTA GELATIN INC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4400 | NS      | $25244.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                                                 | EBAY INC COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |    195327 | NS      | $14292076.59  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer