# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0002071691-26-013353
**Filing Date:** 2026-6
**Character Count:** 296133
**Document Hash:** e0fe802da9802226f09b5efd16f60b89
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013353.hdr.sgml**: 20260618

**ACCESSION NUMBER**: 0002071691-26-013353

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20260618

**DATE AS OF CHANGE**: 20260618

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds, Inc.
- **CENTRAL INDEX KEY:** 0000355916

**ORGANIZATION NAME:**
- **EIN:** 133093080
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03290
- **FILM NUMBER:** 261101647

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Variable Series Funds, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH VARIABLE SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BlackRock Managed Volatility V.I. Fund (Series ID: S000002874)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007899 | Class I      |  |
| C000007901 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Variable Series Funds, Inc.

- **b. Investment Company Act file number:** 811-03290

- **c. CIK number of Registrant:** 0000355916

- **d. LEI of Registrant:** 5493007IJN5JRPJ1DF61

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Managed Volatility V.I. Fund

- **b. EDGAR series identifier (if any):** S000002874

- **c. LEI of Series:** HJIMESMB9B2ISPEE2374

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $158946859.21

**Total Liabilities:** $5856335.15

**Net Assets:** $153090524.06

**Cash Not Reported:** $3091667.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4.53000000 | **1-Year:** 0.00000000 | **5-Year:** 11058.12000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -0.01000000 | **1-Year:** 0.00000000 | **5-Year:** 27870.40000000 | **10-Year:** -3047.47000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007901 | 1.12%                | 2.53%                | 0.00%                |
| Class ID C000007899 | 1.11%                | 2.59%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1159163.62              | $-800906.31                                |
| Month 2  | $2070462.49              | $1410555.16                                |
| Month 3  | $1290671.59              | $2122922.50                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                         | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Group 1 Automotive, Inc.                     | Group 1 Automotive, Inc.                               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        140 | NS      | $61251.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   29000000 | PA      | $-1063.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.              | Intercontinental Exchange, Inc.                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       1473 | NS      | $248171.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  217196800 | PA      | $-6742.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10000000 | PA      | $-77874.06    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | DAX Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          1 | NC      | $9264.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                        | Thomson Reuters Corp.                                  | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        123 | NS      | $19099.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                  | Crocs, Inc.                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        138 | NS      | $11529.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                 | Oracle Corp.                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       1560 | NS      | $438734.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                              | Eaton Corp. plc                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        240 | NS      | $89820.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  105000000 | PA      | $-67970.86    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                 | Mizuho Financial Group, Inc.                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       4300 | NS      | $144548.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp.                       | Monster Beverage Corp.                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       1816 | NS      | $122234.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   54000000 | PA      | $163.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                           | Lam Research Corp.                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       2016 | NS      | $269942.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13046.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                            | Mitsui & Co. Ltd.                                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       4100 | NS      | $101807.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                  | Euronext NV                                            | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |        371 | NS      | $55542.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3820.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Canada 10-Year Bond                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -719 | NC      | $-887959.60   | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   34170941 | PA      | $-381727.44   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       5101 | NS      | $575137.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                      | Louisiana-Pacific Corp.                                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       1095 | NS      | $97279.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9000000 | PA      | $6990.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class A                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       6377 | NS      | $1550248.70   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                  | Brinker International, Inc.                            | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |        216 | NS      | $27362.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Experian plc                                 | Experian plc                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       4304 | NS      | $216177.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   86000000 | PA      | $-16772.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp.                    | United Therapeutics Corp.                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         69 | NS      | $28925.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                    | CubeSmart                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2826 | NS      | $114905.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Walmart, Inc.                                | Walmart, Inc.                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      13293 | NS      | $1369976.58   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                              | CME Group, Inc., Class A                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       1723 | NS      | $465537.37    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.              | Interactive Brokers Group, Inc., Class A               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       1842 | NS      | $126748.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        278 | NS      | $47332.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20000000 | PA      | $2386.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                        | PayPal Holdings, Inc.                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        270 | NS      | $18106.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                   | Crowdstrike Holdings, Inc., Class A                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         56 | NS      | $27461.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | Waste Management, Inc.                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        435 | NS      | $96061.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                         | SoftBank Group Corp.                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        500 | NS      | $63090.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.              | Canadian Natural Resources Ltd.                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       5086 | NS      | $162626.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  148000000 | PA      | $8423.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   92000000 | PA      | $-1954.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                   | Microchip Technology, Inc.                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       1406 | NS      | $90293.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphenol Corp.                               | Amphenol Corp., Class A                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        141 | NS      | $17448.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                      | Robinhood Markets, Inc., Class A                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        971 | NS      | $139027.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                               | BAWAG Group AG                                         | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |        138 | NS      | $18192.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22000000 | PA      | $12174.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10000000 | PA      | $-65956.67    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $215.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                       | Kyndryl Holdings, Inc.                                 | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |        743 | NS      | $22312.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                         | Meritage Homes Corp.                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       1070 | NS      | $77500.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      32832 | NS      | $6125794.56   | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                | Equifax, Inc.                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        312 | NS      | $80037.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                   | PG&E Corp.                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       6605 | NS      | $99603.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      13638 | NS      | $2994495.66   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                | Daiwa House Industry Co. Ltd.                          | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        900 | NS      | $32323.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                | BioMarin Pharmaceutical, Inc.                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        264 | NS      | $14298.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                | Ovintiv, Inc.                                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |        344 | NS      | $13890.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                     | Sea Ltd., Class A                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       1233 | NS      | $220374.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OMX Stockholm 30 Index                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -245 | NC      | $-69495.70    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                              | Advantest Corp.                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        200 | NS      | $19788.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-44286.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                  | Jabil, Inc.                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        292 | NS      | $63413.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  447000000 | PA      | $-120.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     527654 | PA      | $6666.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.          | Credo Technology Group Holding Ltd.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        492 | NS      | $71640.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                               | Ubiquiti, Inc.                                         | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         52 | NS      | $34350.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       1121 | NS      | $146256.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-599.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                              | Antofagasta plc                                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |       1339 | NS      | $49797.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Doximity, Inc.                               | Doximity, Inc., Class A                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1442 | NS      | $105482.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                 | ING Groep NV                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       2131 | NS      | $55865.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 1934000000 | PA      | $-43931.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co. Ltd.                       | Credit Saison Co. Ltd.                                 | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |       1000 | NS      | $26664.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                  | NN Group NV                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        344 | NS      | $24258.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                 | Tokyu Fudosan Holdings Corp.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       7200 | NS      | $59512.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| KLA Corp.                                    | KLA Corp.                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        231 | NS      | $249156.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                         | Curtiss-Wright Corp.                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         93 | NS      | $50493.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd.             | Brookfield Asset Management Ltd., Class A              | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        506 | NS      | $28811.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                         | ENEOS Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      41000 | NS      | $259661.48    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                     | Option Care Health, Inc.                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |        556 | NS      | $15434.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd.                           | Futu Holdings Ltd.                                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |        194 | NS      | $33738.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.           | BJ's Wholesale Club Holdings, Inc.                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        810 | NS      | $75532.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                             | Sony Group Corp.                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      16000 | NS      | $459947.23    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   11000000 | PA      | $-102298.57   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $4042.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                     | Bristol-Myers Squibb Co.                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       2774 | NS      | $125107.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1354.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $4442.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  106080000 | PA      | $3022.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                              | Eli Lilly & Co.                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        249 | NS      | $189987.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                | Danaher Corp.                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        565 | NS      | $112016.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                | Stryker Corp.                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        332 | NS      | $122730.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                   | Elastic NV                                             | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       1518 | NS      | $128255.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                        | Deckers Outdoor Corp.                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        263 | NS      | $26660.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $-5003.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1370115 | PA      | $614.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class C                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       5004 | NS      | $1218724.20   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     359573 | PA      | $-4530.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                  | Informa plc                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |       5500 | NS      | $68124.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia               | Commonwealth Bank of Australia                         | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       4435 | NS      | $489772.96    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobileye Global, Inc.                        | Mobileye Global, Inc., Class A                         | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5245 | NS      | $74059.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Intel Corp.                                  | Intel Corp.                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       9750 | NS      | $327112.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                      | Boston Scientific Corp.                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       3278 | NS      | $320031.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                  | James Hardie Industries plc                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |        195 | NS      | $3745.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                 | Intuit, Inc.                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        508 | NS      | $346918.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.        | International Business Machines Corp.                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       1295 | NS      | $365397.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20000000 | PA      | $-22.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                       | Julius Baer Group Ltd.                                 | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |        225 | NS      | $15667.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                   | Constellation Brands, Inc., Class A                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        379 | NS      | $51039.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                  | Phillips 66                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       1270 | NS      | $172745.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13000000 | PA      | $-126919.10   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $41754.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   23000000 | PA      | $2236.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                              | Snowflake, Inc., Class A                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        403 | NS      | $90896.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8000000 | PA      | $-100504.24   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                    | Sanofi SA                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       2419 | NS      | $229064.55    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                             | GE Vernova, Inc.                                       | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        148 | NS      | $91005.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.         | Frontier Communications Parent, Inc.                   | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        310 | NS      | $11578.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                                | ABIOMED, Inc., CVR                                     | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |        105 | NS      | $236.25       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Japan Post Bank Co. Ltd.                     | Japan Post Bank Co. Ltd.                               | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       7100 | NS      | $86938.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  413500000 | PA      | $42395.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                               | Fortescue Ltd.                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       4546 | NS      | $56299.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   55000000 | PA      | $-154270.94   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                      | GSK plc                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       8245 | NS      | $177036.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc.                                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       1580 | NS      | $362578.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16000000 | PA      | $-1521.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $111.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.           | Mettler-Toledo International, Inc.                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         37 | NS      | $45421.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   35000000 | PA      | $-3484.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      19770 | NS      | $5034035.10   | 3.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                    | Logitech International SA (Registered)                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        383 | NS      | $42129.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                | Moody's Corp.                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         87 | NS      | $41453.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                 | British American Tobacco plc                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |        727 | NS      | $38667.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                              | thyssenkrupp AG                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |       7752 | NS      | $106960.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.       | Check Point Software Technologies Ltd.                 | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |        401 | NS      | $82970.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.              | Automatic Data Processing, Inc.                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       1145 | NS      | $336057.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                          | Expand Energy Corp.                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       1311 | NS      | $139280.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                  | Swedbank AB, Class A                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       2317 | NS      | $69940.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                               | DoorDash, Inc., Class A                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        344 | NS      | $93564.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                 | Fiserv, Inc.                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       1495 | NS      | $192750.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co. Ltd.                           | Sino Land Co. Ltd.                                     | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |      14000 | NS      | $17700.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-114.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                           | Royalty Pharma plc, Class A                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |        516 | NS      | $18204.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $337.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                           | Devon Energy Corp.                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       3809 | NS      | $133543.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                         | NextEra Energy, Inc.                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        676 | NS      | $51031.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $9725.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   14000000 | PA      | $3644.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                    | Recruit Holdings Co. Ltd.                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       4100 | NS      | $220431.89    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                       | Southwest Airlines Co.                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        742 | NS      | $23677.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                    | adidas AG                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        829 | NS      | $175649.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                             | Boeing Co. (The)                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        613 | NS      | $132303.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27000000 | PA      | $-1898.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $3628.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.              | Galaxy Entertainment Group Ltd.                        | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |      12000 | NS      | $65980.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                 | Dai-ichi Life Holdings, Inc.                           | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      20500 | NS      | $161256.49    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                | JB Hi-Fi Ltd.                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |       1228 | NS      | $94246.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                             | Fair Isaac Corp.                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         49 | NS      | $73329.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                | Gartner, Inc.                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        690 | NS      | $181380.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4000000 | PA      | $-3766.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   90820000 | PA      | $-22166.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                          | BlackRock Cash Funds: Institutional, SL Agency Shares  | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    1607738 | NS      | $1608541.91   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-42866.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $247.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                       | AP Moller - Maersk A/S, Class B                        | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         22 | NS      | $43247.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                       | Mercedes-Benz Group AG                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       1642 | NS      | $103495.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                         | American Express Co.                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        695 | NS      | $230851.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  137500000 | PA      | $-106149.93   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                          | EssilorLuxottica SA                                    | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        620 | NS      | $201967.36    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                      | Uber Technologies, Inc.                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        235 | NS      | $23022.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Euro-Buxl                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -17 | NC      | $-56482.33    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                        | Spotify Technology SA                                  | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        512 | NS      | $357376.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                             | Kroger Co. (The)                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       3427 | NS      | $231014.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                     | Svenska Handelsbanken AB, Class A                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      13392 | NS      | $174733.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                         | Allstate Corp. (The)                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        268 | NS      | $57526.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                   | Digital Realty Trust, Inc.                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        586 | NS      | $101307.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       2600 | NS      | $143728.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   46000000 | PA      | $28166.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                        | MGIC Investment Corp.                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       1645 | NS      | $46668.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | TOPIX Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         -7 | NC      | $10859.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        638 | NS      | $118297.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                             | Mastercard, Inc., Class A                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       1274 | NS      | $724663.94    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $-2411.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                 | Barclays plc                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      31637 | NS      | $162782.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corp.                                  | Fluor Corp.                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       1080 | NS      | $45435.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                    | Bank of Ireland Group plc                              | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       1406 | NS      | $23279.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                     | XP, Inc., Class A                                      | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        217 | NS      | $4077.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                 | Pfizer, Inc.                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      14968 | NS      | $381384.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                               | BNP Paribas SA                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       2400 | NS      | $219510.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                     | Accelleron Industries AG                               | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |        133 | NS      | $11263.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                | Zscaler, Inc.                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        183 | NS      | $54837.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                              | Confluent, Inc., Class A                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |       1164 | NS      | $23047.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   29222200 | PA      | $-100343.53   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                         | Ally Financial, Inc.                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       6213 | NS      | $243549.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  124000000 | PA      | $2695.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2015000 | PA      | $-259.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11000000 | PA      | $-184.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.       | Bright Horizons Family Solutions, Inc.                 | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        288 | NS      | $31268.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2199.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                | Industria de Diseno Textil SA                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        670 | NS      | $37080.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  137500000 | PA      | $80672.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp.                   | Taylor Morrison Home Corp.                             | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       1761 | NS      | $116243.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.            | Sumitomo Mitsui Trust Group, Inc.                      | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |       7400 | NS      | $214777.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                  | Tesla, Inc.                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       3961 | NS      | $1761535.92   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA          | Banca Monte dei Paschi di Siena SpA                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      10836 | NS      | $96420.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                        | Swiss Life Holding AG (Registered)                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |         57 | NS      | $61537.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                    | Lululemon Athletica, Inc.                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        745 | NS      | $132557.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                          | Capri Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |          1 | NS      | $19.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp.                                | Shimizu Corp.                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       1800 | NS      | $25286.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                     | Ipsen SA                                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |        204 | NS      | $27392.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $-2663.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG       | Chocoladefabriken Lindt & Spruengli AG                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |          1 | NS      | $15288.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Euro-Bund                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -130 | NC      | $-53218.34    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                  | Nucor Corp.                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       1105 | NS      | $149650.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                        | Arista Networks, Inc.                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       4046 | NS      | $589542.66    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA                                     | Ageas SA                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        631 | NS      | $43763.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                   | Prudential Financial, Inc.                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        481 | NS      | $49898.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   88000000 | PA      | $-2491.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2000000 | PA      | $391.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3508.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $10901.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                  | United Parcel Service, Inc., Class B                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       1306 | NS      | $109090.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd.                                   | Aegon Ltd.                                             | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |      12854 | NS      | $103628.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.         | MS&AD Insurance Group Holdings, Inc.                   | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |       5800 | NS      | $131346.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                    | Thales SA                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        200 | NS      | $63222.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirby Corp.                                  | Kirby Corp.                                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        409 | NS      | $34131.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SPI 200 Index                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -42 | NC      | $1618.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                 | UBS Group AG (Registered)                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       5865 | NS      | $241131.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                     | Marvell Technology, Inc.                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2474 | NS      | $207989.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                   | Simon Property Group, Inc.                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        619 | NS      | $116167.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                   | Hexagon AB, Class B                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       1240 | NS      | $14797.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CAC 40 Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         90 | NC      | $106713.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12876.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                      | SSAB AB, Class B                                       | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       4356 | NS      | $25402.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                         | Steel Dynamics, Inc.                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         88 | NS      | $12269.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent plc                             | Severn Trent plc                                       | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        885 | NS      | $30856.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                       | US Foods Holding Corp.                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        174 | NS      | $13331.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                           | Chord Energy Corp.                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |        216 | NS      | $21463.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                     | Vinci SA                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        868 | NS      | $120627.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    9000000 | PA      | $-108897.63   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |        153 | NS      | $16822.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                           | Publicis Groupe SA                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        443 | NS      | $42631.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dutch Bros, Inc.                             | Dutch Bros, Inc., Class A                              | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        654 | NS      | $34230.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                               | Assurant, Inc.                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        153 | NS      | $33139.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                      | Molina Healthcare, Inc.                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        218 | NS      | $41716.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                             | DraftKings, Inc., Class A                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        391 | NS      | $14623.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE          | LVMH Moet Hennessy Louis Vuitton SE                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        343 | NS      | $211075.79    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                            | Essent Group Ltd.                                      | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       1982 | NS      | $125975.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                     | Panasonic Holdings Corp.                               | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |      14600 | NS      | $158469.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                              | KKR & Co., Inc.                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |         90 | NS      | $11695.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX plc                                     | RELX plc                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       2555 | NS      | $122074.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                            | HF Sinclair Corp.                                      | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       1203 | NS      | $62965.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                             | NU Holdings Ltd., Class A                              | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |       4228 | NS      | $67690.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9000000 | PA      | $-163.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                        | Mitsui OSK Lines Ltd.                                  | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        600 | NS      | $18215.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)         | Hartford Insurance Group, Inc. (The)                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        374 | NS      | $49887.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                      | Progressive Corp. (The)                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       1012 | NS      | $249913.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd.                             | Pro Medicus Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        238 | NS      | $48455.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp.                      | Paylocity Holding Corp.                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        605 | NS      | $96358.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                       | Trade Desk, Inc. (The), Class A                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       2038 | NS      | $99882.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                       | Home Depot, Inc. (The)                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        120 | NS      | $48622.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13000000 | PA      | $-124860.48   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                    | Airbus SE                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        645 | NS      | $150624.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                        | St. James's Place plc                                  | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |       2147 | NS      | $36746.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                       | AXA SA                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       3623 | NS      | $173741.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   36500000 | PA      | $-457.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $5518.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                               | Exelixis, Inc.                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       1265 | NS      | $52244.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Nasdaq-100 E-Mini Index                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -18 | NC      | $-233775.68   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                          | Helvetia Holding AG (Registered)                       | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |         46 | NS      | $11304.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                        | Schneider Electric SE                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        301 | NS      | $84723.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $47903.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                           | HealthEquity, Inc.                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |        125 | NS      | $11846.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G plc                                      | M&G plc                                                | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |       9749 | NS      | $33247.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                          | Tokyo Electron Ltd.                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        700 | NS      | $124086.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                      | Bank Leumi Le-Israel BM                                | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |       2066 | NS      | $40705.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                     | Skyworks Solutions, Inc.                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        322 | NS      | $24787.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IBEX 35 Index                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        -27 | NC      | $-119983.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                       | Trane Technologies plc                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        107 | NS      | $45149.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                    | Williams Cos., Inc. (The)                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       3976 | NS      | $251879.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5000000 | PA      | $1630.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                               | Rheinmetall AG                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         93 | NS      | $217542.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3000000 | PA      | $1639.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16000000 | PA      | $-1415.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                               | VeriSign, Inc.                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       1157 | NS      | $323462.49    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)     | PNC Financial Services Group, Inc. (The)               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        456 | NS      | $91624.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                     | Hermes International SCA                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         21 | NS      | $51639.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                        | Resona Holdings, Inc.                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       3400 | NS      | $34670.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  137500000 | PA      | $82770.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                 | CarMax, Inc.                                           | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2262 | NS      | $101495.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                    | Amundi SA                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |        567 | NS      | $45062.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                 | Hitachi Ltd.                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       5100 | NS      | $135114.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                           | Banco Santander SA                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      29863 | NS      | $313391.83    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                   | Travelers Cos., Inc. (The)                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       1129 | NS      | $315239.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                 | Genpact Ltd.                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |        615 | NS      | $25762.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                   | Eiffage SA                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        220 | NS      | $28185.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | SET50 Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |        401 | NC      | $-9379.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                        | Westpac Banking Corp.                                  | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       1170 | NS      | $30144.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd.                         | Viking Holdings Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        299 | NS      | $18585.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                 | Chipotle Mexican Grill, Inc.                           | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3150 | NS      | $123448.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                  | Adobe, Inc.                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       1291 | NS      | $455400.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                             | Novo Nordisk A/S, Class B                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       1182 | NS      | $65815.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                               | Air Liquide SA                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        898 | NS      | $187104.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                  | Carvana Co., Class A                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        448 | NS      | $169003.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1996.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                           | Altria Group, Inc.                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       8783 | NS      | $580204.98    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $3076.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                         | Banco de Sabadell SA                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       6872 | NS      | $26822.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $-142.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7000000 | PA      | $-106.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                 | ROBLOX Corp., Class A                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        723 | NS      | $100149.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                 | Daiwa Securities Group, Inc.                           | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       9500 | NS      | $77197.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                   | Performance Food Group Co.                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        346 | NS      | $35997.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                      | Aristocrat Leisure Ltd.                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       6027 | NS      | $279010.78    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        237 | NS      | $32350.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                       | General Dynamics Corp.                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        110 | NS      | $37510.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                         | Dollar General Corp.                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       1898 | NS      | $196158.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralph Lauren Corp.                           | Ralph Lauren Corp., Class A                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        151 | NS      | $47347.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4898.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                               | Autodesk, Inc.                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        108 | NS      | $34308.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                          | TE Connectivity plc                                    | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        631 | NS      | $138523.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                  | Sysco Corp.                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       4095 | NS      | $337182.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                   | MarketAxess Holdings, Inc.                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        210 | NS      | $36592.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.              | Universal Health Services, Inc., Class B               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        252 | NS      | $51518.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swissquote Group Holding SA                  | Swissquote Group Holding SA (Registered)               | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |         24 | NS      | $16882.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                       | Eurofins Scientific SE                                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |        282 | NS      | $20565.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                 | Iberdrola SA                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      14068 | NS      | $266297.89    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                  | Cie Financiere Richemont SA (Registered)               | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        666 | NS      | $127849.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                | Kyocera Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       6400 | NS      | $85975.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $-2.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10000000 | PA      | $5346.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera, Inc.                                 | Natera, Inc.                                           | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        587 | NS      | $94489.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                               | Celanese Corp.                                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        737 | NS      | $31012.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                               | Commerzbank AG                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       1543 | NS      | $58421.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                     | Snam SpA                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       8457 | NS      | $50777.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                              | Citigroup, Inc.                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       3029 | NS      | $307443.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group plc                                 | 3i Group plc                                           | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       2831 | NS      | $156053.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                       | BP plc                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      36406 | NS      | $209030.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                 | Airbnb, Inc., Class A                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       1412 | NS      | $171445.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.            | Singapore Telecommunications Ltd.                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      49700 | NS      | $158894.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                        | Axon Enterprise, Inc.                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        151 | NS      | $108363.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   30000000 | PA      | $2205.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |     455576 | PA      | $4576.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   21000000 | PA      | $-8865.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                | Corteva, Inc.                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       6198 | NS      | $419170.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                         | Exact Sciences Corp.                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        275 | NS      | $15045.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                    | ExlService Holdings, Inc.                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       6303 | NS      | $277521.09    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandisk Corp.                                | Sandisk Corp.                                          | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        342 | NS      | $38372.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | MSCI EAFE E-Mini Index                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -196 | NC      | $-122927.15   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd.                    | Israel Discount Bank Ltd., Class A                     | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       1686 | NS      | $16657.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                           | Computershare Ltd.                                     | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |       2478 | NS      | $59536.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $-1105.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                             | S&P Global, Inc.                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        370 | NS      | $180082.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                       | Encompass Health Corp.                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       2145 | NS      | $272457.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $2297.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   35639400 | PA      | $-1260463.70  | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                     | Tower Semiconductor Ltd.                               | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |        467 | NS      | $33764.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd.                              | Wesfarmers Ltd.                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       2028 | NS      | $123369.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-294.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                 | Nasdaq, Inc.                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        726 | NS      | $64214.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                               | AutoZone, Inc.                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         10 | NS      | $42902.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco, Inc.                          | Japan Tobacco, Inc.                                    | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       3800 | NS      | $124628.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)        | Interpublic Group of Cos., Inc. (The)                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        191 | NS      | $5330.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   29000000 | PA      | $8489.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       1535 | NS      | $140345.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P/TSX 60 Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         13 | NC      | $62090.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 E-Mini Index                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -90 | NC      | $-331140.11   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                    | Gecina SA                                              | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |        208 | NS      | $20895.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                 | Invesco Ltd.                                           | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       1215 | NS      | $27872.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 9463157475 | PA      | $-631894.82   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3290000 | PA      | $244.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class B                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       1234 | NS      | $70695.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                               | Broadcom, Inc.                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       6264 | NS      | $2066556.24   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6933.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp.                               | McKesson Corp.                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        507 | NS      | $391677.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                | Datadog, Inc., Class A                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        136 | NS      | $19366.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1000000 | PA      | $637.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp.                               | Teradata Corp.                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |        126 | NS      | $2710.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                   | Sarepta Therapeutics, Inc.                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |        123 | NS      | $2370.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                          | Societe Generale SA                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        925 | NS      | $61583.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                     | ABB Ltd. (Registered)                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       2815 | NS      | $203702.77    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc              | London Stock Exchange Group plc                        | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |       1067 | NS      | $122366.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                              | BAE Systems plc                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       4626 | NS      | $128771.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   34000000 | PA      | $38868.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                | Fukuoka Financial Group, Inc.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        500 | NS      | $14954.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc., Class A                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       2628 | NS      | $1929950.64   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                | Medtronic plc                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        493 | NS      | $46953.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.               | United Airlines Holdings, Inc.                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        441 | NS      | $42556.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   62000000 | PA      | $-1359.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                      | Saab AB, Class B                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |       1078 | NS      | $66234.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                  | Capital One Financial Corp.                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        216 | NS      | $45917.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                       | Costco Wholesale Corp.                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       1281 | NS      | $1185732.03   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $1923.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31000000 | PA      | $-14676.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10000000 | PA      | $-1647.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDI                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    3959765 | PA      | $2761.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot, Inc.                                | HubSpot, Inc.                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        120 | NS      | $56136.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $617.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                             | Loblaw Cos. Ltd.                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       2169 | NS      | $83895.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd.                           | Sekisui House Ltd.                                     | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |       7700 | NS      | $175117.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        421 | NS      | $410553.76    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   34500000 | PA      | $693.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                  | Keysight Technologies, Inc.                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        563 | NS      | $98479.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                     | VF Corp.                                               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       1093 | NS      | $15771.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.            | Philip Morris International, Inc.                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       4138 | NS      | $671183.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                          | Qantas Airways Ltd.                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      16522 | NS      | $119384.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   35000000 | PA      | $-1086.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                 | Leonardo SpA                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        559 | NS      | $35768.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                       | AP Moller - Maersk A/S, Class A                        | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         14 | NS      | $27462.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4000000 | PA      | $-3194.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                               | Carnival Corp.                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        879 | NS      | $25411.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                            | Robert Half, Inc.                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        131 | NS      | $4451.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $67.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                | Alnylam Pharmaceuticals, Inc.                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         52 | NS      | $23712.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                      | DBS Group Holdings Ltd.                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       3000 | NS      | $118973.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaxcyte, Inc.                                | Vaxcyte, Inc.                                          | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |        713 | NS      | $25682.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                  | Reckitt Benckiser Group plc                            | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       1408 | NS      | $108418.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                  | Canon, Inc.                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        400 | NS      | $11673.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                  | Palantir Technologies, Inc., Class A                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       3003 | NS      | $547807.26    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                       | Keurig Dr Pepper, Inc.                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       2144 | NS      | $54693.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group plc                           | Kingspan Group plc                                     | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |        176 | NS      | $14715.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4245.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                          | Intesa Sanpaolo SpA                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      71593 | NS      | $473886.70    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                       | Invitation Homes, Inc.                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7651 | NS      | $224403.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $-114.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                | Comcast Corp., Class A                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      11807 | NS      | $370975.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                | GoDaddy, Inc., Class A                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        942 | NS      | $128893.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd.               | Insurance Australia Group Ltd.                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |       4847 | NS      | $26264.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                               | Fortinet, Inc.                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        323 | NS      | $27157.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1956.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                 | Otsuka Corp.                                           | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |       2200 | NS      | $45923.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.        | Sumitomo Mitsui Financial Group, Inc.                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |      15300 | NS      | $430432.99    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                     | Motorola Solutions, Inc.                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        877 | NS      | $401043.33    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)        | Kansai Electric Power Co., Inc. (The)                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       2100 | NS      | $30038.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93500000 | PA      | $-72425.43    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.          | Hong Kong Exchanges & Clearing Ltd.                    | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       1700 | NS      | $96509.95     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                   | United Utilities Group plc                             | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |       2354 | NS      | $36366.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | FTSE 100 Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          4 | NC      | $6003.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                        | STMicroelectronics NV                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       2321 | NS      | $65602.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                        | Cardinal Health, Inc.                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       2329 | NS      | $365559.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                       | Antero Resources Corp.                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        930 | NS      | $31210.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                              | RB Global, Inc.                                        | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        245 | NS      | $26548.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                       | SAP SE                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       1476 | NS      | $395224.43    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7990.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                             | Blackstone, Inc., Class A                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        969 | NS      | $165553.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11000000 | PA      | $3671.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc.                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        686 | NS      | $822459.12    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   73000000 | PA      | $-5122.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| API Group Corp.                              | API Group Corp.                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |       3716 | NS      | $127718.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital, Inc.                       | Blue Owl Capital, Inc., Class A                        | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2955 | NS      | $50028.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rubrik, Inc.                                 | Rubrik, Inc., Class A                                  | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |        165 | NS      | $13571.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp.                                    | NEC Corp.                                              | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       5800 | NS      | $185652.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | MSCI Singapore Index                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -59 | NC      | $-1810.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       9415 | NS      | $455026.95    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                         | Dassault Systemes SE                                   | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       1961 | NS      | $65970.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                       | Tenet Healthcare Corp.                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        759 | NS      | $154107.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                 | Dexcom, Inc.                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        644 | NS      | $43334.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                            | Wells Fargo & Co.                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       5084 | NS      | $426140.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp.              | Brookfield Infrastructure Corp., Class A               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |        923 | NS      | $37909.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                    | Rockwell Automation, Inc.                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        202 | NS      | $70605.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                        | Deutsche Lufthansa AG (Registered)                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |       1629 | NS      | $13825.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                     | LY Corp.                                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      22300 | NS      | $71583.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   21000000 | PA      | $5817.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93500000 | PA      | $57396.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                      | WPP plc                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |       1452 | NS      | $7237.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       8380 | NS      | $573359.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.         | Mitsubishi UFJ Financial Group, Inc.                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      16500 | NS      | $266167.75    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                        | BellRing Brands, Inc.                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        597 | NS      | $21700.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.             | Mitsubishi Heavy Industries Ltd.                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       5300 | NS      | $138696.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDI                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   21016462 | PA      | $5580.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                  | Bandai Namco Holdings, Inc.                            | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |        400 | NS      | $13308.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                    | KBR, Inc.                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       1651 | NS      | $78075.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co. Ltd.                  | Seven & i Holdings Co. Ltd.                            | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       2900 | NS      | $38913.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Casey's General Stores, Inc.                 | Casey's General Stores, Inc.                           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        185 | NS      | $104584.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                             | Bank Hapoalim BM                                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |       1720 | NS      | $34962.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1970244 | PA      | $8998.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                         | JPMorgan Chase & Co.                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       4898 | NS      | $1544976.14   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3000000 | PA      | $-17221.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                     | Berkshire Hathaway, Inc., Class B                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       2351 | NS      | $1181941.74   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                         | Light & Wonder, Inc., Class A                          | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |        258 | NS      | $21656.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                   | Haleon plc                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       9317 | NS      | $41928.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       3196 | NS      | $508036.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                        | Nomura Holdings, Inc.                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      27100 | NS      | $198607.07    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3997.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                 | Unilever plc                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       3172 | NS      | $187492.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                        | Affirm Holdings, Inc., Class A                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        308 | NS      | $22508.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                         | PPG Industries, Inc.                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        647 | NS      | $68006.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                 | Ferrovial SE                                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        721 | NS      | $41414.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Global-e Online Ltd.                         | Global-e Online Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |        297 | NS      | $10620.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                 | Securitas AB, Class B                                  | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |       1944 | NS      | $29302.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSA Safety, Inc.                             | MSA Safety, Inc.                                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |          9 | NS      | $1548.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22000000 | PA      | $15877.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                   | Vonovia SE                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       1142 | NS      | $35689.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                 | Advanced Micro Devices, Inc.                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       2344 | NS      | $379235.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.               | Apollo Global Management, Inc.                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        519 | NS      | $69167.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                   | Constellation Energy Corp.                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        215 | NS      | $70750.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                            | Lowe's Cos., Inc.                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        324 | NS      | $81424.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                         | Analog Devices, Inc.                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1380 | NS      | $339066.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp.                           | FirstService Corp.                                     | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |        258 | NS      | $49156.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $-247.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                | Schroders plc                                          | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |       8796 | NS      | $44635.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                         | Macquarie Group Ltd.                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       1956 | NS      | $283913.50    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                      | Applied Materials, Inc.                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        896 | NS      | $183447.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1595416 | PA      | $7390.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                            | National Grid plc                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      10931 | NS      | $157063.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                 | Wix.com Ltd.                                           | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |        432 | NS      | $76736.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | FTSE/MIB Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         29 | NC      | $-26627.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                   | Allianz SE (Registered)                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        662 | NS      | $278521.04    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                   | Edenred SE                                             | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        573 | NS      | $13645.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   48000000 | PA      | $-4718.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | U.S. Treasury 2-Year Note                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         28 | NC      | $-1327.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3475.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   16000000 | PA      | $-197614.22   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                | Chevron Corp.                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2174 | NS      | $337600.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                            | Cigna Group (The)                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       1276 | NS      | $367807.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                           | Credit Agricole SA                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       2332 | NS      | $45954.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                     | F5, Inc.                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        128 | NS      | $41368.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                         | Planet Fitness, Inc., Class A                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       1009 | NS      | $104734.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93500000 | PA      | $58394.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   97000000 | PA      | $-10967.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                 | Target Corp.                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       2042 | NS      | $183167.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                       | SGS SA (Registered)                                    | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       1777 | NS      | $184665.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group, Inc.                | American Airlines Group, Inc.                          | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |       3275 | NS      | $36811.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.            | Installed Building Products, Inc.                      | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |         94 | NS      | $23186.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                | Insulet Corp.                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        184 | NS      | $56806.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                        | Delta Air Lines, Inc.                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       1013 | NS      | $57487.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $8726.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11471.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd.                                    | Flex Ltd.                                              | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |       2467 | NS      | $143011.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman Brothers Holdings, Inc.               | Lehman Brothers Holdings, Inc.                         | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |      25000 | PA      | $0.00         | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Broadridge Financial Solutions, Inc.         | Broadridge Financial Solutions, Inc.                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        225 | NS      | $53588.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                   | Charles Schwab Corp. (The)                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       4897 | NS      | $467516.59    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                        | Southern Copper Corp.                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        109 | NS      | $13228.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1893.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                    | Shell plc                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      13917 | NS      | $496016.33    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                           | Pure Storage, Inc., Class A                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        358 | NS      | $30003.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                 | Lennar Corp., Class A                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        385 | NS      | $48525.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings plc                  | Berkeley Group Holdings plc                            | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |        799 | NS      | $41296.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22000000 | PA      | $-1689.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                   | Edwards Lifesciences Corp.                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        222 | NS      | $17264.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                             | Roche Holding AG                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        105 | NS      | $36328.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                | Asbury Automotive Group, Inc.                          | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        135 | NS      | $33000.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                     | U.S. Treasury Bills                                    | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3702200 | PA      | $3699690.35   | 2.42%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       1478 | NS      | $247298.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                      | Primoris Services Corp.                                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |        159 | NS      | $21835.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    3661301 | PA      | $37059.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                      | Singapore Airlines Ltd.                                | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |       4400 | NS      | $22243.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA           | Banco Bilbao Vizcaya Argentaria SA                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       9907 | NS      | $190904.26    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                      | Veolia Environnement SA                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       2285 | NS      | $77923.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4000000 | PA      | $-44284.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                    | Segro plc                                              | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |       3824 | NS      | $33789.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                       | Verisk Analytics, Inc.                                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        559 | NS      | $140594.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku Electric Power Co., Inc.              | Tohoku Electric Power Co., Inc.                        | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |       3000 | NS      | $21782.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                  | Teledyne Technologies, Inc.                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        227 | NS      | $133031.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                  | Tokio Marine Holdings, Inc.                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       2100 | NS      | $88878.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                               | Duolingo, Inc., Class A                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        218 | NS      | $70161.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | U.S. Treasury 10-Year Note                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        222 | NC      | $31271.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                     | Guidewire Software, Inc.                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |        205 | NS      | $47121.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Toyota Motor Corp.                           | Toyota Motor Corp.                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      16200 | NS      | $311144.75    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                          | Coca-Cola Co. (The)                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       3630 | NS      | $240741.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Euro-OAT                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         67 | NC      | $-15929.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                      | Tokyo Tatemono Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |      10000 | NS      | $200159.51    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                      | DuPont de Nemours, Inc.                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       1584 | NS      | $123393.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                     | Zebra Technologies Corp., Class A                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         68 | NS      | $20206.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.    | MACOM Technology Solutions Holdings, Inc.              | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        458 | NS      | $57016.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                    | Janus Henderson Group plc                              | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |       5911 | NS      | $263098.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.             | SS&C Technologies Holdings, Inc.                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        988 | NS      | $87694.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8000000 | PA      | $-920.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | WIG20 Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | PL        |        250 | NC      | $-8212.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                     | Infineon Technologies AG                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |        301 | NS      | $11808.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                               | AppLovin Corp., Class A                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        221 | NS      | $158797.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                         | Coterra Energy, Inc.                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       3308 | NS      | $78234.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                 | Japan Post Holdings Co. Ltd.                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      51000 | NS      | $506190.43    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                             | ServiceNow, Inc.                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        339 | NS      | $311974.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $30976.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                   | Ameriprise Financial, Inc.                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        476 | NS      | $233835.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports, Inc.                            | Amer Sports, Inc.                                      | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |       4297 | NS      | $149320.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | U.S. Treasury 5-Year Note                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         27 | NC      | $3761.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | MSCI EAFE E-Mini Index                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         23 | NC      | $12399.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                    | Millrose Properties, Inc., Class A                     | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        160 | NS      | $5377.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International, Inc.                      | TFI International, Inc.                                | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |        320 | NS      | $28162.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                   | Lear Corp.                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        212 | NS      | $21329.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zurich Insurance Group AG                    | Zurich Insurance Group AG                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        489 | NS      | $349529.06    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                    | Dow, Inc.                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        800 | NS      | $18344.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                      | Mitsui Fudosan Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       2900 | NS      | $31569.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                   | Procter & Gamble Co. (The)                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        696 | NS      | $106940.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                  | Aena SME SA                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |        920 | NS      | $25152.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |     767604 | PA      | $-2258.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                | UniCredit SpA                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        861 | NS      | $65517.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                    | BlackRock Liquidity Funds, T-Fund, Institutional Class | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   15207599 | NS      | $15207598.56  | 9.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp.                           | Primo Brands Corp., Class A                            | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |        540 | NS      | $11934.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  253803200 | PA      | $-7232.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                       | Truist Financial Corp.                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        833 | NS      | $38084.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                        | Onto Innovation, Inc.                                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        241 | NS      | $31142.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.        | Restaurant Brands International, Inc.                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        304 | NS      | $19498.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1337.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6000000 | PA      | $-45198.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                        | Global Payments, Inc.                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       2068 | NS      | $171809.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                       | Standard Chartered plc                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       5978 | NS      | $116018.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon plc                                | Persimmon plc                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |       1755 | NS      | $27417.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SentinelOne, Inc.                            | SentinelOne, Inc., Class A                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |        525 | NS      | $9245.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp.                               | Obayashi Corp.                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       1300 | NS      | $21337.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   45000000 | PA      | $422041.44    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     486911 | PA      | $3355.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Mini-DAX Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -4 | NC      | $-7973.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                | MetLife, Inc.                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       4005 | NS      | $329891.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1486.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   13107133 | PA      | $-11582.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    2013124 | PA      | $-8865.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                        | Coinbase Global, Inc., Class A                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        375 | NS      | $126558.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $8207.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $-4096.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                   | Siemens AG (Registered)                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        207 | NS      | $55885.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)              | Goldman Sachs Group, Inc. (The)                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        260 | NS      | $207051.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                    | Kellanova                                              | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        370 | NS      | $30347.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA | Cie Generale des Etablissements Michelin SCA           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |       1165 | NS      | $41955.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1518.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                               | REA Group Ltd.                                         | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |        416 | NS      | $63613.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  137500000 | PA      | $-105691.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                    | QIAGEN NV                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |       1569 | NS      | $70102.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                        | Walt Disney Co. (The)                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       2617 | NS      | $299646.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Euro-BTP                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -102 | NC      | $-90262.03    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                              | AstraZeneca plc                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       3068 | NS      | $470021.02    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                             | AutoNation, Inc.                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        340 | NS      | $74381.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                 | Humana, Inc.                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         96 | NS      | $24976.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.              | Principal Financial Group, Inc.                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        914 | NS      | $75779.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                  | Amgen, Inc.                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        766 | NS      | $216165.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 E-Mini Index                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         22 | NC      | $98898.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $3381.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       9758 | NS      | $5054156.10   | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     122425 | PA      | $1715.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA, Inc.                    | Comfort Systems USA, Inc.                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        184 | NS      | $151833.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                   | ORIX Corp.                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       4900 | NS      | $128605.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   34500000 | PA      | $1033.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp.                        | Ares Management Corp., Class A                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        249 | NS      | $39812.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                        | Bank of America Corp.                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      13678 | NS      | $705648.02    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   97920000 | PA      | $-343.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1614885 | PA      | $31.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7879.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive, Inc.                      | Rivian Automotive, Inc., Class A                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |        884 | NS      | $12977.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                | Nutanix, Inc., Class A                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        212 | NS      | $15770.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                | Rio Tinto plc                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       1100 | NS      | $72492.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                  | ONEOK, Inc.                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        363 | NS      | $26488.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                   | NIKE, Inc., Class B                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        955 | NS      | $66592.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                           | Badger Meter, Inc.                                     | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        191 | NS      | $34108.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                               | Unicharm Corp.                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |      22100 | NS      | $143373.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                    | Safran SA                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        813 | NS      | $288508.55    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                            | Ashtead Group plc                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |       1855 | NS      | $124398.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                 | Centrica plc                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |      10071 | NS      | $22615.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                              | Kerry Group plc, Class A                               | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |        268 | NS      | $24194.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | FTSE/JSE Top 40 Index                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |          1 | NC      | $2103.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                  | Santos Ltd.                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       9894 | NS      | $43937.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2140.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                | Banco BPM SpA                                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |       1170 | NS      | $17559.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                           | Elbit Systems Ltd.                                     | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |         24 | NS      | $12209.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.               | Techtronic Industries Co. Ltd.                         | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       1500 | NS      | $19174.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                      | Waste Connections, Inc.                                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |         84 | NS      | $14767.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                               | SoftBank Corp.                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     139600 | NS      | $205323.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   21000000 | PA      | $1220.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                   | Ferguson Enterprises, Inc.                             | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        484 | NS      | $108696.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                          | Lithia Motors, Inc., Class A                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        281 | NS      | $88796.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2577.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                               | AIA Group Ltd.                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      50800 | NS      | $486865.46    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                               | Tapestry, Inc.                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       1445 | NS      | $163602.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                | Honeywell International, Inc.                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       3388 | NS      | $713174.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                             | TotalEnergies SE                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       2862 | NS      | $174320.51    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.               | Shizuoka Financial Group, Inc.                         | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |       1100 | NS      | $15047.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                     | Engie SA                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       2677 | NS      | $57546.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20000000 | PA      | $11319.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                           | MercadoLibre, Inc.                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         26 | NS      | $60760.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                | Coupang, Inc., Class A                                 | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       1593 | NS      | $51294.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                    | Nestle SA (Registered)                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        704 | NS      | $64652.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $-557.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Euro-Bund                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        395 | NC      | $136263.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd.                             | Coles Group Ltd.                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       6281 | NS      | $96682.34     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                 | Hasbro, Inc.                                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       2429 | NS      | $184239.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3710000 | PA      | $-832.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                       | OneMain Holdings, Inc.                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       3343 | NS      | $188745.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB24 Ltd.                                   | HUB24 Ltd.                                             | CUSIP: N/A<br>LEI: 529900O2RAS904TFIR32       | Long             | EC               | CORP              | AU        |        209 | NS      | $13935.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                             | Coca-Cola HBC AG                                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       1000 | NS      | $47178.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                    | RTX Corp.                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       1230 | NS      | $205815.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                   | STERIS plc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        273 | NS      | $67551.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                        | Waystar Holding Corp.                                  | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1225 | NS      | $46452.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                         | HCA Healthcare, Inc.                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        369 | NS      | $157267.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        242 | NS      | $18822.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                         | Dassault Aviation SA                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |         69 | NS      | $23244.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.              | Sumitomo Rubber Industries Ltd.                        | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |       1500 | NS      | $18187.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                        | Elevance Health, Inc.                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        708 | NS      | $228768.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                     | Intuitive Surgical, Inc.                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        303 | NS      | $135510.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  243477502 | PA      | $186078.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                 | AbbVie, Inc.                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       2330 | NS      | $539488.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                   | Etsy, Inc.                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        645 | NS      | $42821.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                      | Arrow Electronics, Inc.                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        474 | NS      | $57354.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1415.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                          | Union Pacific Corp.                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        250 | NS      | $59092.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                            | Dollar Tree, Inc.                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       1075 | NS      | $101447.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.           | Reinsurance Group of America, Inc.                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        587 | NS      | $112780.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                     | Marathon Petroleum Corp.                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        674 | NS      | $129906.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.              | Regeneron Pharmaceuticals, Inc.                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        207 | NS      | $116389.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                       | Booking Holdings, Inc.                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         64 | NS      | $345553.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $-4084.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets, Inc.                       | Tradeweb Markets, Inc., Class A                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        461 | NS      | $51161.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                      | GFL Environmental, Inc.                                | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |       1755 | NS      | $83178.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                        | Mr Cooper Group, Inc.                                  | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |         35 | NS      | $7377.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                     | U.S. Treasury Bills                                    | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4616200 | PA      | $4602196.99   | 3.01%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   18000000 | PA      | $3669.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astera Labs, Inc.                            | Astera Labs, Inc.                                      | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |        270 | NS      | $52866.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                            | Hershey Co. (The)                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        193 | NS      | $36100.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    3387115 | PA      | $435.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   93500000 | PA      | $-72643.66    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Copart, Inc.                                 | Copart, Inc.                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       1044 | NS      | $46948.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.           | American International Group, Inc.                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        468 | NS      | $36756.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  200000000 | PA      | $-86018.85    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                        | Gilead Sciences, Inc.                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       1075 | NS      | $119325.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group, Inc.                   | Sony Financial Group, Inc.                             | CUSIP: N/A<br>LEI: 353800O7BDSU41WOZA60       | Long             | EC               | CORP              | JP        |      16000 | NS      | $17743.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy, Inc.                               | Strategy, Inc., Class A                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        292 | NS      | $94085.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                     | UnitedHealth Group, Inc.                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       1606 | NS      | $554551.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                           | General Motors Co.                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       1975 | NS      | $120415.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                   | Carpenter Technology Corp.                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        867 | NS      | $212883.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $136.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SiTime Corp.                                 | SiTime Corp.                                           | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         62 | NS      | $18681.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2604.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI International, Inc.                     | CACI International, Inc., Class A                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        189 | NS      | $94269.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   33000000 | PA      | $1924.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardant Health, Inc.                        | Guardant Health, Inc.                                  | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |        852 | NS      | $53232.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                        | Anglogold Ashanti plc                                  | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |        705 | NS      | $49582.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp., Class A                                   | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        373 | NS      | $94775.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                          | Deutsche Telekom AG (Registered)                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       5491 | NS      | $187075.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        410 | NS      | $96682.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1000000 | PA      | $-4985.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                  | Novartis AG (Registered)                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       1699 | NS      | $218454.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                         | Sompo Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       1500 | NS      | $46373.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp.                                  | Dover Corp.                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        106 | NS      | $17683.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                         | Voya Financial, Inc.                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        461 | NS      | $34482.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                    | Prosus NV, Class N                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       3361 | NS      | $237673.30    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                  | Brighthouse Financial, Inc.                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |         78 | NS      | $4140.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   12000000 | PA      | $10001.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                           | Anglo American plc                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       1319 | NS      | $49735.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                           | AerCap Holdings NV                                     | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |       2273 | NS      | $275033.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Visa, Inc.                                   | Visa, Inc., Class A                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       3037 | NS      | $1036771.06   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                        | Parker-Hannifin Corp.                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         29 | NS      | $21986.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.               | Walgreens Boots Alliance, Inc., CVR                    | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |        986 | NS      | $522.58       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barratt Redrow plc                           | Barratt Redrow plc                                     | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |       3654 | NS      | $19224.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Long Gilt                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        230 | NC      | $-106280.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                             | McDonald's Corp.                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        615 | NS      | $186892.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                            | Bureau Veritas SA                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        552 | NS      | $17313.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   26248103 | PA      | $-9682.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                 | GE Aerospace                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       1248 | NS      | $375423.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                          | Kinder Morgan, Inc.                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      13012 | NS      | $368369.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                        | Paycom Software, Inc.                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        144 | NS      | $29972.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.      | Singapore Technologies Engineering Ltd.                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |      11200 | NS      | $74788.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                  | Aflac, Inc.                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       1110 | NS      | $123987.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                        | Leidos Holdings, Inc.                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        226 | NS      | $42704.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                   | Super Micro Computer, Inc.                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        490 | NS      | $23490.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                                | On Holding AG, Class A                                 | CUSIP: N/A<br>LEI: 506700FB3467B9W95526       | Long             | EC               | CORP              | CH        |       2425 | NS      | $102698.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3674.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                     | Tryg A/S                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |       3654 | NS      | $92772.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Japan 10-Year Bond                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -20 | NC      | $151725.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                 | Charter Communications, Inc., Class A                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        364 | NS      | $100138.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture plc                                | Accenture plc, Class A                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       1000 | NS      | $246600.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                        | Targa Resources Corp.                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        284 | NS      | $47581.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                            | Siemens Energy AG                                      | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       2203 | NS      | $259026.81    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                            | Industrivarden AB, Class A                             | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        904 | NS      | $35913.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                      | Bath & Body Works, Inc.                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        483 | NS      | $12442.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                    | Aptiv plc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       1674 | NS      | $144332.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                 | Sprouts Farmers Market, Inc.                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       1845 | NS      | $200736.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                             | PulteGroup, Inc.                                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        166 | NS      | $21933.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                             | CVS Health Corp.                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       1788 | NS      | $134797.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co. Ltd.                               | Hulic Co. Ltd.                                         | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |       3800 | NS      | $41626.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                             | BorgWarner, Inc.                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       2691 | NS      | $118296.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                    | Carlyle Group, Inc. (The)                              | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        319 | NS      | $20001.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                          | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   61757225 | PA      | $-56435.15    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                  | FinecoBank Banca Fineco SpA                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        609 | NS      | $13217.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                            | Seiko Epson Corp.                                      | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |       1100 | NS      | $14071.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       1022 | NS      | $144888.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10000000 | PA      | $8065.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                 | Capgemini SE                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        222 | NS      | $32384.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3000000 | PA      | $-10.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.            | Nomura Real Estate Holdings, Inc.                      | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |      31700 | NS      | $202011.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                          | U.S. Treasury Ultra Bond                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -200 | NC      | $-533320.92   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                 | MasTec, Inc.                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        593 | NS      | $126196.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                               | QUALCOMM, Inc.                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       2088 | NS      | $347359.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-23461.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                            | HSBC Holdings plc                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      37331 | NS      | $526856.90    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                              | Nordea Bank Abp                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       5388 | NS      | $88706.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                 | Rambus, Inc.                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |        247 | NS      | $25737.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     777800 | PA      | $-2765.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                             | NRG Energy, Inc.                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        432 | NS      | $69962.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        625 | NS      | $22818.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7082.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                               | Continental AG                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        594 | NS      | $39296.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                             | CUSIP: 00206RGT3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      25000 | PA      | $27965.91     | 0.02%             | 2031-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $609.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                | Centene Corp.                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       4029 | NS      | $143754.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                         | American Tower Corp.                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        385 | NS      | $74043.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                | Cencora, Inc.                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        155 | NS      | $48442.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions, Inc.                           | UL Solutions, Inc., Class A                            | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |        489 | NS      | $34650.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   36500000 | PA      | $-565.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENK Group AG                                | RENK Group AG                                          | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |        163 | NS      | $16874.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                        | Lockheed Martin Corp.                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        425 | NS      | $212164.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                 | Reddit, Inc., Class A                                  | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |        125 | NS      | $28748.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                              | Flowserve Corp.                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |        322 | NS      | $17111.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bouygues SA                                  | Bouygues SA                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        588 | NS      | $26520.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                    | Land Securities Group plc                              | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |       3084 | NS      | $24188.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                            | NatWest Group plc                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      12079 | NS      | $85318.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                    | Repsol SA                                              | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |        940 | NS      | $16715.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27000000 | PA      | $3366.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1251.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.            | Booz Allen Hamilton Holding Corp.                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       1399 | NS      | $139830.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                      | Texas Instruments, Inc.                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       1837 | NS      | $337512.01    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4000000 | PA      | $-3147.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                  | Swiss Re AG                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        587 | NS      | $109021.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                          | Iron Mountain, Inc.                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       1885 | NS      | $192156.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE plc                                      | SSE plc                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |       3208 | NS      | $75245.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IFSC NIFTY 50 Index                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |       -100 | NC      | $57818.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                | Moderna, Inc.                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       1425 | NS      | $36807.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                             | Salesforce, Inc.                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       1272 | NS      | $301464.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                       | Dycom Industries, Inc.                                 | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |         73 | NS      | $21298.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings plc                     | Rolls-Royce Holdings plc                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       6848 | NS      | $110076.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp.                              | Air Lease Corp., Class A                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        783 | NS      | $49837.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5000000 | PA      | $-40675.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | TOPIX Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         28 | NC      | $41027.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc.           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       2245 | NS      | $148035.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Australia 10-Year Bonds                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -124 | NC      | $19184.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                              | DR Horton, Inc.                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        670 | NS      | $113544.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                | Workday, Inc., Class A                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        736 | NS      | $177177.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12520.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                       | Align Technology, Inc.                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        197 | NS      | $24668.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alkermes plc                                 | Alkermes plc                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       1453 | NS      | $43590.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                 | DNB Bank ASA                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       6626 | NS      | $180598.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | IRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   57000000 | PA      | $-20556.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                | Murata Manufacturing Co. Ltd.                          | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       5900 | NS      | $112005.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.              | Jefferies Financial Group, Inc.                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       2373 | NS      | $155241.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                       | CyberArk Software Ltd.                                 | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |         44 | NS      | $21258.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                             | ASR Nederland NV                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       1545 | NS      | $105136.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                            | Taylor Wimpey plc                                      | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |      11228 | NS      | $15598.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                  | Block, Inc., Class A                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        816 | NS      | $58972.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                     | Palo Alto Networks, Inc.                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        696 | NS      | $141719.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                             | Deutsche Bank AG (Registered)                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       4502 | NS      | $159441.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                | Equinix, Inc.                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        306 | NS      | $239671.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                         | Henkel AG & Co. KGaA (Preference)                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |        187 | NS      | $15088.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp.                                 | Cintas Corp.                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        994 | NS      | $204028.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27000000 | PA      | $-216764.56   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                    | Linde plc                                              | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |        292 | NS      | $138700.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp.                      | Toyota Industries Corp.                                | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |        200 | NS      | $22493.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG       | Chocoladefabriken Lindt & Spruengli AG (Registered)    | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |          1 | NS      | $150470.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | NDIRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10000000 | PA      | $-144660.23   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** BlackRock Variable Series Funds, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer